Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769411.4116 | 528101.4403 | 241309.9712 | 2441871.0458 | -1555837.7834 | 3997708.8292 |
Total P&L (%) | 769.4114 | 528.1014 | 241.31 | 2441.871 | -1555.8378 | 3997.7088 |
Avg Daily Profit (%) | 0.4261 | 0.2925 | 0.1337 | 0.1794 | 0 | 0.2059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105553 | -86255 | -49128 | -6936293 | -5884485 | -2479728 |
Profit Factor | 3.2077 | 3.5697 | 2.6874 | 1.1544 | 0.8431 | 1.6781 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 37.6812 | 31.4286 | 44.1176 | 37.6812 | 31.4286 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.305 | 7.7885 | 3.404 | 1.9092 | 1.8396 | 2.1256 |
Largest Winning Trade | 493480 | 493480 | 70248 | 2401075 | 2401075 | 1991059 |
Largest Losing Trade | -19492 | -19492 | -17225 | -1482033 | -1482033 | -888470 |
Avg Bars in Trades | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Winners | 101 | 77 | 119 | 101 | 77 | 119 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 3522 | 1268 | 2254 | 3522 | 1268 | 2254 |
Profit Streak | 0 | 0 | 46.3744 | 0 | 0 | 46.3744 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94966 | 300330 | -11222 | -152775 | -585232 | 342717 |
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833952326, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 9, "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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