Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276848.5997 | 89098.2487 | 187750.351 | -82112.2332 | 56871.1398 | -138983.373 |
Total P&L (%) | 276.8486 | 89.0982 | 187.7504 | -82.1122 | 56.8711 | -138.9834 |
Avg Daily Profit (%) | 0.1657 | 0.0533 | 0.1124 | -0.103 | 0.027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205891 | -130964 | -132098 | -324822 | -48867 | -312832 |
Profit Factor | 1.469 | 1.2957 | 1.6496 | 0.8206 | 1.5777 | 0.6132 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 67.6923 | 64.6154 | 70.7692 | 67.6923 | 64.6154 | 70.7692 |
Ratio Avg Win / Avg Loss | 0.7011 | 0.7095 | 0.6814 | 0.3917 | 0.864 | 0.2533 |
Largest Winning Trade | 61556 | 37516 | 61556 | 94739 | 55366 | 94739 |
Largest Losing Trade | -95622 | -60374 | -95622 | -312832 | -31910 | -312832 |
Avg Bars in Trades | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 47 | 58 | 33 | 47 | 58 | 33 |
Bars Traded | 3249 | 1988 | 1261 | 3249 | 1988 | 1261 |
Profit Streak | 25.6858 | 28.1858 | 25.6858 | 25.6858 | 28.1858 | 25.6858 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401691 | -252077 | -170771 | -576397 | -286400 | -708945 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 19, "offset": 39 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3341, "evaluation_days": 1670.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618228800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070448900, "expiration_time": 1764384336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 19, "offset": 39 } } }
# | 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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