Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2161632.7857 | 1993902.8233 | 167729.9623 | 2992738.1968 | 1332485.2919 | 1660252.905 |
Total P&L (%) | 2161.6328 | 1993.9028 | 167.73 | 2992.7382 | 1332.4853 | 1660.2529 |
Avg Daily Profit (%) | 0.9366 | 0.8639 | 0.0727 | 0.1488 | 0.1154 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115411 | -73848 | -103304 | -2460334 | -1865575 | -1199679 |
Profit Factor | 4.2514 | 7.7434 | 1.4544 | 1.3607 | 1.3097 | 1.4157 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 57.5758 | 55.102 | 60 | 57.5758 | 55.102 | 60 |
Ratio Avg Win / Avg Loss | 3.1326 | 6.3095 | 0.9696 | 1.0026 | 1.0671 | 0.9438 |
Largest Winning Trade | 1798852 | 1798852 | 80889 | 1052533 | 1052533 | 975364 |
Largest Losing Trade | -65602 | -43479 | -65602 | -1124226 | -1124226 | -790521 |
Avg Bars in Trades | 46 | 32 | 59 | 46 | 32 | 59 |
Avg Bars in Winners | 58 | 45 | 70 | 58 | 45 | 70 |
Avg Bars in Losers | 29 | 15 | 43 | 29 | 15 | 43 |
Bars Traded | 4555 | 1569 | 2986 | 4555 | 1569 | 2986 |
Profit Streak | 10.6794 | 27.1794 | 10.6794 | 10.6794 | 27.1794 | 10.6794 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 823422 | 846755 | -274659 | 316832 | -36603 | -205585 |
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{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 3 } } }
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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": 1561334400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989903489, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 3 } } }
# | 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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