Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709765.2429 | 1713161.3279 | -3396.085 | 363936.1446 | 564101.171 | -200165.0264 |
Total P&L (%) | 1709.7652 | 1713.1613 | -3.3961 | 363.9361 | 564.1012 | -200.165 |
Avg Daily Profit (%) | 0.7408 | 0.7423 | -0.0015 | 0.0665 | 0.0821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180721 | -104788 | -128182 | -3103472 | -1713177 | -1569751 |
Profit Factor | 3.5656 | 6.3271 | 0.9902 | 1.0564 | 1.1914 | 0.9429 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 40.678 | 42.6966 | 38.6364 | 40.678 | 42.6966 | 38.6364 |
Ratio Avg Win / Avg Loss | 5.1999 | 8.4917 | 1.5726 | 1.5406 | 1.599 | 1.4976 |
Largest Winning Trade | 1725714 | 1725714 | 92715 | 822290 | 822290 | 774397 |
Largest Losing Trade | -39075 | -15662 | -39075 | -484524 | -396615 | -484524 |
Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Winners | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Losers | 7 | 3 | 10 | 7 | 3 | 10 |
Bars Traded | 4234 | 1813 | 2421 | 4234 | 1813 | 2421 |
Profit Streak | 0 | 0 | 9.2679 | 0 | 0 | 9.2679 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611374 | 659596 | -581793 | -263924 | -94747 | -582904 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 159, "na": 0.76336, "nb": 0.81694, "nc": 0.1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566216000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911145468, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 159, "na": 0.76336, "nb": 0.81694, "nc": 0.1 } }, "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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