Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913540.1584 | 834733.9526 | 78806.2058 | 204872.099 | -54618.1484 | 259490.2473 |
Total P&L (%) | 913.5402 | 834.734 | 78.8062 | 204.8721 | -54.6181 | 259.4902 |
Avg Daily Profit (%) | 0.3932 | 0.3593 | 0.0339 | 0.048 | -0.034 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186984 | -148614 | -227742 | -921456 | -872146 | -264901 |
Profit Factor | 1.5482 | 1.9737 | 1.0974 | 1.057 | 0.973 | 1.1653 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 122 | 53 | 69 | 122 | 53 | 69 |
Losing Trades | 220 | 118 | 102 | 220 | 118 | 102 |
Profitability (%) | 35.6725 | 30.9942 | 40.3509 | 35.6725 | 30.9942 | 40.3509 |
Ratio Avg Win / Avg Loss | 2.7918 | 4.3943 | 1.6222 | 1.9061 | 2.1663 | 1.7225 |
Largest Winning Trade | 535418 | 535418 | 57491 | 616661 | 616661 | 130413 |
Largest Losing Trade | -30775 | -30775 | -30297 | -149728 | -149728 | -101664 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 13859 | 6380 | 7479 | 13859 | 6380 | 7479 |
Profit Streak | 0 | 0 | 22.1549 | 0 | 0 | 22.1549 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310218 | 219513 | -262724 | -289313 | -585051 | -159858 |
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{ "first_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13940, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559361600000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760125381287, "expiration_time": 1766134080000, "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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