Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2449629.6409 | -50956.5963 | -2398673.0446 | -96651.5898 | 4359216.3761 | -4455867.9658 |
Total P&L (%) | -2449.6296 | -50.9566 | -2398.673 | -96.6516 | 4359.2164 | -4455.868 |
Avg Daily Profit (%) | -1.0614 | -0.0221 | -1.0393 | -0.1471 | 0.1647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2607820 | -184237 | -2503746 | -20301212 | -4188593 | -20909731 |
Profit Factor | 0.2642 | 0.894 | 0.1579 | 0.9965 | 1.8005 | 0.7992 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 132 | 62 | 70 | 118 | 54 | 64 |
Losing Trades | 37 | 22 | 15 | 51 | 30 | 21 |
Profitability (%) | 78.1065 | 73.8095 | 82.3529 | 69.8225 | 64.2857 | 75.2941 |
Ratio Avg Win / Avg Loss | 0.0741 | 0.3172 | 0.0338 | 0.4307 | 1.0003 | 0.2623 |
Largest Winning Trade | 31972 | 29807 | 31972 | 5872091 | 3173626 | 5872091 |
Largest Losing Trade | -2119215 | -81954 | -2119215 | -15726372 | -3971089 | -15726372 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 6 | 6 | 7 | 9 | 8 | 9 |
Avg Bars in Losers | 92 | 93 | 89 | 62 | 66 | 57 |
Bars Traded | 4291 | 2451 | 1840 | 4291 | 2451 | 1840 |
Profit Streak | 15.9345 | 15.9345 | 119.9345 | 15.9345 | 15.9345 | 119.9345 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574487 | -576886 | -574904 | -575561 | 457073 | -575743 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564876800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882344827, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 129, "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) |
---|