Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409466.324 | 388027.2688 | 21439.0552 | 73438.6187 | 157273.8422 | -83835.2235 |
Total P&L (%) | 409.4663 | 388.0273 | 21.4391 | 73.4386 | 157.2738 | -83.8352 |
Avg Daily Profit (%) | 0.2177 | 0.2063 | 0.0114 | 0.0293 | 0.0502 | -0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139083 | -71262 | -127296 | -204955 | -117024 | -202936 |
Profit Factor | 1.721 | 2.3261 | 1.0779 | 1.0751 | 1.3107 | 0.8223 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.4348 | 54.3478 | 56.5217 | 55.4348 | 54.3478 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.3836 | 1.9539 | 0.8291 | 0.8643 | 1.101 | 0.6326 |
Largest Winning Trade | 334695 | 334695 | 64735 | 192240 | 192240 | 53084 |
Largest Losing Trade | -42121 | -42121 | -41682 | -86132 | -64679 | -86132 |
Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Winners | 89 | 79 | 99 | 89 | 79 | 99 |
Avg Bars in Losers | 64 | 68 | 61 | 64 | 68 | 61 |
Bars Traded | 7241 | 3424 | 3817 | 7241 | 3424 | 3817 |
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 | 391416 | 458687 | -319145 | -292426 | -125027 | -579859 |
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{ "first_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 4.15853 } }, "second_band": { "type": "jma", "factors": { "length": 166, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7525, "evaluation_days": 1881.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760306887737, "expiration_time": 1765168200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 4.15853 } }, "second_band": { "type": "jma", "factors": { "length": 166, "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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