Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548216.5873 | 455066.4318 | 93150.1555 | 668538.1084 | 328191.1376 | 340346.9708 |
Total P&L (%) | 548.2166 | 455.0664 | 93.1502 | 668.5381 | 328.1911 | 340.347 |
Avg Daily Profit (%) | 0.2928 | 0.243 | 0.0498 | 0.109 | 0.0777 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70863 | -97519 | -80866 | -506306 | -543840 | -247807 |
Profit Factor | 2.3228 | 3.3623 | 1.42 | 1.3321 | 1.3232 | 1.3411 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 39.1304 | 44.6809 | 41.9355 | 39.1304 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.2162 | 5.2303 | 1.7581 | 1.8444 | 2.0583 | 1.6604 |
Largest Winning Trade | 379525 | 379525 | 55774 | 365437 | 365437 | 232286 |
Largest Losing Trade | -32050 | -30274 | -32050 | -200456 | -200456 | -121469 |
Avg Bars in Trades | 58 | 50 | 67 | 58 | 50 | 67 |
Avg Bars in Winners | 101 | 93 | 108 | 101 | 93 | 108 |
Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
Bars Traded | 5479 | 2329 | 3150 | 5479 | 2329 | 3150 |
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 | 373172 | 369533 | -126530 | -48582 | -92011 | -87740 |
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{ "first_band": { "type": "linreg", "factors": { "length": 14, "offset": 95 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5617, "evaluation_days": 1872.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600876800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759538654768, "expiration_time": 1764360288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 14, "offset": 95 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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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