Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571571.6514 | 288097.835 | 283473.8164 | 2325607.83 | -739941.1807 | 3065549.0108 |
Total P&L (%) | 571.5717 | 288.0978 | 283.4738 | 2325.6078 | -739.9412 | 3065.549 |
Avg Daily Profit (%) | 0.3154 | 0.159 | 0.1564 | 0.1761 | 0 | 0.1908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96618 | -85213 | -43943 | -4432164 | -3960815 | -1377236 |
Profit Factor | 1.5914 | 1.5233 | 1.6815 | 1.0954 | 0.9461 | 1.2877 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 205 | 109 | 96 | 205 | 109 | 96 |
Profitability (%) | 34.7134 | 30.5732 | 38.8535 | 34.7134 | 30.5732 | 38.8535 |
Ratio Avg Win / Avg Loss | 2.9929 | 3.4591 | 2.6462 | 2.0602 | 2.1484 | 2.0266 |
Largest Winning Trade | 110267 | 110267 | 55027 | 2001687 | 2001687 | 978718 |
Largest Losing Trade | -19344 | -19344 | -14346 | -603247 | -603247 | -553638 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3602 | 1612 | 1991 | 3602 | 1612 | 1991 |
Profit Streak | 11.6674 | 0 | 14.1674 | 11.6674 | 0 | 14.1674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309714 | 101509 | 260595 | -110026 | -585010 | 211825 |
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{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759334462128, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "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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