Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -351964.9195 | 61993.8859 | -413958.8054 | 1296204.1339 | -304124.8008 | 1600328.9346 |
Total P&L (%) | -351.9649 | 61.9939 | -413.9588 | 1296.2041 | -304.1248 | 1600.3289 |
Avg Daily Profit (%) | -0.1939 | 0.0342 | -0.2281 | 0.1454 | 0 | 0.1562 |
Buy And Hold Return (%) | 172.0363 | 172.0363 | 172.0363 | 172.0363 | 172.0363 | 172.0363 |
Max Trade Drawdown | -665502 | -119993 | -612086 | -720572 | -851488 | -325903 |
Profit Factor | 0.5895 | 1.2654 | 0.3364 | 1.6749 | 0.8013 | 5.1013 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 45 | 21 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 9 | 6 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 75 | 70 | 80 |
Ratio Avg Win / Avg Loss | 0.1965 | 0.4601 | 0.1024 | 0.5583 | 0.3434 | 1.2753 |
Largest Winning Trade | 33458 | 33458 | 17286 | 712388 | 229967 | 712388 |
Largest Losing Trade | -318010 | -71637 | -318010 | -720572 | -720572 | -324742 |
Avg Bars in Trades | 54 | 54 | 55 | 54 | 54 | 55 |
Avg Bars in Winners | 22 | 13 | 30 | 30 | 17 | 42 |
Avg Bars in Losers | 152 | 166 | 137 | 126 | 140 | 105 |
Bars Traded | 3285 | 1625 | 1660 | 3285 | 1625 | 1660 |
Profit Streak | 39.7647 | 160.7647 | 39.7647 | 39.7647 | 160.7647 | 39.7647 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750049 | -310506 | -576821 | -167453 | -576879 | 677186 |
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{ "first_band": { "type": "dema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 164, "offset": 0 } } }
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{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1610280000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760034066640, "expiration_time": 1764715680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 164, "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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