Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499025.7101 | 341865.1993 | 157160.5109 | 165030.743 | -725958.2687 | 890989.0117 |
Total P&L (%) | 499.0257 | 341.8652 | 157.1605 | 165.0307 | -725.9583 | 890.989 |
Avg Daily Profit (%) | 0.2746 | 0.1881 | 0.0865 | 0.0536 | 0 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130392 | -151003 | -64074 | -2375047 | -2007611 | -984789 |
Profit Factor | 1.3888 | 1.5182 | 1.252 | 1.0129 | 0.8888 | 1.1424 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 173 | 81 | 92 | 173 | 81 | 92 |
Losing Trades | 224 | 118 | 106 | 224 | 118 | 106 |
Profitability (%) | 43.5768 | 40.7035 | 46.4646 | 43.5768 | 40.7035 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.7982 | 2.2118 | 1.4425 | 1.3115 | 1.2948 | 1.3163 |
Largest Winning Trade | 342126 | 342126 | 53037 | 734156 | 572278 | 734156 |
Largest Losing Trade | -30795 | -25238 | -30795 | -491344 | -370741 | -491344 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3569 | 1623 | 1946 | 3569 | 1623 | 1946 |
Profit Streak | 3.9125 | 8.9125 | 0 | 3.9125 | 8.9125 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343805 | 283156 | -78337 | -328054 | -581293 | -88478 |
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{ "first_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 3.4078 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.72808, "nc": 0.43038 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3635, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605268800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759787636168, "expiration_time": 1764462960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 3.4078 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.72808, "nc": 0.43038 } } }
# | 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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