Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728431.1134 | 563434.5017 | 164996.6118 | 4612717.6032 | 2312286.6797 | 2300430.9235 |
Total P&L (%) | 728.4311 | 563.4345 | 164.9966 | 4612.7176 | 2312.2867 | 2300.4309 |
Avg Daily Profit (%) | 0.4071 | 0.3149 | 0.0922 | 0.2155 | 0.178 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115071 | -61281 | -70033 | -3321060 | -1677209 | -2093115 |
Profit Factor | 3.1231 | 5.3077 | 1.7772 | 1.3828 | 1.5049 | 1.3079 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 48.4375 | 50 | 46.875 | 48.4375 | 50 | 46.875 |
Ratio Avg Win / Avg Loss | 3.3246 | 5.3077 | 2.0142 | 1.472 | 1.5049 | 1.4823 |
Largest Winning Trade | 204517 | 204517 | 77835 | 2799929 | 1552985 | 2799929 |
Largest Losing Trade | -31248 | -23404 | -31248 | -1969066 | -948285 | -1969066 |
Avg Bars in Trades | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Winners | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 3472 | 1809 | 1663 | 3472 | 1809 | 1663 |
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 | -128332 | 612275 | -67746 | -135347 | 369528 | 242359 |
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{ "first_band": { "type": "sma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3579, "evaluation_days": 1789.5, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760362087641, "expiration_time": 1764951984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 37, "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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