Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231600.1226 | 1355499.0847 | -123898.9621 | -101038.1326 | -53008.8335 | -48029.299 |
Total P&L (%) | 1231.6001 | 1355.4991 | -123.899 | -101.0381 | -53.0088 | -48.0293 |
Avg Daily Profit (%) | 0.5202 | 0.5725 | -0.0523 | 0 | -0.0319 | -0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199618 | -210347 | -200023 | -161445 | -67319 | -80760 |
Profit Factor | 2.4079 | 3.5012 | 0.6277 | 0.5072 | 0.5281 | 0.4818 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 18 | 23 | 54 | 31 | 23 |
Losing Trades | 57 | 31 | 26 | 44 | 18 | 26 |
Profitability (%) | 41.8367 | 36.7347 | 46.9388 | 55.102 | 63.2653 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.3475 | 6.0298 | 0.7096 | 0.4132 | 0.3066 | 0.5446 |
Largest Winning Trade | 1583652 | 1583652 | 37739 | 31191 | 14689 | 31191 |
Largest Losing Trade | -105188 | -52198 | -105188 | -40893 | -40893 | -39391 |
Avg Bars in Trades | 46 | 65 | 27 | 46 | 65 | 27 |
Avg Bars in Winners | 61 | 95 | 34 | 37 | 49 | 21 |
Avg Bars in Losers | 35 | 48 | 20 | 57 | 94 | 32 |
Bars Traded | 4547 | 3219 | 1327 | 4547 | 3219 | 1327 |
Profit Streak | 0 | 0 | 0 | 221.6803 | 236.1803 | 221.6803 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448142 | 462788 | -581594 | -578449 | -577607 | -580620 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 35 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760069980849, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 35 } }, "second_band": { "type": "dcm", "factors": { "length": 128, "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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