Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554937.783 | 460061.4586 | 94876.3244 | 571495.58 | 473658.6879 | 97836.8921 |
Total P&L (%) | 554.9378 | 460.0615 | 94.8763 | 571.4956 | 473.6587 | 97.8369 |
Avg Daily Profit (%) | 0.2978 | 0.2469 | 0.0509 | 0.1022 | 0.0938 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107575 | -64401 | -101997 | -1461992 | -749352 | -868549 |
Profit Factor | 1.7699 | 2.6055 | 1.2185 | 1.1093 | 1.2276 | 1.0311 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 57.6389 | 56.9444 | 58.3333 | 57.6389 | 56.9444 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3007 | 1.97 | 0.8703 | 0.8152 | 0.9282 | 0.7365 |
Largest Winning Trade | 292898 | 292898 | 50503 | 630938 | 586455 | 630938 |
Largest Losing Trade | -54168 | -40950 | -54168 | -650533 | -249839 | -650533 |
Avg Bars in Trades | 25 | 19 | 30 | 25 | 19 | 30 |
Avg Bars in Winners | 28 | 20 | 35 | 28 | 20 | 35 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3630 | 1415 | 2215 | 3630 | 1415 | 2215 |
Profit Streak | 0 | 55.316 | 0 | 0 | 55.316 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459635 | -64450 | -205103 | -156411 | -147225 | -410097 |
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{ "first_band": { "type": "midprice", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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": 1599998400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915299798, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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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