Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025015.6981 | 910648.2426 | 114367.4555 | 1283697.2767 | -170870.2726 | 1454567.5493 |
Total P&L (%) | 1025.0157 | 910.6482 | 114.3675 | 1283.6973 | -170.8703 | 1454.5675 |
Avg Daily Profit (%) | 0.4425 | 0.3931 | 0.0494 | 0.1135 | 0 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139281 | -137177 | -180376 | -1838367 | -2205290 | -640547 |
Profit Factor | 1.6947 | 2.1455 | 1.168 | 1.13 | 0.9721 | 1.3877 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 270 | 137 | 133 | 270 | 137 | 133 |
Profitability (%) | 32.5 | 31.5 | 33.5 | 32.5 | 31.5 | 33.5 |
Ratio Avg Win / Avg Loss | 3.5197 | 4.6656 | 2.3186 | 2.3469 | 2.1139 | 2.7546 |
Largest Winning Trade | 419937 | 419937 | 56826 | 1558528 | 1558528 | 528814 |
Largest Losing Trade | -48363 | -48363 | -17593 | -916259 | -916259 | -336768 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 6763 | 3727 | 3036 | 6763 | 3727 | 3036 |
Profit Streak | 13.5234 | 0 | 15.5234 | 13.5234 | 0 | 15.5234 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341521 | 264398 | -166612 | -121307 | -584425 | -37692 |
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{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6949, "evaluation_days": 2316.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563120000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466023317, "expiration_time": 1765453536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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