Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026715.2258 | 887100.285 | 139614.9408 | 925047.4379 | 296690.2005 | 628357.2373 |
Total P&L (%) | 1026.7152 | 887.1003 | 139.6149 | 925.0474 | 296.6902 | 628.3572 |
Avg Daily Profit (%) | 0.4429 | 0.3827 | 0.0602 | 0.1005 | 0.0595 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182268 | -108488 | -248867 | -3537025 | -3266533 | -1309532 |
Profit Factor | 1.5268 | 1.942 | 1.1386 | 1.053 | 1.0317 | 1.0777 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 169 | 76 | 93 | 169 | 76 | 93 |
Losing Trades | 342 | 179 | 163 | 342 | 179 | 163 |
Profitability (%) | 33.0724 | 29.8039 | 36.3281 | 33.0724 | 29.8039 | 36.3281 |
Ratio Avg Win / Avg Loss | 3.0898 | 4.5739 | 1.9957 | 2.131 | 2.43 | 1.8888 |
Largest Winning Trade | 472534 | 472534 | 56397 | 2192868 | 2192868 | 539135 |
Largest Losing Trade | -24270 | -20970 | -24270 | -487730 | -471943 | -487730 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 4 | 4 | 5 | 4 | 4 | 5 |
Bars Traded | 4611 | 2096 | 2515 | 4611 | 2096 | 2515 |
Profit Streak | 15.985 | 0 | 16.985 | 15.985 | 0 | 16.985 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346981 | 205268 | -183106 | -222603 | -305639 | -215796 |
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{ "first_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559865600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621106915, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|