Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349017.304 | 390761.7874 | -41744.4834 | -64006.449 | -25096.2537 | -38910.1953 |
Total P&L (%) | 349.0173 | 390.7618 | -41.7445 | -64.0064 | -25.0963 | -38.9102 |
Avg Daily Profit (%) | 0.1517 | 0.1698 | -0.0181 | -0.0444 | -0.0126 | -0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177223 | -143872 | -124591 | -95196 | -67788 | -46351 |
Profit Factor | 1.6039 | 2.4825 | 0.8672 | 0.7693 | 0.8183 | 0.7207 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.0357 | 3.2464 | 1.0673 | 0.9764 | 1.07 | 0.887 |
Largest Winning Trade | 280252 | 280252 | 50977 | 35714 | 35714 | 25543 |
Largest Losing Trade | -69589 | -47506 | -69589 | -43244 | -43244 | -41074 |
Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Winners | 154 | 159 | 149 | 154 | 159 | 149 |
Avg Bars in Losers | 71 | 65 | 77 | 71 | 65 | 77 |
Bars Traded | 6376 | 3193 | 3183 | 6376 | 3193 | 3183 |
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 | -171563 | 340355 | -581177 | -762584 | -581751 | -582844 |
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{ "first_band": { "type": "dema", "factors": { "length": 98, "offset": 88 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 2.02162 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6904, "evaluation_days": 2301.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566489600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759984007557, "expiration_time": 1765933056000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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