Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81703.2974 | 42658.786 | 39044.5114 | 98447.0337 | 40678.9136 | 57768.1201 |
Total P&L (%) | 81.7033 | 42.6588 | 39.0445 | 98.447 | 40.6789 | 57.7681 |
Avg Daily Profit (%) | 0.178 | 0.0929 | 0.085 | 0.1494 | 0.0744 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26725 | -24337 | -21966 | -61427 | -55746 | -29889 |
Profit Factor | 1.2654 | 1.3078 | 1.2306 | 1.2159 | 1.1866 | 1.2428 |
Total Trades | 701 | 350 | 351 | 701 | 350 | 351 |
Winning Trades | 437 | 213 | 224 | 437 | 213 | 224 |
Losing Trades | 264 | 137 | 127 | 264 | 137 | 127 |
Profitability (%) | 62.3395 | 60.8571 | 63.8177 | 62.3395 | 60.8571 | 63.8177 |
Ratio Avg Win / Avg Loss | 0.7644 | 0.8412 | 0.6977 | 0.7346 | 0.7632 | 0.7046 |
Largest Winning Trade | 6292 | 4333 | 6292 | 8165 | 7353 | 8165 |
Largest Losing Trade | -24337 | -24337 | -19449 | -55545 | -55545 | -27534 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 10918 | 5157 | 5761 | 10918 | 5157 | 5761 |
Profit Streak | 587.0128 | 587.0128 | 590.5544 | 587.0128 | 587.0128 | 590.5544 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437873 | -69375 | -79787 | 389582 | -110002 | -59128 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.79274, "nc": 0.1 } }, "second_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 4.28669 } } }
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{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668978000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759004302785, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.79274, "nc": 0.1 } }, "second_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 4.28669 } } }
# | 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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