Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376121.1972 | 378697.9443 | -2576.747 | 5701.536 | 93802.6026 | -88101.0666 |
Total P&L (%) | 376.1212 | 378.6979 | -2.5767 | 5.7015 | 93.8026 | -88.1011 |
Avg Daily Profit (%) | 0.1637 | 0.1648 | -0.0011 | 0.0024 | 0.0288 | -0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106120 | -102856 | -105054 | -299447 | -249896 | -237381 |
Profit Factor | 1.6821 | 2.411 | 0.9909 | 1.0065 | 1.1969 | 0.7788 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 46.25 | 47.5 | 45 | 46.25 | 47.5 | 45 |
Ratio Avg Win / Avg Loss | 1.9548 | 2.6648 | 1.2111 | 1.1697 | 1.3229 | 0.9518 |
Largest Winning Trade | 239962 | 239962 | 44731 | 115790 | 115790 | 40578 |
Largest Losing Trade | -85354 | -85354 | -36092 | -206717 | -206717 | -90219 |
Avg Bars in Trades | 53 | 84 | 23 | 53 | 84 | 23 |
Avg Bars in Winners | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Losers | 61 | 112 | 13 | 61 | 112 | 13 |
Bars Traded | 4312 | 3366 | 946 | 4312 | 3366 | 946 |
Profit Streak | 142.4431 | 142.4431 | 148.4431 | 142.4431 | 142.4431 | 148.4431 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13387 | 415479 | -579787 | -592607 | -158728 | -581453 |
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4596, "evaluation_days": 2298, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1569283200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759703883281, "expiration_time": 1765622016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 109, "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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