Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71916.296 | 41699.8578 | 30216.4382 | 70668.3623 | 41877.4121 | 28790.9502 |
Total P&L (%) | 71.9163 | 41.6999 | 30.2164 | 70.6684 | 41.8774 | 28.791 |
Avg Daily Profit (%) | 0.5177 | 0.3002 | 0.2175 | 0.3856 | 0.2521 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34628 | -37685 | -21326 | -40134 | -44472 | -36231 |
Profit Factor | 1.2723 | 1.2414 | 1.3306 | 1.2159 | 1.1978 | 1.2488 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 200 | 95 | 105 | 200 | 95 | 105 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 68.4932 | 65.0685 | 71.9178 | 68.4932 | 65.0685 | 71.9178 |
Ratio Avg Win / Avg Loss | 0.5852 | 0.6664 | 0.5195 | 0.5593 | 0.6431 | 0.4876 |
Largest Winning Trade | 17599 | 17599 | 5049 | 21310 | 21310 | 7034 |
Largest Losing Trade | -21361 | -21361 | -16007 | -26789 | -22426 | -26789 |
Avg Bars in Trades | 44 | 59 | 29 | 44 | 59 | 29 |
Avg Bars in Winners | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Losers | 80 | 103 | 51 | 80 | 103 | 51 |
Bars Traded | 13002 | 8732 | 4270 | 13002 | 8732 | 4270 |
Profit Streak | 133.1657 | 133.1866 | 133.1657 | 133.1657 | 133.1866 | 133.1657 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439545 | 210735 | 208949 | 386475 | 101990 | 175572 |
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736424900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759437819286, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "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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