Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573546.9596 | 424531.4046 | 149015.555 | 492621.1969 | 60377.9689 | 432243.228 |
Total P&L (%) | 573.547 | 424.5314 | 149.0156 | 492.6212 | 60.378 | 432.2432 |
Avg Daily Profit (%) | 0.3031 | 0.2243 | 0.0787 | 0.0941 | 0.025 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119736 | -103567 | -105857 | -376542 | -406989 | -194027 |
Profit Factor | 1.9885 | 2.2865 | 1.5955 | 1.312 | 1.0568 | 1.8387 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 48.3871 | 41.3043 | 55.3191 | 48.3871 | 41.3043 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.1211 | 3.2493 | 1.2887 | 1.3995 | 1.5017 | 1.4851 |
Largest Winning Trade | 214116 | 214116 | 55194 | 209866 | 209866 | 149256 |
Largest Losing Trade | -65469 | -63869 | -65469 | -319361 | -319361 | -164596 |
Avg Bars in Trades | 36 | 53 | 19 | 36 | 53 | 19 |
Avg Bars in Winners | 48 | 78 | 25 | 48 | 78 | 25 |
Avg Bars in Losers | 25 | 35 | 12 | 25 | 35 | 12 |
Bars Traded | 3394 | 2468 | 926 | 3394 | 2468 | 926 |
Profit Streak | 59.4716 | 59.4716 | 372.9716 | 59.4716 | 59.4716 | 372.9716 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493631 | 339639 | -83500 | -66210 | -319868 | -70154 |
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3785, "evaluation_days": 1892.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928742907, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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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