Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58809.778 | 36784.3905 | 22025.3874 | 44719.8831 | 47502.2815 | -2782.3984 |
Total P&L (%) | 58.8098 | 36.7844 | 22.0254 | 44.7199 | 47.5023 | -2.7824 |
Avg Daily Profit (%) | 0.4234 | 0.2648 | 0.1586 | 0.2664 | 0.2802 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35075 | -34495 | -30121 | -59549 | -39303 | -55405 |
Profit Factor | 1.2196 | 1.2995 | 1.1519 | 1.1261 | 1.318 | 0.9864 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 74.0602 | 73.6842 | 74.4361 | 74.0602 | 73.6842 | 74.4361 |
Ratio Avg Win / Avg Loss | 0.4272 | 0.4641 | 0.3956 | 0.3944 | 0.4707 | 0.3388 |
Largest Winning Trade | 7974 | 5169 | 7974 | 9249 | 7109 | 9249 |
Largest Losing Trade | -28324 | -19590 | -28324 | -43152 | -23608 | -43152 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Losers | 111 | 123 | 99 | 111 | 123 | 99 |
Bars Traded | 13139 | 6851 | 6287 | 13139 | 6851 | 6287 |
Profit Streak | 124.1517 | 124.1517 | 126.6829 | 124.1517 | 124.1517 | 126.6829 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374328 | 206447 | -51335 | -73417 | 249537 | -578748 |
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{ "first_band": { "type": "tema", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "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": 1736351100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758943403877, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "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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