Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2908814.5055 | 2786608.3829 | 122206.1225 | 1933861.5973 | 635950.9554 | 1297910.6419 |
Total P&L (%) | 2908.8145 | 2786.6084 | 122.2061 | 1933.8616 | 635.951 | 1297.9106 |
Avg Daily Profit (%) | 1.2527 | 1.2001 | 0.0526 | 0.1298 | 0.086 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151531 | -129575 | -75892 | -5978276 | -4710320 | -2251307 |
Profit Factor | 4.3134 | 6.3389 | 1.3433 | 1.0959 | 1.0507 | 1.1698 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 29.1971 | 21.7391 | 36.7647 | 29.1971 | 21.7391 | 36.7647 |
Ratio Avg Win / Avg Loss | 10.46 | 22.8202 | 2.3105 | 2.6575 | 3.7827 | 2.0121 |
Largest Winning Trade | 2465674 | 2465674 | 82036 | 3302871 | 3302871 | 1773501 |
Largest Losing Trade | -29628 | -29628 | -25424 | -1110654 | -1110654 | -955539 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 74 | 80 | 70 | 74 | 80 | 70 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 4476 | 1989 | 2487 | 4476 | 1989 | 2487 |
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 | 356277 | -123825 | -235778 | -144217 | -387187 | -188054 |
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{ "first_band": { "type": "pwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 2, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4644, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562976000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759937272040, "expiration_time": 1765943424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 2, "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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