Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280290.7007 | 327456.2234 | -47165.5227 | -88085.791 | 37828.8243 | -125914.6153 |
Total P&L (%) | 280.2907 | 327.4562 | -47.1655 | -88.0858 | 37.8288 | -125.9146 |
Avg Daily Profit (%) | 0.1511 | 0.1766 | -0.0254 | -0.1147 | 0.0173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191743 | -135683 | -222693 | -236272 | -66421 | -196630 |
Profit Factor | 1.0897 | 1.2261 | 0.9719 | 0.9171 | 1.0821 | 0.7908 |
Total Trades | 886 | 443 | 443 | 886 | 443 | 443 |
Winning Trades | 456 | 218 | 238 | 456 | 218 | 238 |
Losing Trades | 430 | 225 | 205 | 430 | 225 | 205 |
Profitability (%) | 51.4673 | 49.2099 | 53.7246 | 51.4673 | 49.2099 | 53.7246 |
Ratio Avg Win / Avg Loss | 1.0276 | 1.2655 | 0.8371 | 0.8648 | 1.1168 | 0.6812 |
Largest Winning Trade | 136240 | 136240 | 35824 | 68859 | 68859 | 24651 |
Largest Losing Trade | -49232 | -24268 | -49232 | -52837 | -35992 | -52837 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 11012 | 5507 | 5505 | 11012 | 5507 | 5505 |
Profit Streak | 6.6208 | 0 | 8.7875 | 6.6208 | 0 | 8.7875 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108419 | 316206 | -577588 | -574577 | -300688 | -577588 |
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{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 2.85268 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21871, "nb": 0.1, "nc": 0.95995 } } }
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{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11127, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758956038339, "expiration_time": 1763522064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 2.85268 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21871, "nb": 0.1, "nc": 0.95995 } } }
# | 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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