Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1851419.0281 | 1668301.8528 | 183117.1753 | 10450365.6963 | -1447570.9333 | 11897936.6296 |
Total P&L (%) | 1851.419 | 1668.3019 | 183.1172 | 10450.3657 | -1447.5709 | 11897.9366 |
Avg Daily Profit (%) | 0.9919 | 0.8938 | 0.0981 | 0.2499 | 0 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81840 | -68541 | -36186 | -14984721 | -14125345 | -6149608 |
Profit Factor | 6.008 | 8.6788 | 2.2013 | 1.2447 | 0.946 | 1.7494 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 38.0952 | 28.5714 | 47.619 | 38.0952 | 28.5714 | 47.619 |
Ratio Avg Win / Avg Loss | 9.763 | 21.6969 | 2.4215 | 2.0227 | 2.3651 | 1.9243 |
Largest Winning Trade | 1461930 | 1461930 | 64471 | 11977309 | 11977309 | 8242955 |
Largest Losing Trade | -22645 | -16421 | -22645 | -5020418 | -3365090 | -5020418 |
Avg Bars in Trades | 43 | 36 | 51 | 43 | 36 | 51 |
Avg Bars in Winners | 86 | 79 | 90 | 86 | 79 | 90 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3686 | 1512 | 2174 | 3686 | 1512 | 2174 |
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 | 628406 | 278816 | -58690 | 176994 | -592031 | 394462 |
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{ "first_band": { "type": "sma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3733, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760364652545, "expiration_time": 1765151568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "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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