Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144410.8856 | 126586.4861 | 17824.3995 | 106281.147 | 86229.0045 | 20052.1424 |
Total P&L (%) | 144.4109 | 126.5865 | 17.8244 | 106.2811 | 86.229 | 20.0521 |
Avg Daily Profit (%) | 0.2773 | 0.243 | 0.0342 | 0.1391 | 0.1195 | 0.0351 |
Buy And Hold Return (%) | 30.5074 | 30.5074 | 30.5074 | 30.5074 | 30.5074 | 30.5074 |
Max Trade Drawdown | -54901 | -78578 | -35940 | -154867 | -212696 | -72825 |
Profit Factor | 1.2248 | 1.2895 | 1.0869 | 1.0867 | 1.1014 | 1.0535 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Losing Trades | 116 | 51 | 65 | 116 | 51 | 65 |
Profitability (%) | 64.4172 | 68.7117 | 60.1227 | 64.4172 | 68.7117 | 60.1227 |
Ratio Avg Win / Avg Loss | 0.6766 | 0.5872 | 0.7209 | 0.6003 | 0.5015 | 0.6987 |
Largest Winning Trade | 19466 | 19466 | 10395 | 37976 | 37976 | 25967 |
Largest Losing Trade | -30065 | -30065 | -25045 | -62901 | -62901 | -55243 |
Avg Bars in Trades | 74 | 130 | 18 | 74 | 130 | 18 |
Avg Bars in Winners | 46 | 72 | 16 | 46 | 72 | 16 |
Avg Bars in Losers | 126 | 259 | 22 | 126 | 259 | 22 |
Bars Traded | 24384 | 21319 | 3065 | 24384 | 21319 | 3065 |
Profit Streak | 12.0144 | 12.0144 | 15.556 | 12.0144 | 12.0144 | 15.556 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330786 | 253123 | -437158 | -132282 | -144705 | -472767 |
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{ "first_band": { "type": "jma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.52701 } } }
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{ "trading_pair": "ENS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714104000000, "first_datapoint_time": 1714242600000, "last_datapoint_time": 1759102200000, "evaluation_time": 1759103442333, "expiration_time": 1765582200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.52701 } } }
# | 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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