Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628554.0705 | 480213.033 | 148341.0375 | 1363174.8136 | 751319.8836 | 611854.93 |
Total P&L (%) | 628.5541 | 480.213 | 148.341 | 1363.1748 | 751.3199 | 611.8549 |
Avg Daily Profit (%) | 0.355 | 0.2712 | 0.0838 | 0.1517 | 0.121 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147210 | -135014 | -118034 | -4139172 | -2922697 | -1917459 |
Profit Factor | 1.5296 | 1.7301 | 1.2804 | 1.0726 | 1.0718 | 1.0736 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 162 | 75 | 87 | 162 | 75 | 87 |
Losing Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Profitability (%) | 48.9426 | 45.4545 | 52.4096 | 48.9426 | 45.4545 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.5957 | 2.0761 | 1.1626 | 1.1189 | 1.2861 | 0.9749 |
Largest Winning Trade | 157105 | 157105 | 45681 | 1617853 | 1617853 | 748221 |
Largest Losing Trade | -42149 | -32000 | -42149 | -1917459 | -709679 | -1917459 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 27 | 37 | 19 | 27 | 37 | 19 |
Avg Bars in Losers | 13 | 16 | 10 | 13 | 16 | 10 |
Bars Traded | 6876 | 4317 | 2559 | 6876 | 4317 | 2559 |
Profit Streak | 0 | 25.2751 | 0 | 0 | 25.2751 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488091 | 408648 | -80224 | -131447 | -172731 | -184806 |
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1607018400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933365179, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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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