Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653576.0011 | 313500.3579 | 340075.6431 | 4874258.3906 | -855118.4371 | 5729376.8277 |
Total P&L (%) | 653.576 | 313.5004 | 340.0756 | 4874.2584 | -855.1184 | 5729.3768 |
Avg Daily Profit (%) | 0.3618 | 0.1736 | 0.1883 | 0.2165 | 0 | 0.2253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65751 | -63281 | -66527 | -3795048 | -3265008 | -4753615 |
Profit Factor | 2.5771 | 2.4753 | 2.6843 | 1.232 | 0.9153 | 1.5249 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 61.5385 | 56.4103 | 66.6667 | 61.5385 | 56.4103 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6107 | 1.9128 | 1.3421 | 0.77 | 0.7073 | 0.7625 |
Largest Winning Trade | 146205 | 146205 | 39061 | 1838028 | 1838028 | 1611765 |
Largest Losing Trade | -62243 | -32192 | -62243 | -3152110 | -1748914 | -3152110 |
Avg Bars in Trades | 64 | 38 | 90 | 64 | 38 | 90 |
Avg Bars in Winners | 73 | 32 | 108 | 73 | 32 | 108 |
Avg Bars in Losers | 49 | 47 | 53 | 49 | 47 | 53 |
Bars Traded | 5042 | 1519 | 3522 | 5042 | 1519 | 3522 |
Profit Streak | 48.4123 | 0 | 67.0789 | 48.4123 | 0 | 67.0789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22107 | 466709 | 513726 | -30262 | -579926 | 388282 |
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{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5419, "evaluation_days": 1806.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607155200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758851621196, "expiration_time": 1763498016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "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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