Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298612.9529 | 191070.2903 | 107542.6626 | 42917.6562 | -2292.5504 | 45210.2066 |
Total P&L (%) | 298.613 | 191.0703 | 107.5427 | 42.9177 | -2.2926 | 45.2102 |
Avg Daily Profit (%) | 0.1569 | 0.1004 | 0.0565 | 0.0188 | -0.0012 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133247 | -103949 | -85463 | -438045 | -410563 | -171453 |
Profit Factor | 1.4376 | 1.5429 | 1.3255 | 1.0249 | 0.9976 | 1.059 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 51.4286 | 50 | 52.8302 | 51.4286 | 50 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.3577 | 1.5429 | 1.1835 | 0.9679 | 0.9976 | 0.9456 |
Largest Winning Trade | 170408 | 170408 | 70535 | 314780 | 314780 | 113946 |
Largest Losing Trade | -47370 | -24831 | -47370 | -167219 | -88645 | -167219 |
Avg Bars in Trades | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Winners | 42 | 29 | 54 | 42 | 29 | 54 |
Avg Bars in Losers | 27 | 20 | 33 | 27 | 20 | 33 |
Bars Traded | 3669 | 1299 | 2371 | 3669 | 1299 | 2371 |
Profit Streak | 20.1753 | 0 | 30.6753 | 20.1753 | 0 | 30.6753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331081 | -236067 | -296385 | -363587 | -760555 | -504858 |
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{ "first_band": { "type": "midprice", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "offset": 0 } } }
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{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597320000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758859947515, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "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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