Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767663.6745 | 729504.458 | 38159.2165 | 9221906.5791 | 9492637.8664 | -270731.2873 |
Total P&L (%) | 767.6637 | 729.5045 | 38.1592 | 9221.9066 | 9492.6379 | -270.7313 |
Avg Daily Profit (%) | 0.3069 | 0.2916 | 0.0153 | 0.1815 | 0.1826 | 0 |
Buy And Hold Return (%) | 3275.0479 | 3275.0479 | 3275.0479 | 3275.0479 | 3275.0479 | 3275.0479 |
Max Trade Drawdown | -54954 | -45078 | -49092 | -2208646 | -1951857 | -1740669 |
Profit Factor | 3.67 | 7.2755 | 1.2228 | 1.9365 | 3.471 | 0.9549 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Losing Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Profitability (%) | 48.4375 | 62.5 | 34.375 | 48.4375 | 62.5 | 34.375 |
Ratio Avg Win / Avg Loss | 3.9068 | 4.3653 | 2.3344 | 2.0615 | 2.0826 | 1.823 |
Largest Winning Trade | 324791 | 324791 | 52172 | 3139873 | 3139873 | 1935990 |
Largest Losing Trade | -20825 | -20432 | -20825 | -1626032 | -967254 | -1626032 |
Avg Bars in Trades | 152 | 169 | 135 | 152 | 169 | 135 |
Avg Bars in Winners | 244 | 244 | 243 | 244 | 244 | 243 |
Avg Bars in Losers | 66 | 43 | 79 | 66 | 43 | 79 |
Bars Traded | 9745 | 5408 | 4337 | 9745 | 5408 | 4337 |
Profit Streak | 82.135 | 354.135 | 0 | 82.135 | 354.135 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293556 | -145497 | -343629 | -135267 | 513273 | -584108 |
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{ "first_band": { "type": "swma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "ETH_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10006, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1547532000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759180465306, "expiration_time": 1765652688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 38, "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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