Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507913.5309 | 1337844.3727 | 170069.1582 | 8072696.2367 | 9873612.7079 | -1800916.4712 |
Total P&L (%) | 1507.9135 | 1337.8444 | 170.0692 | 8072.6962 | 9873.6127 | -1800.9165 |
Avg Daily Profit (%) | 0.6505 | 0.5772 | 0.0734 | 0.1901 | 0.1988 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93017 | -151137 | -92689 | -12641699 | -13377080 | -9398347 |
Profit Factor | 3.2141 | 4.2632 | 1.6274 | 1.1189 | 1.263 | 0.9406 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.867 | 8.2423 | 1.9528 | 1.6944 | 2.4419 | 1.1288 |
Largest Winning Trade | 554311 | 554311 | 57124 | 12546226 | 12546226 | 6717269 |
Largest Losing Trade | -68961 | -68961 | -33876 | -7693935 | -7693935 | -5107510 |
Avg Bars in Trades | 49 | 59 | 39 | 49 | 59 | 39 |
Avg Bars in Winners | 81 | 97 | 68 | 81 | 97 | 68 |
Avg Bars in Losers | 28 | 39 | 15 | 28 | 39 | 15 |
Bars Traded | 4372 | 2616 | 1756 | 4372 | 2616 | 1756 |
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 | 514411 | 445951 | -93609 | -84364 | 103241 | -580820 |
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565222400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759587246418, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 12, "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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