Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181874.5248 | 1207380.368 | -25505.8432 | 393591.4277 | 688735.416 | -295143.9883 |
Total P&L (%) | 1181.8745 | 1207.3804 | -25.5058 | 393.5914 | 688.7354 | -295.144 |
Avg Daily Profit (%) | 0.5434 | 0.5551 | -0.0117 | 0.0734 | 0.095 | 0 |
Buy And Hold Return (%) | 538.8889 | 538.8889 | 538.8889 | 538.8889 | 538.8889 | 538.8889 |
Max Trade Drawdown | -154738 | -114031 | -107307 | -1032351 | -564063 | -776526 |
Profit Factor | 2.8825 | 4.8071 | 0.9179 | 1.1204 | 1.4432 | 0.8279 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 38.75 | 40 | 37.5 | 38.75 | 40 | 37.5 |
Ratio Avg Win / Avg Loss | 4.5563 | 7.2106 | 1.5298 | 1.7709 | 2.1648 | 1.3799 |
Largest Winning Trade | 749834 | 749834 | 66787 | 843370 | 843370 | 267259 |
Largest Losing Trade | -41988 | -34822 | -41988 | -467825 | -292823 | -467825 |
Avg Bars in Trades | 52 | 72 | 32 | 52 | 72 | 32 |
Avg Bars in Winners | 96 | 139 | 50 | 96 | 139 | 50 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 4191 | 2887 | 1304 | 4191 | 2887 | 1304 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17277 | 344884 | -582833 | -375821 | -146782 | -583944 |
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 240, "offset": 0, "std": 4.34967 } } }
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{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4350, "evaluation_days": 2175, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578268800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759872146537, "expiration_time": 1765476000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 240, "offset": 0, "std": 4.34967 } } }
# | 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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