Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148806.94 | 1029344.7399 | 119462.2002 | 3965673.5869 | 2322585.6789 | 1643087.908 |
Total P&L (%) | 1148.8069 | 1029.3447 | 119.4622 | 3965.6736 | 2322.5857 | 1643.0879 |
Avg Daily Profit (%) | 0.4957 | 0.4442 | 0.0515 | 0.16 | 0.1376 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131018 | -71820 | -224431 | -7770640 | -4450781 | -4273639 |
Profit Factor | 2.0143 | 2.8727 | 1.2049 | 1.1544 | 1.1709 | 1.136 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 34.7458 | 33.8983 | 35.5932 | 34.7458 | 33.8983 | 35.5932 |
Ratio Avg Win / Avg Loss | 3.7829 | 5.6018 | 2.1803 | 2.1681 | 2.2832 | 2.0556 |
Largest Winning Trade | 482418 | 482418 | 84435 | 3484242 | 3484242 | 3304945 |
Largest Losing Trade | -30943 | -21910 | -30943 | -1205359 | -953779 | -1205359 |
Avg Bars in Trades | 38 | 30 | 45 | 38 | 30 | 45 |
Avg Bars in Winners | 85 | 66 | 104 | 85 | 66 | 104 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 8996 | 3634 | 5362 | 8996 | 3634 | 5362 |
Profit Streak | 14.17 | 0 | 15.92 | 14.17 | 0 | 15.92 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370453 | 327839 | -128726 | -45932 | -46834 | -102963 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36053, "nb": 0.1168, "nc": 0.36669 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562133600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759572285454, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36053, "nb": 0.1168, "nc": 0.36669 } } }
# | 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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