Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57708.8556 | 380130.6043 | -322421.7487 | -100001.5014 | -32017.647 | -67983.8544 |
Total P&L (%) | 57.7089 | 380.1306 | -322.4217 | -100.0015 | -32.0176 | -67.9839 |
Avg Daily Profit (%) | 0.025 | 0.1647 | -0.1397 | 0 | -0.0167 | -0.0493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238930 | -200266 | -346652 | -74613 | -39377 | -51008 |
Profit Factor | 1.046 | 1.6034 | 0.4833 | 0.3281 | 0.5002 | 0.1979 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 22 | 22 | 46 | 28 | 18 |
Losing Trades | 55 | 27 | 28 | 53 | 21 | 32 |
Profitability (%) | 44.4444 | 44.898 | 44 | 46.4646 | 57.1429 | 36 |
Ratio Avg Win / Avg Loss | 1.3075 | 1.9678 | 0.6151 | 0.378 | 0.3752 | 0.3519 |
Largest Winning Trade | 258152 | 258152 | 41290 | 10255 | 10255 | 10191 |
Largest Losing Trade | -100170 | -64406 | -100170 | -30369 | -28997 | -30369 |
Avg Bars in Trades | 42 | 61 | 23 | 42 | 61 | 23 |
Avg Bars in Winners | 46 | 62 | 31 | 47 | 63 | 24 |
Avg Bars in Losers | 38 | 61 | 17 | 37 | 59 | 22 |
Bars Traded | 4188 | 3016 | 1172 | 4188 | 3016 | 1172 |
Profit Streak | 125.4345 | 125.4345 | 127.9345 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -330737 | 325177 | -761929 | -581889 | -579755 | -766000 |
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{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882345045, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "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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