Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368222.0456 | 418612.3192 | -50390.2736 | -92049.1401 | -69453.2038 | -22595.9363 |
Total P&L (%) | 368.222 | 418.6123 | -50.3903 | -92.0491 | -69.4532 | -22.5959 |
Avg Daily Profit (%) | 0.1591 | 0.1808 | -0.0218 | -0.1093 | -0.0512 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184047 | -122242 | -379106 | -142225 | -108095 | -101503 |
Profit Factor | 1.1438 | 1.3535 | 0.9634 | 0.8265 | 0.753 | 0.9094 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 276 | 133 | 143 | 276 | 133 | 143 |
Losing Trades | 262 | 136 | 126 | 262 | 136 | 126 |
Profitability (%) | 51.3011 | 49.4424 | 53.1599 | 51.3011 | 49.4424 | 53.1599 |
Ratio Avg Win / Avg Loss | 1.0858 | 1.384 | 0.8489 | 0.7846 | 0.77 | 0.8013 |
Largest Winning Trade | 69641 | 69641 | 35055 | 26518 | 26518 | 17540 |
Largest Losing Trade | -75215 | -52289 | -75215 | -38570 | -34410 | -38570 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6848 | 3422 | 3426 | 6848 | 3422 | 3426 |
Profit Streak | 5.9549 | 0 | 18.6215 | 5.9549 | 0 | 18.6215 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51154 | 316091 | -578173 | -576822 | -579865 | -578173 |
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6945, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561737600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759359299332, "expiration_time": 1765334880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17093, "nb": 0.2206, "nc": 0.39277 } } }
# | 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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