Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396849.7599 | 459317.0131 | -62467.2532 | -39733.4132 | -555017.1767 | 515283.7635 |
Total P&L (%) | 396.8498 | 459.317 | -62.4673 | -39.7334 | -555.0172 | 515.2838 |
Avg Daily Profit (%) | 0.1906 | 0.2206 | -0.03 | -0.0243 | 0 | 0.0873 |
Buy And Hold Return (%) | 80.6262 | 80.6262 | 80.6262 | 80.6262 | 80.6262 | 80.6262 |
Max Trade Drawdown | -357928 | -270714 | -126056 | -21044714 | -18744849 | -2602738 |
Profit Factor | 1.1571 | 1.2331 | 0.8876 | 0.9994 | 0.9903 | 1.0407 |
Total Trades | 1177 | 588 | 589 | 1177 | 588 | 589 |
Winning Trades | 732 | 412 | 320 | 732 | 412 | 320 |
Losing Trades | 445 | 176 | 269 | 445 | 176 | 269 |
Profitability (%) | 62.192 | 70.068 | 54.3294 | 62.192 | 70.068 | 54.3294 |
Ratio Avg Win / Avg Loss | 0.7034 | 0.5267 | 0.7462 | 0.6076 | 0.423 | 0.8748 |
Largest Winning Trade | 68256 | 68256 | 14693 | 2670711 | 2670711 | 948206 |
Largest Losing Trade | -62749 | -62749 | -28161 | -7190091 | -7190091 | -1200565 |
Avg Bars in Trades | 21 | 40 | 1 | 21 | 40 | 1 |
Avg Bars in Winners | 12 | 20 | 1 | 12 | 20 | 1 |
Avg Bars in Losers | 35 | 87 | 2 | 35 | 87 | 2 |
Bars Traded | 24768 | 23725 | 1043 | 24768 | 23725 | 1043 |
Profit Streak | 11.3423 | 11.8423 | 11.3423 | 11.3423 | 11.8423 | 11.3423 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34169 | 399483 | -576782 | -571658 | -574617 | -249887 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.7679, "nb": 0.26642, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579147200000, "first_datapoint_time": 1579305600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759155174854, "expiration_time": 1765624867200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.7679, "nb": 0.26642, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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