Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879112.4541 | 824762.6435 | 54349.8106 | 1121750.8112 | 1081905.4059 | 39845.4054 |
Total P&L (%) | 879.1125 | 824.7626 | 54.3498 | 1121.7508 | 1081.9054 | 39.8454 |
Avg Daily Profit (%) | 0.3511 | 0.3294 | 0.0217 | 0.1 | 0.0987 | 0.0134 |
Buy And Hold Return (%) | 300.2092 | 300.2092 | 300.2092 | 300.2092 | 300.2092 | 300.2092 |
Max Trade Drawdown | -100246 | -64903 | -65497 | -1082526 | -715237 | -367289 |
Profit Factor | 3.4225 | 5.5794 | 1.2973 | 1.3611 | 1.7233 | 1.0247 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 4.3808 | 9.1299 | 1.2973 | 1.7422 | 2.8199 | 1.0247 |
Largest Winning Trade | 723327 | 723327 | 38345 | 1157730 | 1157730 | 430881 |
Largest Losing Trade | -41022 | -25191 | -41022 | -348171 | -283435 | -348171 |
Avg Bars in Trades | 128 | 118 | 139 | 128 | 118 | 139 |
Avg Bars in Winners | 226 | 234 | 219 | 226 | 234 | 219 |
Avg Bars in Losers | 52 | 46 | 59 | 52 | 46 | 59 |
Bars Traded | 7334 | 3422 | 3913 | 7334 | 3422 | 3913 |
Profit Streak | 88.5349 | 124.8683 | 0 | 88.5349 | 124.8683 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168629 | 354439 | -350627 | -241249 | -64290 | -555088 |
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{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 2503.67, "actual_first_datapoint_time": 1543593600000, "first_datapoint_time": 1545523200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759899016960, "expiration_time": 1766371104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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