Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655746.0947 | 595938.6391 | 59807.4556 | 512650.8022 | 367817.5046 | 144833.2977 |
Total P&L (%) | 655.7461 | 595.9386 | 59.8075 | 512.6508 | 367.8175 | 144.8333 |
Avg Daily Profit (%) | 0.2829 | 0.2571 | 0.0258 | 0.0782 | 0.0666 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135672 | -83926 | -150362 | -256863 | -271033 | -323316 |
Profit Factor | 2.2375 | 3.3078 | 1.2202 | 1.3257 | 1.4382 | 1.1971 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.0769 | 34.375 | 51.5152 | 43.0769 | 34.375 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.9567 | 6.3148 | 1.1484 | 1.7518 | 2.7457 | 1.1267 |
Largest Winning Trade | 266947 | 266947 | 90792 | 270757 | 270757 | 236494 |
Largest Losing Trade | -60540 | -51460 | -60540 | -135481 | -128910 | -135481 |
Avg Bars in Trades | 140 | 108 | 170 | 140 | 108 | 170 |
Avg Bars in Winners | 242 | 224 | 253 | 242 | 224 | 253 |
Avg Bars in Losers | 62 | 47 | 82 | 62 | 47 | 82 |
Bars Traded | 9100 | 3459 | 5641 | 9100 | 3459 | 5641 |
Profit Streak | 15.843 | 0 | 23.093 | 15.843 | 0 | 23.093 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125385 | 314673 | -158770 | -225124 | -108096 | -144277 |
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{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562176800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759608832115, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 132, "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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