Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278340.226 | 84159.522 | 194180.7041 | 18945.6535 | -114670.1298 | 133615.7833 |
Total P&L (%) | 278.3402 | 84.1595 | 194.1807 | 18.9457 | -114.6701 | 133.6158 |
Avg Daily Profit (%) | 0.168 | 0.0508 | 0.1172 | 0.0105 | 0 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113759 | -101934 | -81834 | -386381 | -320755 | -136007 |
Profit Factor | 1.3731 | 1.2034 | 1.5844 | 1.0145 | 0.848 | 1.2419 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 52.2124 | 43.8596 | 60.7143 | 52.2124 | 43.8596 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.2568 | 1.5404 | 1.0252 | 0.9285 | 1.0855 | 0.8036 |
Largest Winning Trade | 80241 | 80241 | 57361 | 74117 | 71751 | 74117 |
Largest Losing Trade | -55786 | -41234 | -55786 | -191493 | -191493 | -78525 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 50 | 58 | 44 | 50 | 58 | 44 |
Avg Bars in Losers | 34 | 40 | 25 | 34 | 40 | 25 |
Bars Traded | 4821 | 2752 | 2069 | 4821 | 2752 | 2069 |
Profit Streak | 0 | 0 | 32.5024 | 0 | 0 | 32.5024 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304755 | -306911 | -211917 | -392095 | -761554 | -303650 |
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{ "first_band": { "type": "tema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4970, "evaluation_days": 1656.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618905600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888208846, "expiration_time": 1763167680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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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