Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069444.092 | 1951695.5693 | 117748.5227 | 2765719.9064 | 1312897.5524 | 1452822.354 |
Total P&L (%) | 2069.4441 | 1951.6956 | 117.7485 | 2765.7199 | 1312.8976 | 1452.8224 |
Avg Daily Profit (%) | 1.1135 | 1.0501 | 0.0634 | 0.1807 | 0.1426 | 0.1477 |
Buy And Hold Return (%) | 72.634 | 72.634 | 72.634 | 72.634 | 72.634 | 72.634 |
Max Trade Drawdown | -105906 | -116350 | -63546 | -3565007 | -3817588 | -2206011 |
Profit Factor | 5.3482 | 8.7807 | 1.5231 | 1.1773 | 1.1578 | 1.1995 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 47.191 | 36.3636 | 57.7778 | 47.191 | 36.3636 | 57.7778 |
Ratio Avg Win / Avg Loss | 5.9849 | 15.3662 | 1.113 | 1.3174 | 2.0262 | 0.8765 |
Largest Winning Trade | 1855399 | 1855399 | 65756 | 2290260 | 2290260 | 1244177 |
Largest Losing Trade | -40691 | -33218 | -40691 | -1542647 | -1542647 | -1528326 |
Avg Bars in Trades | 81 | 96 | 66 | 81 | 96 | 66 |
Avg Bars in Winners | 96 | 124 | 79 | 96 | 124 | 79 |
Avg Bars in Losers | 68 | 80 | 49 | 68 | 80 | 49 |
Bars Traded | 7254 | 4246 | 3008 | 7254 | 4246 | 3008 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 742808 | 600004 | -115223 | -18512 | -53312 | 101579 |
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{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7434, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602698400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759665229248, "expiration_time": 1764461232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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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