Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383756.6652 | 264479.3871 | 119277.2781 | 5319.138 | 165259.5977 | -159940.4597 |
Total P&L (%) | 383.7567 | 264.4794 | 119.2773 | 5.3191 | 165.2596 | -159.9405 |
Avg Daily Profit (%) | 0.202 | 0.1392 | 0.0628 | 0.0027 | 0.0514 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147746 | -97814 | -147849 | -572407 | -273665 | -427047 |
Profit Factor | 1.2031 | 1.2954 | 1.12 | 1.0011 | 1.0708 | 0.9403 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 224 | 106 | 118 | 224 | 106 | 118 |
Losing Trades | 260 | 136 | 124 | 260 | 136 | 124 |
Profitability (%) | 46.281 | 43.8017 | 48.7603 | 46.281 | 43.8017 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.3965 | 1.662 | 1.1769 | 1.1619 | 1.3739 | 0.9881 |
Largest Winning Trade | 164835 | 164835 | 41885 | 264768 | 264768 | 100206 |
Largest Losing Trade | -43514 | -42560 | -43514 | -174368 | -108747 | -174368 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 5663 | 2837 | 2826 | 5663 | 2837 | 2826 |
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 | 305669 | -7429 | -197127 | -572946 | -268386 | -580271 |
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{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5699, "evaluation_days": 1899.67, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1595894400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759360579871, "expiration_time": 1764258336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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