Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377001.8012 | 331006.289 | 45995.5123 | 13095.8877 | 236165.9233 | -223070.0356 |
Total P&L (%) | 377.0018 | 331.0063 | 45.9955 | 13.0959 | 236.1659 | -223.07 |
Avg Daily Profit (%) | 0.2129 | 0.1869 | 0.026 | 0.0069 | 0.0685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154327 | -116594 | -144222 | -409997 | -189770 | -347142 |
Profit Factor | 1.2847 | 1.5506 | 1.0636 | 1.0074 | 1.3028 | 0.7757 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 51.9531 | 50.7813 | 53.125 | 51.9531 | 50.7813 | 53.125 |
Ratio Avg Win / Avg Loss | 1.1881 | 1.5029 | 0.9385 | 0.9316 | 1.2627 | 0.6845 |
Largest Winning Trade | 127034 | 127034 | 61552 | 206524 | 206524 | 56030 |
Largest Losing Trade | -63549 | -42101 | -63549 | -104786 | -104786 | -104709 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3414 | 1708 | 1706 | 3414 | 1708 | 1706 |
Profit Streak | 0 | 26.2511 | 0 | 0 | 26.2511 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345300 | 393904 | -311624 | -465208 | -100687 | -580309 |
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.01237 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.84462 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1610625600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758866498091, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.01237 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.84462 } } }
# | 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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