Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13550118.6792 | 13558592.783 | -8474.1038 | 6782834.2625 | 7085128.4687 | -302294.2062 |
Total P&L (%) | 13550.1187 | 13558.5928 | -8.4741 | 6782.8343 | 7085.1285 | -302.2942 |
Avg Daily Profit (%) | 5.9943 | 5.9981 | -0.0037 | 0.1874 | 0.1893 | 0 |
Buy And Hold Return (%) | 8033.7797 | 8033.7797 | 8033.7797 | 8033.7797 | 8033.7797 | 8033.7797 |
Max Trade Drawdown | -180400 | -148384 | -123006 | -21053573 | -18754538 | -9133930 |
Profit Factor | 27.5919 | 51.8937 | 0.9651 | 1.1592 | 1.2775 | 0.9823 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 39.1304 | 29.8246 | 48.2759 | 39.1304 | 29.8246 | 48.2759 |
Ratio Avg Win / Avg Loss | 42.9208 | 122.1029 | 1.0341 | 1.8033 | 3.0059 | 1.0524 |
Largest Winning Trade | 13476106 | 13476106 | 35674 | 19961916 | 19961916 | 3709258 |
Largest Losing Trade | -29497 | -27637 | -29497 | -3358379 | -3358379 | -2905730 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 64 | 83 | 52 | 64 | 83 | 52 |
Avg Bars in Losers | 21 | 20 | 24 | 21 | 20 | 24 |
Bars Traded | 4431 | 2219 | 2212 | 4431 | 2219 | 2212 |
Profit Streak | 28.1472 | 0 | 29.6472 | 28.1472 | 0 | 29.6472 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436065 | -173383 | -759297 | -205480 | -345658 | -759297 |
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{ "first_band": { "type": "rma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4521, "evaluation_days": 2260.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563710400000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757604716206, "expiration_time": 1763451216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "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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