Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388124.1948 | 441014.8743 | -52890.6795 | -86748.0822 | 32472.317 | -119220.3991 |
Total P&L (%) | 388.1242 | 441.0149 | -52.8907 | -86.7481 | 32.4723 | -119.2204 |
Avg Daily Profit (%) | 0.1673 | 0.1901 | -0.0228 | -0.0871 | 0.0121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263604 | -222261 | -108192 | -1116259 | -870417 | -341853 |
Profit Factor | 1.2141 | 1.3234 | 0.8822 | 0.969 | 1.0156 | 0.8341 |
Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
Winning Trades | 294 | 154 | 140 | 294 | 154 | 140 |
Losing Trades | 175 | 80 | 95 | 175 | 80 | 95 |
Profitability (%) | 62.6866 | 65.812 | 59.5745 | 62.6866 | 65.812 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.7227 | 0.6875 | 0.5986 | 0.5768 | 0.5276 | 0.566 |
Largest Winning Trade | 160171 | 160171 | 17511 | 233183 | 233183 | 53787 |
Largest Losing Trade | -84908 | -84908 | -48329 | -321124 | -321124 | -114639 |
Avg Bars in Trades | 29 | 55 | 2 | 29 | 55 | 2 |
Avg Bars in Winners | 16 | 28 | 2 | 16 | 28 | 2 |
Avg Bars in Losers | 51 | 108 | 3 | 51 | 108 | 3 |
Bars Traded | 13784 | 13083 | 701 | 13784 | 13083 | 701 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345855 | 317335 | -578584 | -576404 | -381838 | -578584 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.28304, "nb": 0.69007, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13921, "evaluation_days": 2320.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559894400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759848590322, "expiration_time": 1765852272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.28304, "nb": 0.69007, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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