Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863970.979 | 638501.282 | 225469.697 | 2057364.5438 | -371650.9932 | 2429015.537 |
Total P&L (%) | 863.971 | 638.5013 | 225.4697 | 2057.3645 | -371.651 | 2429.0155 |
Avg Daily Profit (%) | 0.4741 | 0.3504 | 0.1237 | 0.1687 | 0 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108800 | -63963 | -54287 | -2763335 | -1650559 | -1691634 |
Profit Factor | 3.6456 | 4.9919 | 2.3533 | 1.2703 | 0.8986 | 1.6155 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 3.8809 | 6.4181 | 2.0764 | 1.3523 | 1.1553 | 1.4255 |
Largest Winning Trade | 639407 | 639407 | 71448 | 1584272 | 822341 | 1584272 |
Largest Losing Trade | -34255 | -34255 | -27568 | -805601 | -805601 | -660421 |
Avg Bars in Trades | 82 | 70 | 93 | 82 | 70 | 93 |
Avg Bars in Winners | 115 | 95 | 132 | 115 | 95 | 132 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 5249 | 2254 | 2995 | 5249 | 2254 | 2995 |
Profit Streak | 58.5894 | 58.5894 | 85.9227 | 58.5894 | 58.5894 | 85.9227 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125469 | 562590 | -22022 | -134979 | -580595 | 400522 |
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{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5467, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1608048000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760220523835, "expiration_time": 1764921888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "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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