Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675861.6809 | 631641.5566 | 44220.1243 | 153104.0409 | 71556.0081 | 81548.0328 |
Total P&L (%) | 675.8617 | 631.6416 | 44.2201 | 153.104 | 71.556 | 81.548 |
Avg Daily Profit (%) | 0.3596 | 0.3361 | 0.0235 | 0.0494 | 0.0287 | 0.0317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97767 | -114344 | -44179 | -516120 | -586607 | -171391 |
Profit Factor | 3.0392 | 3.8809 | 1.3942 | 1.1173 | 1.079 | 1.2044 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 36.6667 | 45.1613 | 40.9836 | 36.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.3765 | 6.7033 | 1.693 | 1.6089 | 1.8636 | 1.4625 |
Largest Winning Trade | 729546 | 729546 | 49506 | 656585 | 656585 | 142377 |
Largest Losing Trade | -43642 | -43642 | -19365 | -287980 | -287980 | -86722 |
Avg Bars in Trades | 88 | 73 | 103 | 88 | 73 | 103 |
Avg Bars in Winners | 162 | 128 | 188 | 162 | 128 | 188 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 5391 | 2195 | 3196 | 5391 | 2195 | 3196 |
Profit Streak | 59.7919 | 0 | 81.7919 | 59.7919 | 0 | 81.7919 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154015 | 393931 | -162873 | -386517 | -292310 | -152354 |
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{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760122818027, "expiration_time": 1764983232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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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