Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86945.1028 | 53462.2544 | 33482.8484 | 91888.5855 | 63944.8065 | 27943.779 |
Total P&L (%) | 86.9451 | 53.4623 | 33.4828 | 91.8886 | 63.9448 | 27.9438 |
Avg Daily Profit (%) | 0.6259 | 0.3849 | 0.241 | 0.4703 | 0.3565 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38128 | -31015 | -23810 | -45940 | -39258 | -40579 |
Profit Factor | 1.2677 | 1.3074 | 1.2218 | 1.2138 | 1.2809 | 1.1382 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Profitability (%) | 46.9314 | 47.8261 | 46.0432 | 46.9314 | 47.8261 | 46.0432 |
Ratio Avg Win / Avg Loss | 1.4334 | 1.4263 | 1.4318 | 1.3725 | 1.3973 | 1.3338 |
Largest Winning Trade | 18777 | 18777 | 13135 | 21986 | 21986 | 16390 |
Largest Losing Trade | -19958 | -19958 | -9787 | -26457 | -26457 | -14929 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 12874 | 6638 | 6236 | 12874 | 6638 | 6236 |
Profit Streak | 0 | 130.2605 | 0 | 0 | 130.2605 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346387 | 215297 | 45743 | 286644 | 225891 | -67894 |
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736330400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759050905072, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "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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