Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3694646.1847 | 3489031.6376 | 205614.5472 | 5595641.4263 | 1522690.7345 | 4072950.6918 |
Total P&L (%) | 3694.6462 | 3489.0316 | 205.6145 | 5595.6414 | 1522.6907 | 4072.9507 |
Avg Daily Profit (%) | 1.6008 | 1.5117 | 0.0891 | 0.1753 | 0.1208 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178890 | -211163 | -85656 | -4830985 | -3882549 | -1573963 |
Profit Factor | 5.5498 | 7.238 | 1.8136 | 1.2661 | 1.1042 | 1.6354 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 46.0784 | 37.2549 | 54.902 | 46.0784 | 37.2549 | 54.902 |
Ratio Avg Win / Avg Loss | 6.4945 | 12.1904 | 1.4897 | 1.4816 | 1.8597 | 1.3434 |
Largest Winning Trade | 3141461 | 3141461 | 54893 | 3568008 | 3568008 | 2049105 |
Largest Losing Trade | -52474 | -42867 | -52474 | -2447168 | -2447168 | -1045971 |
Avg Bars in Trades | 43 | 70 | 16 | 43 | 70 | 16 |
Avg Bars in Winners | 42 | 73 | 22 | 42 | 73 | 22 |
Avg Bars in Losers | 44 | 69 | 9 | 44 | 69 | 9 |
Bars Traded | 4456 | 3616 | 839 | 4456 | 3616 | 839 |
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 | 749004 | -162699 | -250835 | 232194 | -321141 | -169445 |
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{ "first_band": { "type": "jma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 1.52152 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564444800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989901371, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 1.52152 } } }
# | 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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