Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448480.5922 | 159098.2254 | 289382.3667 | 2378793.5314 | 797056.3708 | 1581737.1605 |
Total P&L (%) | 448.4806 | 159.0982 | 289.3824 | 2378.7935 | 797.0564 | 1581.7372 |
Avg Daily Profit (%) | 0.2484 | 0.0881 | 0.1603 | 0.178 | 0.1216 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61461 | -25036 | -48470 | -1770749 | -645720 | -1480704 |
Profit Factor | 2.7281 | 2.2572 | 3.1761 | 1.5386 | 1.4171 | 1.6312 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 59.322 | 53.3333 | 65.5172 | 59.322 | 53.3333 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.8707 | 1.9751 | 1.6716 | 1.055 | 1.24 | 0.8585 |
Largest Winning Trade | 59909 | 59909 | 58498 | 589838 | 492727 | 589838 |
Largest Losing Trade | -40431 | -25036 | -40431 | -1226157 | -493606 | -1226157 |
Avg Bars in Trades | 50 | 32 | 69 | 50 | 32 | 69 |
Avg Bars in Winners | 46 | 23 | 65 | 46 | 23 | 65 |
Avg Bars in Losers | 57 | 42 | 78 | 57 | 42 | 78 |
Bars Traded | 2997 | 968 | 2028 | 2997 | 968 | 2028 |
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 | -165051 | -70633 | 551083 | -168900 | -29086 | 357573 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1611835200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895875065, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "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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