Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346998.6445 | 208130.3276 | 138868.317 | 71852.7688 | -108900.0401 | 180752.8089 |
Total P&L (%) | 346.9986 | 208.1303 | 138.8683 | 71.8528 | -108.9 | 180.7528 |
Avg Daily Profit (%) | 0.1907 | 0.1144 | 0.0763 | 0.0298 | 0 | 0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116606 | -101054 | -80158 | -803086 | -524133 | -570809 |
Profit Factor | 1.3629 | 1.4306 | 1.2936 | 1.0223 | 0.9331 | 1.1136 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 44.9495 | 37.3737 | 52.5253 | 44.9495 | 37.3737 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.6691 | 2.3972 | 1.1692 | 1.2521 | 1.5635 | 1.0065 |
Largest Winning Trade | 103847 | 103847 | 71645 | 394151 | 157463 | 394151 |
Largest Losing Trade | -55402 | -22654 | -55402 | -276661 | -111475 | -276661 |
Avg Bars in Trades | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Winners | 26 | 17 | 32 | 26 | 17 | 32 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3606 | 1300 | 2306 | 3606 | 1300 | 2306 |
Profit Streak | 0 | 18.3672 | 0 | 0 | 18.3672 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304960 | -42654 | -90683 | -349739 | -582360 | -212411 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603670400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759956522803, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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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