Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278686.809 | 125351.6275 | 153335.1815 | -628739.6775 | 664360.1416 | -1293099.819 |
Total P&L (%) | 278.6868 | 125.3516 | 153.3352 | -628.7397 | 664.3601 | -1293.0998 |
Avg Daily Profit (%) | 0.1665 | 0.0749 | 0.0916 | 0 | 0.1216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294680 | -145459 | -168304 | -1241949 | -168474 | -1656753 |
Profit Factor | 1.4326 | 1.4114 | 1.4515 | 0.78 | 1.9 | 0.39 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 70 | 32 | 38 | 30 | 18 | 12 |
Losing Trades | 26 | 16 | 10 | 66 | 30 | 36 |
Profitability (%) | 72.9167 | 66.6667 | 79.1667 | 31.25 | 37.5 | 25 |
Ratio Avg Win / Avg Loss | 0.5321 | 0.7057 | 0.382 | 1.716 | 3.1667 | 1.1699 |
Largest Winning Trade | 106097 | 106097 | 43326 | 307199 | 307199 | 218348 |
Largest Losing Trade | -168304 | -55466 | -168304 | -1152145 | -119369 | -1152145 |
Avg Bars in Trades | 34 | 42 | 25 | 34 | 42 | 25 |
Avg Bars in Winners | 17 | 19 | 14 | 65 | 74 | 51 |
Avg Bars in Losers | 79 | 88 | 66 | 19 | 23 | 16 |
Bars Traded | 3274 | 2046 | 1228 | 3274 | 2046 | 1228 |
Profit Streak | 140.6413 | 171.1413 | 140.6413 | 0 | 0 | 0 |
Trades During Streak | 8 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416737 | -90176 | -65766 | -585036 | -31410 | -608837 |
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{ "first_band": { "type": "tema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 67, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3347, "evaluation_days": 1673.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618617600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760325809993, "expiration_time": 1764651312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 67, "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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