Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486886.3666 | 298755.0653 | 188131.3012 | 207680.4414 | -365157.1984 | 572837.6398 |
Total P&L (%) | 486.8864 | 298.7551 | 188.1313 | 207.6804 | -365.1572 | 572.8376 |
Avg Daily Profit (%) | 0.2672 | 0.164 | 0.1033 | 0.0617 | 0 | 0.1047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136150 | -168082 | -60637 | -1081958 | -1102520 | -437093 |
Profit Factor | 1.5678 | 1.5037 | 1.7115 | 1.043 | 0.8889 | 1.3712 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 46.4286 | 39.2857 | 53.5714 | 46.4286 | 39.2857 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.809 | 2.3239 | 1.4833 | 1.2035 | 1.3738 | 1.1884 |
Largest Winning Trade | 286397 | 286397 | 39171 | 599956 | 599956 | 316507 |
Largest Losing Trade | -36087 | -36087 | -27515 | -344920 | -259960 | -344920 |
Avg Bars in Trades | 62 | 85 | 40 | 62 | 85 | 40 |
Avg Bars in Winners | 81 | 119 | 53 | 81 | 119 | 53 |
Avg Bars in Losers | 46 | 63 | 25 | 46 | 63 | 25 |
Bars Traded | 10527 | 7149 | 3378 | 10527 | 7149 | 3378 |
Profit Streak | 0 | 0 | 82.9858 | 0 | 0 | 82.9858 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378657 | 189251 | -51501 | -284277 | -583607 | -50793 |
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{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10932, "evaluation_days": 1822, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605196800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760197169417, "expiration_time": 1764906624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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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