Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008400.2495 | 1055237.1065 | -46836.857 | 67473.2061 | 120174.3924 | -52701.1864 |
Total P&L (%) | 1008.4002 | 1055.2371 | -46.8369 | 67.4732 | 120.1744 | -52.7012 |
Avg Daily Profit (%) | 0.4025 | 0.4212 | -0.0187 | 0.0206 | 0.0315 | -0.0299 |
Buy And Hold Return (%) | 374.3673 | 374.3673 | 374.3673 | 374.3673 | 374.3673 | 374.3673 |
Max Trade Drawdown | -132204 | -103925 | -52258 | -611597 | -511501 | -148326 |
Profit Factor | 3.4461 | 4.9665 | 0.6797 | 1.059 | 1.1493 | 0.8443 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.2779 | 8.2775 | 0.6397 | 1.3146 | 1.9156 | 0.7946 |
Largest Winning Trade | 1120825 | 1120825 | 21449 | 587435 | 587435 | 70610 |
Largest Losing Trade | -36497 | -36497 | -31758 | -259297 | -259297 | -137407 |
Avg Bars in Trades | 67 | 105 | 30 | 67 | 105 | 30 |
Avg Bars in Winners | 85 | 156 | 34 | 85 | 156 | 34 |
Avg Bars in Losers | 52 | 74 | 25 | 52 | 74 | 25 |
Bars Traded | 4373 | 3373 | 1000 | 4373 | 3373 | 1000 |
Profit Streak | 179.5244 | 179.5244 | 191.5244 | 179.5244 | 179.5244 | 191.5244 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123984 | 378118 | -579247 | -623703 | -375641 | -579247 |
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{ "first_band": { "type": "sma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5011, "evaluation_days": 2505.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1551052800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759494910517, "expiration_time": 1765943856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "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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