Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1924644.1606 | 1804917.6526 | 119726.5081 | 1613663.0708 | 817095.4666 | 796567.6042 |
Total P&L (%) | 1924.6442 | 1804.9177 | 119.7265 | 1613.6631 | 817.0955 | 796.5676 |
Avg Daily Profit (%) | 0.8283 | 0.7768 | 0.0515 | 0.1224 | 0.0954 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123857 | -97527 | -158007 | -1464273 | -1477958 | -1008888 |
Profit Factor | 3.8897 | 5.8329 | 1.4092 | 1.2309 | 1.1804 | 1.3242 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 39.759 | 30.9524 | 48.7805 | 39.759 | 30.9524 | 48.7805 |
Ratio Avg Win / Avg Loss | 5.8935 | 13.0119 | 1.4797 | 1.8651 | 2.6331 | 1.3904 |
Largest Winning Trade | 1443603 | 1443603 | 80763 | 1406125 | 1406125 | 1059609 |
Largest Losing Trade | -70224 | -39055 | -70224 | -538805 | -538805 | -325723 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 95 | 105 | 88 | 95 | 105 | 88 |
Avg Bars in Losers | 26 | 19 | 35 | 26 | 19 | 35 |
Bars Traded | 4445 | 1922 | 2523 | 4445 | 1922 | 2523 |
Profit Streak | 0 | 0 | 25.866 | 0 | 0 | 25.866 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536802 | 504338 | -123245 | -33734 | -93538 | -66127 |
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4647, "evaluation_days": 2323.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760086020506, "expiration_time": 1766076912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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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