Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636272.6068 | 546225.179 | 90047.4278 | 527462.1958 | 244535.1882 | 282927.0076 |
Total P&L (%) | 636.2726 | 546.2252 | 90.0474 | 527.4622 | 244.5352 | 282.927 |
Avg Daily Profit (%) | 0.3414 | 0.2931 | 0.0483 | 0.0986 | 0.0664 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99599 | -57923 | -73137 | -353173 | -249955 | -218171 |
Profit Factor | 2.3693 | 3.2648 | 1.4029 | 1.2813 | 1.2431 | 1.3256 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.956 | 42.2222 | 45.6522 | 43.956 | 42.2222 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.0208 | 4.4676 | 1.6701 | 1.6337 | 1.701 | 1.5781 |
Largest Winning Trade | 490867 | 490867 | 55096 | 318937 | 318937 | 221271 |
Largest Losing Trade | -45722 | -26768 | -45722 | -175535 | -128555 | -175535 |
Avg Bars in Trades | 38 | 40 | 35 | 38 | 40 | 35 |
Avg Bars in Winners | 56 | 51 | 60 | 56 | 51 | 60 |
Avg Bars in Losers | 23 | 33 | 13 | 23 | 33 | 13 |
Bars Traded | 3458 | 1843 | 1614 | 3458 | 1843 | 1614 |
Profit Streak | 22.8683 | 0 | 48.3683 | 22.8683 | 0 | 48.3683 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439158 | 436172 | -127608 | -61402 | -106379 | -96408 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605830400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876624030, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 7, "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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