Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279377.0754 | 73447.6256 | 205929.4498 | 81435.4702 | -94821.8237 | 176257.2939 |
Total P&L (%) | 279.3771 | 73.4476 | 205.9295 | 81.4355 | -94.8218 | 176.2573 |
Avg Daily Profit (%) | 0.1682 | 0.0442 | 0.124 | 0.0359 | -0.1781 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200736 | -175742 | -44691 | -239792 | -221141 | -51480 |
Profit Factor | 1.5123 | 1.1877 | 2.3369 | 1.1324 | 0.7922 | 2.1097 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 59.542 | 55.3846 | 63.6364 | 59.542 | 55.3846 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0276 | 0.9568 | 1.3353 | 0.7694 | 0.6382 | 1.2056 |
Largest Winning Trade | 105027 | 105027 | 50107 | 39997 | 39997 | 33025 |
Largest Losing Trade | -62735 | -62735 | -40636 | -113356 | -113356 | -51480 |
Avg Bars in Trades | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Winners | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Losers | 58 | 75 | 37 | 58 | 75 | 37 |
Bars Traded | 4686 | 3043 | 1643 | 4686 | 3043 | 1643 |
Profit Streak | 0 | 61.3827 | 0 | 0 | 61.3827 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371330 | -279146 | -146296 | -219966 | -710369 | -230445 |
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{ "first_band": { "type": "fwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 167 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4983, "evaluation_days": 1661, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620576000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759252268456, "expiration_time": 1763553312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 167 } } }
# | 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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