Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215118.0998 | 188965.0408 | 26153.059 | -38334.3013 | 142721.7961 | -181056.0974 |
Total P&L (%) | 215.1181 | 188.965 | 26.1531 | -38.3343 | 142.7218 | -181.0561 |
Avg Daily Profit (%) | 0.1509 | 0.1326 | 0.0183 | -0.0339 | 0.0622 | 0 |
Buy And Hold Return (%) | 41.3449 | 41.3449 | 41.3449 | 41.3449 | 41.3449 | 41.3449 |
Max Trade Drawdown | -112569 | -53055 | -100509 | -406840 | -111264 | -345069 |
Profit Factor | 1.3803 | 1.8107 | 1.0786 | 0.9592 | 1.4502 | 0.7088 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 76.8595 | 73.3333 | 80.3279 | 76.8595 | 73.3333 | 80.3279 |
Ratio Avg Win / Avg Loss | 0.4156 | 0.6584 | 0.2642 | 0.2888 | 0.5273 | 0.1736 |
Largest Winning Trade | 35341 | 35341 | 21722 | 48314 | 48314 | 38738 |
Largest Losing Trade | -78677 | -53055 | -78677 | -340431 | -111264 | -340431 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 58 | 62 | 53 | 58 | 62 | 53 |
Bars Traded | 2644 | 1519 | 1125 | 2644 | 1519 | 1125 |
Profit Streak | 23.0663 | 23.0663 | 64.0663 | 23.0663 | 23.0663 | 64.0663 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386473 | -182447 | -625898 | -574954 | -278545 | -736873 |
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{ "first_band": { "type": "fwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "offset": 0 } } }
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{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2851, "evaluation_days": 1425.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1642982400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759628124362, "expiration_time": 1763317296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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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