Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458696.1816 | 1233233.5603 | 225462.6214 | 38656083.0038 | 6393396.1189 | 32262686.8848 |
Total P&L (%) | 1458.6962 | 1233.2336 | 225.4626 | 38656.083 | 6393.3961 | 32262.6869 |
Avg Daily Profit (%) | 0.6284 | 0.5313 | 0.0971 | 0.2571 | 0.18 | 0.2493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125585 | -85358 | -68217 | -35092111 | -26446313 | -16383680 |
Profit Factor | 3.1017 | 4.1803 | 1.7361 | 1.4092 | 1.1037 | 1.9835 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.3364 | 48.1481 | 56.6038 | 52.3364 | 48.1481 | 56.6038 |
Ratio Avg Win / Avg Loss | 2.8247 | 4.5018 | 1.331 | 1.2833 | 1.1886 | 1.5207 |
Largest Winning Trade | 463214 | 463214 | 79866 | 18560906 | 18560906 | 11392193 |
Largest Losing Trade | -45119 | -29908 | -45119 | -8651385 | -8651385 | -5442134 |
Avg Bars in Trades | 80 | 67 | 92 | 80 | 67 | 92 |
Avg Bars in Winners | 112 | 90 | 131 | 112 | 90 | 131 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 8576 | 3657 | 4919 | 8576 | 3657 | 4919 |
Profit Streak | 22.3313 | 22.3313 | 330.8313 | 22.3313 | 22.3313 | 330.8313 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693217 | -162164 | -238913 | 392651 | -278857 | -165566 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9285, "evaluation_days": 2321.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561852800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888628336, "expiration_time": 1765898280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "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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