Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445741.5576 | 270930.304 | 174811.2537 | 436140.2138 | 78785.9619 | 357354.2519 |
Total P&L (%) | 445.7416 | 270.9303 | 174.8113 | 436.1402 | 78.786 | 357.3543 |
Avg Daily Profit (%) | 0.2342 | 0.1424 | 0.0918 | 0.0883 | 0.0305 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153422 | -124010 | -68261 | -364217 | -208696 | -264305 |
Profit Factor | 1.5722 | 1.6723 | 1.4649 | 1.2494 | 1.09 | 1.4093 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 49.3902 | 46.3415 | 52.439 | 49.3902 | 46.3415 | 52.439 |
Ratio Avg Win / Avg Loss | 1.611 | 1.9363 | 1.3286 | 1.2802 | 1.2621 | 1.2782 |
Largest Winning Trade | 193543 | 193543 | 42061 | 179229 | 179229 | 177479 |
Largest Losing Trade | -32828 | -22758 | -32828 | -215646 | -124113 | -215646 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 7500 | 3508 | 3991 | 7500 | 3508 | 3991 |
Profit Streak | 0 | 0 | 44.0356 | 0 | 0 | 44.0356 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410174 | -5718 | -72837 | -74719 | -279554 | -89095 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595959200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758804679078, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midprice", "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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