Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677663.8601 | 369225.5892 | 308438.2709 | 5509540.7118 | -842802.5696 | 6352343.2815 |
Total P&L (%) | 677.6639 | 369.2256 | 308.4383 | 5509.5407 | -842.8026 | 6352.3433 |
Avg Daily Profit (%) | 0.3738 | 0.2037 | 0.1701 | 0.2224 | 0 | 0.2301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77744 | -75666 | -49878 | -7251253 | -7444668 | -3351188 |
Profit Factor | 1.6487 | 1.6553 | 1.6411 | 1.127 | 0.9638 | 1.316 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 147 | 64 | 83 | 147 | 64 | 83 |
Losing Trades | 279 | 149 | 130 | 279 | 149 | 130 |
Profitability (%) | 34.507 | 30.0469 | 38.9671 | 34.507 | 30.0469 | 38.9671 |
Ratio Avg Win / Avg Loss | 3.1292 | 3.8537 | 2.5703 | 2.139 | 2.2438 | 2.0612 |
Largest Winning Trade | 106578 | 106578 | 55027 | 3713271 | 3713271 | 2372427 |
Largest Losing Trade | -19344 | -19344 | -16729 | -1531259 | -1124898 | -1531259 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 4 | 3 | 4 | 4 | 3 | 4 |
Bars Traded | 3604 | 1661 | 1943 | 3604 | 1661 | 1943 |
Profit Streak | 12.9257 | 0 | 15.9257 | 12.9257 | 0 | 15.9257 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350441 | 139136 | 273541 | -74371 | -584922 | 241663 |
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{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3626, "evaluation_days": 1813, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759399980185, "expiration_time": 1764062496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
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