Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433635.1921 | 467460.8244 | -33825.6323 | -423633.3775 | 425634.8973 | -849268.2748 |
Total P&L (%) | 433.6352 | 467.4608 | -33.8256 | -423.6334 | 425.6349 | -849.2683 |
Avg Daily Profit (%) | 0.1886 | 0.2033 | -0.0147 | 0 | 0.0722 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215725 | -126313 | -180193 | -892875 | -197284 | -945838 |
Profit Factor | 1.6327 | 2.3198 | 0.8979 | 0.7674 | 1.6512 | 0.2729 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 49 | 25 | 24 | 53 | 29 | 24 |
Losing Trades | 60 | 29 | 31 | 56 | 25 | 31 |
Profitability (%) | 44.9541 | 46.2963 | 43.6364 | 48.6239 | 53.7037 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.9992 | 2.691 | 1.1598 | 0.8109 | 1.4235 | 0.3525 |
Largest Winning Trade | 278467 | 278467 | 45345 | 317005 | 317005 | 70231 |
Largest Losing Trade | -160892 | -84587 | -160892 | -711303 | -166778 | -711303 |
Avg Bars in Trades | 58 | 92 | 24 | 58 | 92 | 24 |
Avg Bars in Winners | 39 | 54 | 25 | 85 | 134 | 25 |
Avg Bars in Losers | 73 | 125 | 24 | 32 | 43 | 24 |
Bars Traded | 6350 | 4988 | 1362 | 6350 | 4988 | 1362 |
Profit Streak | 0 | 0 | 0 | 19.7453 | 55.4119 | 19.7453 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321935 | -169428 | -761363 | -579958 | -273527 | -762473 |
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{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 203 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6897, "evaluation_days": 2299, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567008000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759773190854, "expiration_time": 1765725408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 203 } } }
# | 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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