Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436633.0573 | 401443.353 | 35189.7044 | 105224.8212 | 116048.9835 | -10824.1623 |
Total P&L (%) | 436.6331 | 401.4434 | 35.1897 | 105.2248 | 116.049 | -10.8242 |
Avg Daily Profit (%) | 0.2343 | 0.2154 | 0.0189 | 0.0386 | 0.0413 | -0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171727 | -103564 | -134359 | -196792 | -119601 | -142133 |
Profit Factor | 1.5728 | 2.0428 | 1.0932 | 1.1088 | 1.2383 | 0.9775 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 53.202 | 52.4752 | 53.9216 | 53.202 | 52.4752 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.3834 | 1.8501 | 0.9342 | 0.9754 | 1.1215 | 0.8353 |
Largest Winning Trade | 331893 | 331893 | 59798 | 172343 | 172343 | 54848 |
Largest Losing Trade | -54125 | -54125 | -28108 | -62824 | -59533 | -62824 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 3634 | 1523 | 2111 | 3634 | 1523 | 2111 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411141 | 430180 | -289396 | -242094 | -137656 | -580274 |
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{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 6 } } }
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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": 1600214400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893844437, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 6 } } }
# | 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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