Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3169872.7324 | 3057257.9053 | 112614.8271 | 111824024.2383 | 102929496.4453 | 8894527.793 |
Total P&L (%) | 3169.8727 | 3057.2579 | 112.6148 | 111824.0242 | 102929.4964 | 8894.5278 |
Avg Daily Profit (%) | 1.5512 | 1.4961 | 0.0551 | 0.3441 | 0.3401 | 0.2204 |
Buy And Hold Return (%) | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 |
Max Trade Drawdown | -87957 | -78350 | -82342 | -51661035 | -19424719 | -32236316 |
Profit Factor | 10.2229 | 22.3123 | 1.5624 | 2.4578 | 4.4385 | 1.1902 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 37.931 | 31.0345 | 44.8276 | 37.931 | 31.0345 | 44.8276 |
Ratio Avg Win / Avg Loss | 16.7283 | 49.5829 | 1.9229 | 4.0218 | 9.8633 | 1.4648 |
Largest Winning Trade | 2165293 | 2165293 | 75692 | 72878636 | 72878636 | 29956709 |
Largest Losing Trade | -57915 | -18372 | -57915 | -28868967 | -18897048 | -28868967 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 154 | 191 | 128 | 154 | 191 | 128 |
Avg Bars in Losers | 8 | 5 | 12 | 8 | 5 | 12 |
Bars Traded | 3695 | 1825 | 1870 | 3695 | 1825 | 1870 |
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 | -327902 | -150909 | -284373 | -170517 | 330752 | -9385 |
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{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567468800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759638258192, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 16, "offset": 153 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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