Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133374.3331 | 130192.809 | 3181.5241 | -51014.1309 | 54021.4424 | -105035.5732 |
Total P&L (%) | 133.3743 | 130.1928 | 3.1815 | -51.0141 | 54.0214 | -105.0356 |
Avg Daily Profit (%) | 0.2561 | 0.25 | 0.0061 | -0.1369 | 0.083 | 0 |
Buy And Hold Return (%) | 22.4054 | 22.4054 | 22.4054 | 22.4054 | 22.4054 | 22.4054 |
Max Trade Drawdown | -85108 | -32253 | -85108 | -97145 | -22514 | -124738 |
Profit Factor | 1.4237 | 2.4775 | 1.014 | 0.8057 | 2.1298 | 0.5107 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 76 | 72.973 | 78.9474 | 76 | 72.973 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.4496 | 0.9176 | 0.2704 | 0.2544 | 0.7888 | 0.1362 |
Largest Winning Trade | 26930 | 26930 | 18910 | 9707 | 9707 | 8642 |
Largest Losing Trade | -85108 | -22998 | -85108 | -97145 | -18025 | -97145 |
Avg Bars in Trades | 322 | 332 | 312 | 322 | 332 | 312 |
Avg Bars in Winners | 221 | 212 | 229 | 221 | 212 | 229 |
Avg Bars in Losers | 641 | 655 | 622 | 641 | 655 | 622 |
Bars Traded | 24166 | 12307 | 11859 | 24166 | 12307 | 11859 |
Profit Streak | 12.7122 | 19.8372 | 12.7122 | 12.7122 | 19.8372 | 12.7122 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50540 | 438123 | -553382 | -637894 | -82092 | -576968 |
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{ "first_band": { "type": "dema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } } }
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{ "trading_pair": "ENS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714140000000, "first_datapoint_time": 1714440600000, "last_datapoint_time": 1759138200000, "evaluation_time": 1759140331340, "expiration_time": 1765618200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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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