Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814124.8884 | 737657.6595 | 76467.2288 | 343028.7707 | 531460.7066 | -188431.9359 |
Total P&L (%) | 814.1249 | 737.6577 | 76.4672 | 343.0288 | 531.4607 | -188.4319 |
Avg Daily Profit (%) | 0.4369 | 0.3958 | 0.041 | 0.0799 | 0.0989 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130206 | -102756 | -72188 | -1500528 | -1080550 | -971221 |
Profit Factor | 1.8357 | 2.3789 | 1.1741 | 1.0344 | 1.1008 | 0.9599 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 49.4624 | 43.8849 | 55 | 49.4624 | 43.8849 | 55 |
Ratio Avg Win / Avg Loss | 1.8756 | 3.0419 | 0.9606 | 1.0569 | 1.4075 | 0.7854 |
Largest Winning Trade | 679962 | 679962 | 37979 | 932963 | 932963 | 248913 |
Largest Losing Trade | -37934 | -23028 | -37934 | -653062 | -278311 | -653062 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3535 | 1809 | 1726 | 3535 | 1809 | 1726 |
Profit Streak | 0 | 27.894 | 0 | 0 | 27.894 | 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 | 542645 | 466830 | -168056 | -267419 | -171422 | -580035 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 34 } }, "second_band": { "type": "jma", "factors": { "length": 139, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878845315, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 34 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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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