Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830058.1827 | 714679.5271 | 115378.6555 | 1087940.0384 | 378950.2483 | 708989.7901 |
Total P&L (%) | 830.0582 | 714.6795 | 115.3787 | 1087.94 | 378.9502 | 708.9898 |
Avg Daily Profit (%) | 0.4419 | 0.3805 | 0.0614 | 0.1318 | 0.0834 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94308 | -81233 | -42718 | -796287 | -647226 | -353490 |
Profit Factor | 3.2068 | 4.4563 | 1.6813 | 1.4317 | 1.27 | 1.6348 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40.7895 | 42.1053 | 39.4737 | 40.7895 | 42.1053 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.655 | 6.1274 | 2.5779 | 2.0782 | 1.7463 | 2.5068 |
Largest Winning Trade | 685811 | 685811 | 56281 | 516832 | 516832 | 388576 |
Largest Losing Trade | -31675 | -31675 | -27826 | -240773 | -240773 | -213542 |
Avg Bars in Trades | 141 | 127 | 154 | 141 | 127 | 154 |
Avg Bars in Winners | 247 | 196 | 302 | 247 | 196 | 302 |
Avg Bars in Losers | 67 | 77 | 58 | 67 | 77 | 58 |
Bars Traded | 10728 | 4840 | 5888 | 10728 | 4840 | 5888 |
Profit Streak | 61.3545 | 0 | 85.6879 | 61.3545 | 0 | 85.6879 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40565 | 501088 | -111248 | -71414 | -83622 | -44344 |
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{ "first_band": { "type": "ema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11271, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600761600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760085030424, "expiration_time": 1764937872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "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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