Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257549.1247 | 116070.0944 | 141479.0302 | -56218.9377 | 34550.0978 | -90769.0355 |
Total P&L (%) | 257.5491 | 116.0701 | 141.479 | -56.2189 | 34.5501 | -90.769 |
Avg Daily Profit (%) | 0.1555 | 0.0701 | 0.0854 | -0.0499 | 0.0179 | -0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98677 | -109394 | -121619 | -163103 | -62507 | -167082 |
Profit Factor | 1.2991 | 1.267 | 1.3317 | 0.8958 | 1.1596 | 0.7189 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 53.0303 | 48.4848 | 57.5758 | 53.0303 | 48.4848 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.1506 | 1.3462 | 0.9813 | 0.7934 | 1.2321 | 0.5297 |
Largest Winning Trade | 59562 | 59562 | 47797 | 64347 | 64347 | 51151 |
Largest Losing Trade | -86589 | -41082 | -86589 | -155213 | -62507 | -155213 |
Avg Bars in Trades | 36 | 47 | 25 | 36 | 47 | 25 |
Avg Bars in Winners | 38 | 52 | 27 | 38 | 52 | 27 |
Avg Bars in Losers | 34 | 43 | 22 | 34 | 43 | 22 |
Bars Traded | 4836 | 3152 | 1684 | 4836 | 3152 | 1684 |
Profit Streak | 22.7163 | 24.7163 | 0 | 22.7163 | 24.7163 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309927 | -223695 | -203203 | -579488 | -340833 | -703698 |
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4968, "evaluation_days": 1656, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618099200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758849086308, "expiration_time": 1763108352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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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