Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498905.092 | 242551.9203 | 256353.1717 | 1388044.2114 | 38148.8533 | 1349895.3581 |
Total P&L (%) | 498.9051 | 242.5519 | 256.3532 | 1388.0442 | 38.1489 | 1349.8954 |
Avg Daily Profit (%) | 0.2765 | 0.1344 | 0.1421 | 0.1497 | 0.0179 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91339 | -105132 | -76727 | -1498831 | -983753 | -659142 |
Profit Factor | 1.295 | 1.2753 | 1.3165 | 1.1138 | 1.0062 | 1.2251 |
Total Trades | 767 | 384 | 383 | 767 | 384 | 383 |
Winning Trades | 339 | 166 | 173 | 339 | 166 | 173 |
Losing Trades | 428 | 218 | 210 | 428 | 218 | 210 |
Profitability (%) | 44.1982 | 43.2292 | 45.1697 | 44.1982 | 43.2292 | 45.1697 |
Ratio Avg Win / Avg Loss | 1.635 | 1.6748 | 1.5981 | 1.4062 | 1.3213 | 1.4871 |
Largest Winning Trade | 72855 | 72855 | 40393 | 680915 | 426396 | 680915 |
Largest Losing Trade | -18102 | -18102 | -17574 | -335837 | -335837 | -268744 |
Avg Bars in Trades | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Winners | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 21476 | 9457 | 12019 | 21476 | 9457 | 12019 |
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 | 412819 | -13445 | -2525 | -86037 | -385974 | 163327 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603080000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758806966248, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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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