Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614619.3391 | 330938.0415 | 283681.2975 | 2543927.5882 | -840138.9331 | 3384066.5213 |
Total P&L (%) | 614.6193 | 330.938 | 283.6813 | 2543.9276 | -840.1389 | 3384.0665 |
Avg Daily Profit (%) | 0.3388 | 0.1824 | 0.1564 | 0.1807 | 0 | 0.1959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115123 | -99725 | -53714 | -6099039 | -5754506 | -2170507 |
Profit Factor | 1.551 | 1.5563 | 1.5449 | 1.1064 | 0.9346 | 1.3056 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 238 | 128 | 110 | 238 | 128 | 110 |
Profitability (%) | 36.3636 | 31.5508 | 41.1765 | 36.3636 | 31.5508 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.7143 | 3.3764 | 2.2071 | 1.9361 | 2.0276 | 1.8651 |
Largest Winning Trade | 113047 | 113047 | 50822 | 2706538 | 2706538 | 1538744 |
Largest Losing Trade | -23567 | -17546 | -23567 | -1083057 | -1083057 | -780405 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 7200 | 3518 | 3682 | 7200 | 3518 | 3682 |
Profit Streak | 14.0602 | 0 | 15.8102 | 14.0602 | 0 | 15.8102 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341242 | 135323 | 280425 | -97029 | -584473 | 254934 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603216800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759498002650, "expiration_time": 1764173088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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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