Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784952.781 | 621475.2564 | 163477.5247 | 355628.7878 | -113388.2182 | 469017.006 |
Total P&L (%) | 784.9528 | 621.4753 | 163.4775 | 355.6288 | -113.3882 | 469.017 |
Avg Daily Profit (%) | 0.4305 | 0.3408 | 0.0897 | 0.0832 | 0 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91112 | -87260 | -89570 | -1860418 | -1174463 | -1276556 |
Profit Factor | 2.6947 | 3.7139 | 1.6981 | 1.0766 | 0.944 | 1.1792 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 50 | 62.069 | 55.9322 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 2.1231 | 3.7139 | 1.0377 | 0.8483 | 0.944 | 0.7206 |
Largest Winning Trade | 648589 | 648589 | 69756 | 695716 | 648589 | 695716 |
Largest Losing Trade | -54647 | -33632 | -54647 | -1040084 | -378395 | -1040084 |
Avg Bars in Trades | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 3430 | 1642 | 1788 | 3430 | 1642 | 1788 |
Profit Streak | 59.1125 | 59.1125 | 89.1125 | 59.1125 | 59.1125 | 89.1125 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162604 | 597819 | -69098 | -397527 | -580265 | -88611 |
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{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3647, "evaluation_days": 1823.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1609502400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760280120625, "expiration_time": 1764996912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "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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