Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188610.1115 | 48692.3744 | 139917.7372 | 339298.1985 | 107054.0772 | 232244.1214 |
Total P&L (%) | 188.6101 | 48.6924 | 139.9177 | 339.2982 | 107.0541 | 232.2441 |
Avg Daily Profit (%) | 0.3621 | 0.0935 | 0.2686 | 0.2846 | 0.1398 | 0.2308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37373 | -42163 | -27724 | -55271 | -69753 | -55271 |
Profit Factor | 1.8215 | 1.3201 | 2.8062 | 1.8548 | 1.4404 | 2.5097 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 71.7172 | 67.3469 | 76 | 71.7172 | 67.3469 | 76 |
Ratio Avg Win / Avg Loss | 0.7183 | 0.64 | 0.8862 | 0.7315 | 0.6984 | 0.7925 |
Largest Winning Trade | 17313 | 15057 | 17313 | 49476 | 28283 | 49476 |
Largest Losing Trade | -33286 | -33286 | -27724 | -55271 | -50130 | -55271 |
Avg Bars in Trades | 246 | 277 | 216 | 246 | 277 | 216 |
Avg Bars in Winners | 132 | 147 | 119 | 132 | 147 | 119 |
Avg Bars in Losers | 536 | 545 | 524 | 536 | 545 | 524 |
Bars Traded | 24419 | 13580 | 10839 | 24419 | 13580 | 10839 |
Profit Streak | 10.4966 | 57.0591 | 10.4966 | 10.4966 | 57.0591 | 10.4966 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508626 | -67692 | -164932 | 487076 | -3709 | -165828 |
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 226, "offset": 216 } } }
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{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714521600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887704604, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 226, "offset": 216 } } }
# | 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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