Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460063.3043 | 1500728.6072 | -40665.303 | -76032.5591 | -5011.9732 | -71020.5859 |
Total P&L (%) | 1460.0633 | 1500.7286 | -40.6653 | -76.0326 | -5.012 | -71.0206 |
Avg Daily Profit (%) | 0.6328 | 0.6505 | -0.0176 | -0.0619 | -0.0022 | -0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184611 | -148858 | -216173 | -109763 | -54268 | -91423 |
Profit Factor | 2.5072 | 3.8045 | 0.9062 | 0.7957 | 0.9759 | 0.5676 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 37.8151 | 35 | 40.678 | 37.8151 | 35 | 40.678 |
Ratio Avg Win / Avg Loss | 4.1229 | 7.0655 | 1.3216 | 1.3085 | 1.8124 | 0.8278 |
Largest Winning Trade | 1549974 | 1549974 | 66443 | 92785 | 92785 | 25131 |
Largest Losing Trade | -56157 | -42501 | -56157 | -43964 | -28286 | -43964 |
Avg Bars in Trades | 114 | 111 | 117 | 114 | 111 | 117 |
Avg Bars in Winners | 178 | 197 | 161 | 178 | 197 | 161 |
Avg Bars in Losers | 75 | 65 | 87 | 75 | 65 | 87 |
Bars Traded | 13648 | 6703 | 6945 | 13648 | 6703 | 6945 |
Profit Streak | 40.8384 | 40.8384 | 69.3384 | 40.8384 | 40.8384 | 69.3384 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470911 | -155936 | -758725 | -582546 | -752742 | -760392 |
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{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 140, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561363200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802039254, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 140, "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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