Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346503.8255 | 1105607.1952 | 240896.6303 | 17300899.9596 | 5042599.2071 | 12258300.7525 |
Total P&L (%) | 1346.5038 | 1105.6072 | 240.8966 | 17300.9 | 5042.5992 | 12258.3008 |
Avg Daily Profit (%) | 0.582 | 0.4779 | 0.1041 | 0.2232 | 0.1705 | 0.2084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155070 | -167992 | -60903 | -26115991 | -22854796 | -8695858 |
Profit Factor | 2.7981 | 3.7047 | 1.7083 | 1.2118 | 1.0976 | 1.4083 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 49 | 44 | 54 | 49 | 44 | 54 |
Ratio Avg Win / Avg Loss | 2.9123 | 4.7151 | 1.4553 | 1.2613 | 1.3969 | 1.1997 |
Largest Winning Trade | 333543 | 333543 | 81951 | 11573991 | 11573991 | 6821839 |
Largest Losing Trade | -38168 | -28521 | -38168 | -7647333 | -7647333 | -5690671 |
Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
Avg Bars in Winners | 131 | 124 | 137 | 131 | 124 | 137 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 9144 | 4116 | 5028 | 9144 | 4116 | 5028 |
Profit Streak | 0 | 0 | 44.7193 | 0 | 0 | 44.7193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594742 | -165130 | -230827 | 275710 | -287769 | -170126 |
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{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561291200000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230944262, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 52, "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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