Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473463.9633 | 1389012.4233 | 84451.54 | 1283661.0163 | 1019598.6134 | 264062.4029 |
Total P&L (%) | 1473.464 | 1389.0124 | 84.4515 | 1283.661 | 1019.5986 | 264.0624 |
Avg Daily Profit (%) | 0.792 | 0.7466 | 0.0454 | 0.1413 | 0.1299 | 0.0695 |
Buy And Hold Return (%) | 55.2754 | 55.2754 | 55.2754 | 55.2754 | 55.2754 | 55.2754 |
Max Trade Drawdown | -93166 | -100997 | -103466 | -1895004 | -1270857 | -1638262 |
Profit Factor | 2.9578 | 4.7194 | 1.2227 | 1.115 | 1.1846 | 1.0468 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 37.5566 | 36.036 | 39.0909 | 37.5566 | 36.036 | 39.0909 |
Ratio Avg Win / Avg Loss | 4.9178 | 8.3769 | 1.9052 | 1.8538 | 2.1026 | 1.6311 |
Largest Winning Trade | 1311113 | 1311113 | 62142 | 1094474 | 1094474 | 670087 |
Largest Losing Trade | -37349 | -19208 | -37349 | -828236 | -311284 | -828236 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 48 | 41 | 53 | 48 | 41 | 53 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5422 | 2338 | 3084 | 5422 | 2338 | 3084 |
Profit Streak | 0 | 0 | 18.8515 | 0 | 0 | 18.8515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552309 | 535954 | -145257 | -100325 | -40955 | -273297 |
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{ "first_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 3.34093 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.86893, "nc": 0.10842 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5581, "evaluation_days": 1860.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811170015, "expiration_time": 1764617184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 3.34093 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.86893, "nc": 0.10842 } } }
# | 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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