Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1300023.0881 | 1168347.0576 | 131676.0305 | 3593463.3965 | 1820595.0713 | 1772868.3252 |
Total P&L (%) | 1300.0231 | 1168.3471 | 131.676 | 3593.4634 | 1820.5951 | 1772.8683 |
Avg Daily Profit (%) | 0.6996 | 0.6287 | 0.0709 | 0.1944 | 0.1592 | 0.1578 |
Buy And Hold Return (%) | 74.2156 | 74.2156 | 74.2156 | 74.2156 | 74.2156 | 74.2156 |
Max Trade Drawdown | -117674 | -111528 | -41023 | -3363497 | -2428611 | -1407342 |
Profit Factor | 4.5393 | 8.8776 | 1.6013 | 1.4437 | 1.5682 | 1.3622 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 49.1525 | 46.6667 | 51.7241 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.6958 | 10.1458 | 1.4945 | 1.4935 | 1.7923 | 1.2714 |
Largest Winning Trade | 1030605 | 1030605 | 62006 | 1646785 | 1646785 | 1324437 |
Largest Losing Trade | -34374 | -24705 | -34374 | -1407342 | -626695 | -1407342 |
Avg Bars in Trades | 119 | 112 | 127 | 119 | 112 | 127 |
Avg Bars in Winners | 157 | 133 | 179 | 157 | 133 | 179 |
Avg Bars in Losers | 83 | 93 | 71 | 83 | 93 | 71 |
Bars Traded | 7060 | 3372 | 3688 | 7060 | 3372 | 3688 |
Profit Streak | 0 | 0 | 77.8608 | 0 | 0 | 77.8608 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160064 | 679918 | -104074 | -170877 | 330442 | 319229 |
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{ "first_band": { "type": "hma", "factors": { "length": 96, "offset": 128 } }, "second_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7433, "evaluation_days": 1858.25, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1604080800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631975816, "expiration_time": 1764438984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 96, "offset": 128 } }, "second_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } } }
# | 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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