Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280482.766 | 1216428.7536 | 64054.0124 | 7723609.1316 | 11680346.1136 | -3956736.982 |
Total P&L (%) | 1280.4828 | 1216.4288 | 64.054 | 7723.6091 | 11680.3461 | -3956.737 |
Avg Daily Profit (%) | 0.7078 | 0.6724 | 0.0354 | 0.2413 | 0.264 | 0 |
Buy And Hold Return (%) | 892.4237 | 892.4237 | 892.4237 | 892.4237 | 892.4237 | 892.4237 |
Max Trade Drawdown | -163033 | -83022 | -125756 | -21222445 | -13516951 | -9266268 |
Profit Factor | 3.6149 | 6.6305 | 1.2341 | 1.2045 | 1.6257 | 0.7928 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 48.6842 | 52.6316 | 44.7368 | 48.6842 | 52.6316 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.8103 | 5.9675 | 1.5245 | 1.2696 | 1.4631 | 0.9793 |
Largest Winning Trade | 821840 | 821840 | 76118 | 7015029 | 7015029 | 5598156 |
Largest Losing Trade | -30922 | -30922 | -27402 | -6329074 | -6329074 | -5154061 |
Avg Bars in Trades | 138 | 128 | 149 | 138 | 128 | 149 |
Avg Bars in Winners | 199 | 175 | 228 | 199 | 175 | 228 |
Avg Bars in Losers | 81 | 76 | 85 | 81 | 76 | 85 |
Bars Traded | 10545 | 4880 | 5665 | 10545 | 4880 | 5665 |
Profit Streak | 0 | 0 | 51.0202 | 0 | 0 | 51.0202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65626 | -31867 | -312049 | -46398 | 392594 | -582247 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } } }
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{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10854, "evaluation_days": 1809, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759552149236, "expiration_time": 1764224928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } } }
# | 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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