Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887475.7295 | 806772.7424 | 80702.987 | 21844536.725 | 18584366.1312 | 3260170.5938 |
Total P&L (%) | 887.4757 | 806.7727 | 80.703 | 21844.5367 | 18584.3661 | 3260.1706 |
Avg Daily Profit (%) | 0.3547 | 0.3224 | 0.0323 | 0.2157 | 0.2092 | 0.1406 |
Buy And Hold Return (%) | 2437.947 | 2437.947 | 2437.947 | 2437.947 | 2437.947 | 2437.947 |
Max Trade Drawdown | -69460 | -36410 | -93359 | -8657107 | -2402041 | -6255066 |
Profit Factor | 3.0783 | 6.8671 | 1.2788 | 2.6626 | 5.1337 | 1.3772 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Profitability (%) | 50 | 56.25 | 43.75 | 50 | 56.25 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0783 | 5.3411 | 1.6441 | 2.6626 | 3.9929 | 1.7707 |
Largest Winning Trade | 353534 | 353534 | 39307 | 6895432 | 6895432 | 4643161 |
Largest Losing Trade | -39711 | -21644 | -39711 | -6255066 | -2402041 | -6255066 |
Avg Bars in Trades | 113 | 126 | 100 | 113 | 126 | 100 |
Avg Bars in Winners | 170 | 180 | 157 | 170 | 180 | 157 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 14524 | 8119 | 6405 | 14524 | 8119 | 6405 |
Profit Streak | 92.3028 | 111.3028 | 0 | 92.3028 | 111.3028 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149638 | -285973 | -456406 | 509360 | -121797 | -206062 |
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{ "first_band": { "type": "sma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } } }
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{ "trading_pair": "ETH_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15014, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543881600000, "first_datapoint_time": 1546891200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760152558431, "expiration_time": 1766626848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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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