Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1910957.0571 | 2134088.6849 | -223131.6278 | -98894.4176 | 674841.8751 | -773736.2927 |
Total P&L (%) | 1910.9571 | 2134.0887 | -223.1316 | -98.8944 | 674.8419 | -773.7363 |
Avg Daily Profit (%) | 0.828 | 0.9246 | -0.0967 | -0.195 | 0.0888 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -419768 | -266188 | -231620 | -1084819 | -284869 | -1003786 |
Profit Factor | 2.7346 | 4.5198 | 0.5496 | 0.9406 | 2.1164 | 0.2708 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 39.6694 | 40 | 39.3443 | 39.6694 | 40 | 39.3443 |
Ratio Avg Win / Avg Loss | 4.1588 | 6.7797 | 0.8473 | 1.4305 | 3.1746 | 0.4175 |
Largest Winning Trade | 2269962 | 2269962 | 59918 | 557186 | 557186 | 147859 |
Largest Losing Trade | -75643 | -67739 | -75643 | -821284 | -207570 | -821284 |
Avg Bars in Trades | 35 | 52 | 19 | 35 | 52 | 19 |
Avg Bars in Winners | 46 | 66 | 25 | 46 | 66 | 25 |
Avg Bars in Losers | 29 | 42 | 15 | 29 | 42 | 15 |
Bars Traded | 4341 | 3143 | 1198 | 4341 | 3143 | 1198 |
Profit Streak | 56.3054 | 56.3054 | 77.8054 | 56.3054 | 56.3054 | 77.8054 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580052 | -152068 | -745638 | -581406 | -242814 | -745638 |
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } } }
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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": 1566259200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871188665, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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