Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563311.328 | 1518849.6367 | 44461.6914 | 1096833.1203 | 2098002.7564 | -1001169.6361 |
Total P&L (%) | 1563.3113 | 1518.8496 | 44.4617 | 1096.8331 | 2098.0028 | -1001.1696 |
Avg Daily Profit (%) | 0.7213 | 0.7007 | 0.0205 | 0.1146 | 0.1427 | 0 |
Buy And Hold Return (%) | 287.6022 | 287.6022 | 287.6022 | 287.6022 | 287.6022 | 287.6022 |
Max Trade Drawdown | -213655 | -167693 | -54445 | -11635020 | -9616892 | -2240584 |
Profit Factor | 3.1612 | 3.8203 | 1.2406 | 1.0511 | 1.1301 | 0.8124 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 30.8824 | 25 | 36.7647 | 30.8824 | 25 | 36.7647 |
Ratio Avg Win / Avg Loss | 7.0751 | 11.4608 | 2.1338 | 2.3525 | 3.3902 | 1.3973 |
Largest Winning Trade | 1002630 | 1002630 | 38090 | 10316504 | 10316504 | 881070 |
Largest Losing Trade | -33187 | -33187 | -14853 | -2816895 | -2816895 | -570951 |
Avg Bars in Trades | 62 | 118 | 6 | 62 | 118 | 6 |
Avg Bars in Winners | 145 | 341 | 12 | 145 | 341 | 12 |
Avg Bars in Losers | 25 | 44 | 3 | 25 | 44 | 3 |
Bars Traded | 8535 | 8074 | 461 | 8535 | 8074 | 461 |
Profit Streak | 5.4786 | 0 | 28.4786 | 5.4786 | 0 | 28.4786 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400451 | -121171 | -444188 | -211569 | -217765 | -692898 |
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{ "first_band": { "type": "dcl", "factors": { "length": 101, "offset": 8 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8670, "evaluation_days": 2167.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574294400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759231752152, "expiration_time": 1764830160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 101, "offset": 8 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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