Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218974.5849 | 293228.9422 | -74254.3573 | -83468.3965 | 348561.0844 | -432029.4809 |
Total P&L (%) | 218.9746 | 293.2289 | -74.2544 | -83.4684 | 348.5611 | -432.0295 |
Avg Daily Profit (%) | 0.1168 | 0.1564 | -0.0396 | -0.096 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180267 | -133507 | -156193 | -832453 | -441739 | -592088 |
Profit Factor | 1.0909 | 1.2471 | 0.9392 | 0.9729 | 1.2338 | 0.7274 |
Total Trades | 933 | 467 | 466 | 933 | 467 | 466 |
Winning Trades | 449 | 212 | 237 | 449 | 212 | 237 |
Losing Trades | 484 | 255 | 229 | 484 | 255 | 229 |
Profitability (%) | 48.1243 | 45.3961 | 50.8584 | 48.1243 | 45.3961 | 50.8584 |
Ratio Avg Win / Avg Loss | 1.176 | 1.5 | 0.9075 | 1.0487 | 1.484 | 0.7029 |
Largest Winning Trade | 158718 | 158718 | 39104 | 296038 | 296038 | 95251 |
Largest Losing Trade | -56592 | -28108 | -56592 | -195263 | -119452 | -195263 |
Avg Bars in Trades | 6 | 6 | 5 | 6 | 6 | 5 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5601 | 2815 | 2786 | 5601 | 2815 | 2786 |
Profit Streak | 0 | 0 | 15.9774 | 0 | 0 | 15.9774 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152709 | 305743 | -577025 | -574273 | -85945 | -577025 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.73637, "nc": 0.8157 } } }
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{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5623, "evaluation_days": 1874.33, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1597334400000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758986851448, "expiration_time": 1763818272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.73637, "nc": 0.8157 } } }
# | 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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