Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118097.0716 | 39568.2225 | 78528.8491 | 124787.7281 | 17798.803 | 106988.925 |
Total P&L (%) | 118.0971 | 39.5682 | 78.5288 | 124.7877 | 17.7988 | 106.9889 |
Avg Daily Profit (%) | 0.2267 | 0.076 | 0.1508 | 0.1556 | 0.0315 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79045 | -48967 | -46733 | -69814 | -56427 | -40655 |
Profit Factor | 1.4941 | 1.2786 | 1.81 | 1.4964 | 1.1095 | 2.2045 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 72.9412 | 72.093 | 73.8095 | 72.9412 | 72.093 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.5543 | 0.4949 | 0.6423 | 0.5551 | 0.4295 | 0.7822 |
Largest Winning Trade | 20539 | 20539 | 10653 | 16844 | 15821 | 16844 |
Largest Losing Trade | -27073 | -27073 | -23567 | -31920 | -31920 | -19786 |
Avg Bars in Trades | 288 | 308 | 268 | 288 | 308 | 268 |
Avg Bars in Winners | 165 | 165 | 166 | 165 | 165 | 166 |
Avg Bars in Losers | 619 | 677 | 556 | 619 | 677 | 556 |
Bars Traded | 24539 | 13248 | 11290 | 24539 | 13248 | 11290 |
Profit Streak | 27.0562 | 27.0562 | 48.2645 | 27.0562 | 27.0562 | 48.2645 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427151 | -92125 | 426036 | 405770 | -257616 | -1040 |
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714680000000, "first_datapoint_time": 1715038200000, "last_datapoint_time": 1759678200000, "evaluation_time": 1759679454959, "expiration_time": 1766158200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 189, "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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