Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298961.2718 | 240802.3373 | 58158.9345 | -57297.9547 | 185069.8687 | -242367.8234 |
Total P&L (%) | 298.9613 | 240.8023 | 58.1589 | -57.298 | 185.0699 | -242.3678 |
Avg Daily Profit (%) | 0.1555 | 0.1252 | 0.0302 | -0.0442 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128957 | -143317 | -124609 | -202227 | -77626 | -281252 |
Profit Factor | 1.2255 | 1.4087 | 1.079 | 0.9551 | 1.4421 | 0.717 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 56.0886 | 54.0741 | 58.0882 | 56.0886 | 54.0741 | 58.0882 |
Ratio Avg Win / Avg Loss | 0.9595 | 1.1965 | 0.7785 | 0.7477 | 1.2248 | 0.5173 |
Largest Winning Trade | 47344 | 47344 | 44533 | 44171 | 44171 | 44004 |
Largest Losing Trade | -78347 | -36112 | -78347 | -168562 | -35569 | -168562 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3649 | 1818 | 1831 | 3649 | 1818 | 1831 |
Profit Streak | 9.2802 | 0 | 15.7802 | 9.2802 | 0 | 15.7802 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300742 | -24485 | -286885 | -577626 | -118590 | -579065 |
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{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3846, "evaluation_days": 1923, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759171412876, "expiration_time": 1764131616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.81991 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } } }
# | 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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