Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292690.3189 | 204138.0411 | 88552.2778 | 33836.3984 | -577.6298 | 34414.0282 |
Total P&L (%) | 292.6903 | 204.138 | 88.5523 | 33.8364 | -0.5776 | 34.414 |
Avg Daily Profit (%) | 0.1515 | 0.1056 | 0.0458 | 0.0151 | -0.0003 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228113 | -192787 | -82387 | -437871 | -424907 | -173975 |
Profit Factor | 1.3557 | 1.4679 | 1.2291 | 1.0282 | 0.9991 | 1.0608 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 55.4839 | 58.4416 | 52.5641 | 55.4839 | 58.4416 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.0877 | 1.0438 | 1.1092 | 0.8249 | 0.7105 | 0.9573 |
Largest Winning Trade | 114267 | 114267 | 51074 | 107795 | 76545 | 107795 |
Largest Losing Trade | -57573 | -57573 | -37730 | -153459 | -153459 | -77944 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 47 | 78 | 20 | 47 | 78 | 20 |
Bars Traded | 7454 | 4784 | 2670 | 7454 | 4784 | 2670 |
Profit Streak | 20.4404 | 0 | 154.9404 | 20.4404 | 0 | 154.9404 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349473 | -91418 | -164764 | -364603 | -621364 | -363113 |
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{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } } }
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{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7729, "evaluation_days": 1932.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1595116800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1760006048099, "expiration_time": 1764997992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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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