Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600012.7966 | 495935.3075 | 104077.4891 | -277217.6601 | 12355.956 | -289573.6162 |
Total P&L (%) | 600.0128 | 495.9353 | 104.0775 | -277.2177 | 12.356 | -289.5736 |
Avg Daily Profit (%) | 0.3183 | 0.2631 | 0.0552 | 0 | 0.0062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210657 | -149307 | -158849 | -2985835 | -973930 | -2236157 |
Profit Factor | 1.4775 | 1.8435 | 1.1557 | 0.9427 | 1.0069 | 0.9046 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 168 | 82 | 86 | 132 | 67 | 65 |
Losing Trades | 129 | 66 | 63 | 165 | 81 | 84 |
Profitability (%) | 56.5657 | 55.4054 | 57.7181 | 44.4444 | 45.2703 | 43.6242 |
Ratio Avg Win / Avg Loss | 1.1345 | 1.4838 | 0.8466 | 1.1784 | 1.2172 | 1.169 |
Largest Winning Trade | 142356 | 142356 | 38592 | 534533 | 408130 | 534533 |
Largest Losing Trade | -107163 | -31327 | -107163 | -1945779 | -567716 | -1945779 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 7523 | 3752 | 3771 | 7523 | 3752 | 3771 |
Profit Streak | 0 | 21.7831 | 0 | 9.0331 | 0 | 15.5331 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464378 | 428869 | -169044 | -578772 | -491760 | -580891 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03694, "nb": 0.1, "nc": 0.65934 } }, "second_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 4.71367 } } }
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{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7541, "evaluation_days": 1885.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597125600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759949256728, "expiration_time": 1764811368000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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