Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576508.7739 | 1540741.1516 | 35767.6223 | 32857.1026 | -96547.2513 | 129404.3539 |
Total P&L (%) | 1576.5088 | 1540.7412 | 35.7676 | 32.8571 | -96.5473 | 129.4044 |
Avg Daily Profit (%) | 0.6831 | 0.6676 | 0.0155 | 0.0123 | -0.1458 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208459 | -156686 | -191399 | -536397 | -456190 | -264270 |
Profit Factor | 2.3249 | 3.2755 | 1.0697 | 1.0193 | 0.9023 | 1.1823 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 45.2736 | 44.5545 | 46 | 45.2736 | 44.5545 | 46 |
Ratio Avg Win / Avg Loss | 2.8103 | 4.0762 | 1.2558 | 1.2322 | 1.1229 | 1.3879 |
Largest Winning Trade | 1415683 | 1415683 | 50027 | 267556 | 267556 | 133081 |
Largest Losing Trade | -45237 | -45237 | -42674 | -131785 | -90877 | -131785 |
Avg Bars in Trades | 45 | 55 | 34 | 45 | 55 | 34 |
Avg Bars in Winners | 59 | 72 | 46 | 59 | 72 | 46 |
Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
Bars Traded | 9079 | 5636 | 3443 | 9079 | 5636 | 3443 |
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 | 569106 | 572173 | -320393 | -379278 | -581514 | -166663 |
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{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883518668, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "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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