Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462786.9174 | 442360.5115 | 20426.4058 | 197785.8616 | 257275.3881 | -59489.5265 |
Total P&L (%) | 462.7869 | 442.3605 | 20.4264 | 197.7859 | 257.2754 | -59.4895 |
Avg Daily Profit (%) | 0.1964 | 0.1878 | 0.0087 | 0.0463 | 0.0541 | -0.0383 |
Buy And Hold Return (%) | 99.653 | 99.653 | 99.653 | 99.653 | 99.653 | 99.653 |
Max Trade Drawdown | -192655 | -84992 | -119688 | -557061 | -538911 | -404010 |
Profit Factor | 1.8804 | 2.7168 | 1.0762 | 1.0993 | 1.231 | 0.9323 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 43.5897 | 39.4737 | 41.5584 | 43.5897 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.6444 | 3.5158 | 1.6502 | 1.5458 | 1.593 | 1.4295 |
Largest Winning Trade | 219073 | 219073 | 52372 | 490076 | 490076 | 143596 |
Largest Losing Trade | -38137 | -37820 | -38137 | -168478 | -168478 | -141901 |
Avg Bars in Trades | 57 | 65 | 47 | 57 | 65 | 47 |
Avg Bars in Winners | 80 | 88 | 71 | 80 | 88 | 71 |
Avg Bars in Losers | 40 | 48 | 32 | 40 | 48 | 32 |
Bars Traded | 4391 | 2573 | 1818 | 4391 | 2573 | 1818 |
Profit Streak | 17.8716 | 17.8716 | 44.8716 | 17.8716 | 17.8716 | 44.8716 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38983 | 322601 | -486115 | -296742 | -125341 | -582636 |
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{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 46, "offset": 0 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4712, "evaluation_days": 2356, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760043305106, "expiration_time": 1766117952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 46, "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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