Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951973.4595 | 902625.1336 | 49348.3259 | 21733790.1571 | 27472117.691 | -5738327.5339 |
Total P&L (%) | 951.9735 | 902.6251 | 49.3483 | 21733.7902 | 27472.1177 | -5738.3275 |
Avg Daily Profit (%) | 0.5096 | 0.4832 | 0.0264 | 0.2887 | 0.3013 | 0 |
Buy And Hold Return (%) | 6880.7561 | 6880.7561 | 6880.7561 | 6880.7561 | 6880.7561 | 6880.7561 |
Max Trade Drawdown | -121368 | -88869 | -124542 | -8764206 | -4733712 | -9306593 |
Profit Factor | 1.8449 | 2.7181 | 1.0821 | 1.3481 | 1.9785 | 0.833 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 153 | 84 | 69 | 153 | 84 | 69 |
Losing Trades | 190 | 88 | 102 | 190 | 88 | 102 |
Profitability (%) | 44.6064 | 48.8372 | 40.3509 | 44.6064 | 48.8372 | 40.3509 |
Ratio Avg Win / Avg Loss | 2.2911 | 2.8475 | 1.5996 | 1.6741 | 2.0728 | 1.2314 |
Largest Winning Trade | 120872 | 120872 | 42891 | 6218835 | 4622517 | 6218835 |
Largest Losing Trade | -36686 | -25030 | -36686 | -3136402 | -2472221 | -3136402 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 46 | 46 | 47 | 46 | 46 | 47 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 11117 | 5809 | 5308 | 11117 | 5809 | 5308 |
Profit Streak | 18.738 | 100.5713 | 0 | 18.738 | 100.5713 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151335 | -148804 | -455912 | 272584 | 423428 | -582523 |
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11208, "evaluation_days": 1868, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758505363091, "expiration_time": 1763341056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 36, "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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