Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667761.8082 | 399730.2282 | 268031.58 | 2352976.0886 | -260823.3501 | 2613799.4386 |
Total P&L (%) | 667.7618 | 399.7302 | 268.0316 | 2352.9761 | -260.8234 | 2613.7994 |
Avg Daily Profit (%) | 0.3701 | 0.2215 | 0.1485 | 0.1775 | 0 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94243 | -73905 | -53698 | -1394251 | -1568207 | -869323 |
Profit Factor | 2.1719 | 2.1707 | 2.1737 | 1.2645 | 0.9508 | 1.7278 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 39.4737 | 28.0702 | 50.8772 | 39.4737 | 28.0702 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.3302 | 5.5624 | 2.0987 | 1.9389 | 2.4365 | 1.6682 |
Largest Winning Trade | 300810 | 300810 | 70921 | 1286711 | 1286711 | 856249 |
Largest Losing Trade | -40766 | -22528 | -40766 | -623709 | -408782 | -623709 |
Avg Bars in Trades | 188 | 157 | 219 | 188 | 157 | 219 |
Avg Bars in Winners | 310 | 310 | 310 | 310 | 310 | 310 |
Avg Bars in Losers | 108 | 97 | 124 | 108 | 97 | 124 |
Bars Traded | 21454 | 8963 | 12491 | 21454 | 8963 | 12491 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353965 | -184681 | -170565 | 181168 | -774616 | -168773 |
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{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603972800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758967645740, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "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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