Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531134.3943 | 278952.8044 | 252181.5898 | 1331519.8475 | -809627.4851 | 2141147.3325 |
Total P&L (%) | 531.1344 | 278.9528 | 252.1816 | 1331.5198 | -809.6275 | 2141.1473 |
Avg Daily Profit (%) | 0.2934 | 0.1541 | 0.1393 | 0.1471 | 0 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125161 | -104681 | -64752 | -3641567 | -2894742 | -1467363 |
Profit Factor | 1.3862 | 1.3913 | 1.3806 | 1.0617 | 0.9267 | 1.2033 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 209 | 96 | 113 | 209 | 96 | 113 |
Losing Trades | 413 | 215 | 198 | 413 | 215 | 198 |
Profitability (%) | 33.6013 | 30.8682 | 36.3344 | 33.6013 | 30.8682 | 36.3344 |
Ratio Avg Win / Avg Loss | 2.7392 | 3.116 | 2.4191 | 2.098 | 2.0755 | 2.1085 |
Largest Winning Trade | 109535 | 109535 | 51111 | 1100246 | 1026455 | 1100246 |
Largest Losing Trade | -14385 | -14294 | -14385 | -305975 | -305975 | -290201 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5399 | 2495 | 2904 | 5399 | 2495 | 2904 |
Profit Streak | 10.2828 | 0 | 13.2828 | 10.2828 | 0 | 13.2828 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301115 | 104047 | -8744 | -149977 | -584091 | 181481 |
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{ "first_band": { "type": "wma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5431, "evaluation_days": 1810.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759186030257, "expiration_time": 1763853984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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