Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558336.4769 | 332482.0295 | 225854.4475 | 822867.5342 | 325273.0818 | 497594.4524 |
Total P&L (%) | 558.3365 | 332.482 | 225.8544 | 822.8675 | 325.2731 | 497.5945 |
Avg Daily Profit (%) | 0.3065 | 0.1825 | 0.124 | 0.1221 | 0.0795 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166471 | -174724 | -72858 | -515772 | -501304 | -268866 |
Profit Factor | 1.8336 | 2.0331 | 1.6491 | 1.4646 | 1.3901 | 1.5309 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 60 | 54 | 66 | 60 | 54 | 66 |
Ratio Avg Win / Avg Loss | 1.2224 | 1.7319 | 0.8495 | 0.9764 | 1.1842 | 0.7887 |
Largest Winning Trade | 188442 | 188442 | 45783 | 188826 | 188826 | 119630 |
Largest Losing Trade | -50439 | -47027 | -50439 | -219720 | -123949 | -219720 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 3474 | 1736 | 1738 | 3474 | 1736 | 1738 |
Profit Streak | 58.1173 | 58.1173 | 75.1173 | 58.1173 | 58.1173 | 75.1173 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513932 | -167640 | -204151 | -27234 | -265144 | -239067 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02041, "nb": 0.1, "nc": 0.46446 } }, "second_band": { "type": "bbl", "factors": { "length": 140, "offset": 145, "std": 3.61553 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608768000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760107733337, "expiration_time": 1764818928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02041, "nb": 0.1, "nc": 0.46446 } }, "second_band": { "type": "bbl", "factors": { "length": 140, "offset": 145, "std": 3.61553 } } }
# | 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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