Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76997.6776 | 59650.9212 | 17346.7564 | 63705.0605 | 46118.5016 | 17586.5589 |
Total P&L (%) | 76.9977 | 59.6509 | 17.3468 | 63.7051 | 46.1185 | 17.5866 |
Avg Daily Profit (%) | 0.3069 | 0.2377 | 0.0691 | 0.1966 | 0.1513 | 0.0646 |
Buy And Hold Return (%) | 19.8744 | 19.8744 | 19.8744 | 19.8744 | 19.8744 | 19.8744 |
Max Trade Drawdown | -51857 | -22889 | -45132 | -48889 | -32371 | -40318 |
Profit Factor | 1.3914 | 1.7494 | 1.1481 | 1.3186 | 1.5367 | 1.1543 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 72.3404 | 76.5957 | 68.0851 | 72.3404 | 76.5957 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.532 | 0.5345 | 0.5382 | 0.5042 | 0.4695 | 0.5411 |
Largest Winning Trade | 16656 | 16656 | 9722 | 13507 | 13507 | 9258 |
Largest Losing Trade | -42025 | -15457 | -42025 | -37470 | -18379 | -37470 |
Avg Bars in Trades | 243 | 240 | 246 | 243 | 240 | 246 |
Avg Bars in Winners | 135 | 141 | 129 | 135 | 141 | 129 |
Avg Bars in Losers | 524 | 563 | 496 | 524 | 563 | 496 |
Bars Traded | 22886 | 11302 | 11584 | 22886 | 11302 | 11584 |
Profit Streak | 21.5952 | 32.4807 | 21.5952 | 21.5952 | 32.4807 | 21.5952 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314286 | 324380 | -323636 | 242954 | 214332 | -322915 |
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{ "first_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 234, "offset": 0 } } }
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{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736436600000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759053728204, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 234, "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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