Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557865.9189 | 926879.8283 | -369013.9094 | 9146977.8881 | 10537696.3615 | -1390718.4734 |
Total P&L (%) | 557.8659 | 926.8798 | -369.0139 | 9146.9779 | 10537.6964 | -1390.7185 |
Avg Daily Profit (%) | 0.273 | 0.4536 | -0.1806 | 0.2218 | 0.2287 | 0 |
Buy And Hold Return (%) | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 |
Max Trade Drawdown | -457090 | -83862 | -514531 | -6498122 | -3001610 | -4784695 |
Profit Factor | 1.5038 | 3.7202 | 0.5186 | 1.4122 | 1.977 | 0.8781 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 22 | 20 | 44 | 23 | 21 |
Losing Trades | 37 | 18 | 19 | 35 | 17 | 18 |
Profitability (%) | 53.1646 | 55 | 51.2821 | 55.6962 | 57.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.3248 | 3.0438 | 0.4927 | 1.1233 | 1.4613 | 0.7526 |
Largest Winning Trade | 259646 | 259646 | 81476 | 5385668 | 5385668 | 1837074 |
Largest Losing Trade | -276591 | -60072 | -276591 | -3001610 | -3001610 | -2327843 |
Avg Bars in Trades | 94 | 75 | 114 | 94 | 75 | 114 |
Avg Bars in Winners | 117 | 78 | 159 | 111 | 76 | 149 |
Avg Bars in Losers | 69 | 71 | 67 | 74 | 74 | 74 |
Bars Traded | 7498 | 3016 | 4482 | 7498 | 3016 | 4482 |
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 | -186653 | -148039 | -580591 | -24619 | 333542 | -580258 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 94, "offset": 0 } } }
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{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564509600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759142174298, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 94, "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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