Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453694.7606 | 434332.243 | 19362.5176 | -17922.8444 | 142728.9334 | -160651.7777 |
Total P&L (%) | 453.6948 | 434.3322 | 19.3625 | -17.9228 | 142.7289 | -160.6518 |
Avg Daily Profit (%) | 0.2438 | 0.2334 | 0.0104 | -0.0106 | 0.0477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149813 | -139397 | -146724 | -366845 | -214091 | -245848 |
Profit Factor | 1.1818 | 1.3476 | 1.0155 | 0.9944 | 1.0891 | 0.9009 |
Total Trades | 638 | 319 | 319 | 638 | 319 | 319 |
Winning Trades | 318 | 158 | 160 | 318 | 158 | 160 |
Losing Trades | 320 | 161 | 159 | 320 | 161 | 159 |
Profitability (%) | 49.8433 | 49.5298 | 50.1567 | 49.8433 | 49.5298 | 50.1567 |
Ratio Avg Win / Avg Loss | 1.1892 | 1.3731 | 1.0092 | 1.0007 | 1.1097 | 0.8952 |
Largest Winning Trade | 162126 | 162126 | 34837 | 135335 | 135335 | 76228 |
Largest Losing Trade | -39190 | -39190 | -32331 | -79282 | -79282 | -61295 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5429 | 2708 | 2721 | 5429 | 2708 | 2721 |
Profit Streak | 5.7446 | 0 | 20.0779 | 5.7446 | 0 | 20.0779 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8327 | 341596 | -386801 | -574859 | -250600 | -577897 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.10975, "nb": 0.84425, "nc": 0.40902 } }, "second_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } } }
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{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5582, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759225933865, "expiration_time": 1764042048000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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