Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325458.8527 | 209913.9563 | 115544.8964 | 237732.338 | 184293.0929 | 53439.245 |
Total P&L (%) | 325.4589 | 209.914 | 115.5449 | 237.7323 | 184.2931 | 53.4392 |
Avg Daily Profit (%) | 0.23 | 0.1483 | 0.0817 | 0.0861 | 0.0739 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130690 | -64203 | -99234 | -393991 | -179512 | -259101 |
Profit Factor | 1.5047 | 1.6254 | 1.3737 | 1.2141 | 1.3353 | 1.0953 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 47.9339 | 40.9836 | 55 | 47.9339 | 40.9836 | 55 |
Ratio Avg Win / Avg Loss | 1.6344 | 2.3406 | 1.1239 | 1.3188 | 1.9228 | 0.8962 |
Largest Winning Trade | 101839 | 101839 | 34704 | 131799 | 131799 | 94383 |
Largest Losing Trade | -51126 | -27840 | -51126 | -101901 | -101901 | -101217 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 2771 | 1376 | 1395 | 2771 | 1376 | 1395 |
Profit Streak | 39.9166 | 39.9166 | 49.9166 | 39.9166 | 39.9166 | 49.9166 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399830 | -156569 | -251086 | -77730 | -257545 | -438574 |
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{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1637064000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759010394458, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 1.45652 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.20028 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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