Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204477.3092 | 47454.1508 | 157023.1585 | 8821.8408 | 52195.0563 | -43373.2155 |
Total P&L (%) | 204.4773 | 47.4542 | 157.0232 | 8.8218 | 52.1951 | -43.3732 |
Avg Daily Profit (%) | 0.1584 | 0.0368 | 0.1216 | 0.0065 | 0.0325 | -0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123677 | -112802 | -64695 | -372472 | -286658 | -236164 |
Profit Factor | 1.2094 | 1.0901 | 1.3489 | 1.0042 | 1.049 | 0.9576 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 48.2213 | 47.619 | 48.8189 | 48.2213 | 47.619 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.2986 | 1.1991 | 1.4141 | 1.0783 | 1.1539 | 1.0039 |
Largest Winning Trade | 67919 | 67919 | 56520 | 186657 | 186657 | 59871 |
Largest Losing Trade | -40113 | -33350 | -40113 | -110142 | -92091 | -110142 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 5098 | 2705 | 2393 | 5098 | 2705 | 2393 |
Profit Streak | 6.1123 | 0 | 15.1123 | 6.1123 | 0 | 15.1123 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302425 | -267614 | -29192 | -564126 | -318090 | -578021 |
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{ "first_band": { "type": "tema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 15, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5165, "evaluation_days": 1291.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648728000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070505674, "expiration_time": 1762407720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 15, "offset": 0, "poles": 3 } } }
# | 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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