Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180808.1611 | 290044.513 | -109236.3519 | -114876.8439 | 128689.414 | -243566.2578 |
Total P&L (%) | 180.8082 | 290.0445 | -109.2364 | -114.8768 | 128.6894 | -243.5663 |
Avg Daily Profit (%) | 0.0966 | 0.155 | -0.0584 | 0 | 0.0442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227618 | -125594 | -167521 | -564748 | -173912 | -322570 |
Profit Factor | 1.1009 | 1.3564 | 0.8883 | 0.9316 | 1.1654 | 0.7295 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 241 | 114 | 127 | 247 | 131 | 116 |
Losing Trades | 249 | 131 | 118 | 243 | 114 | 129 |
Profitability (%) | 49.1837 | 46.5306 | 51.8367 | 50.4082 | 53.4694 | 47.3469 |
Ratio Avg Win / Avg Loss | 1.1375 | 1.5586 | 0.8253 | 0.9165 | 1.0142 | 0.8113 |
Largest Winning Trade | 70096 | 70096 | 43553 | 176678 | 139758 | 176678 |
Largest Losing Trade | -141917 | -34583 | -141917 | -127231 | -70982 | -127231 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 11198 | 5594 | 5604 | 11198 | 5594 | 5604 |
Profit Streak | 23.171 | 23.171 | 34.5044 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169400 | 340832 | -578032 | -577886 | -170947 | -580805 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08338, "nb": 0.1, "nc": 0.36623 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.4069 } } }
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{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11227, "evaluation_days": 1871.17, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597305600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931576144, "expiration_time": 1763565264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08338, "nb": 0.1, "nc": 0.36623 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.4069 } } }
# | 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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