Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1906417.3769 | 407037.4721 | -2313454.849 | 3123931.1837 | 160428351.6023 | -157304420.4186 |
Total P&L (%) | -1906.4174 | 407.0375 | -2313.4548 | 3123.9312 | 160428.3516 | -157304.4204 |
Avg Daily Profit (%) | -0.9329 | 0.1992 | -1.1321 | 0.1701 | 0.3619 | 0 |
Buy And Hold Return (%) | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 |
Max Trade Drawdown | -2210901 | -75743 | -2469500 | -442145367 | -133415508 | -480997616 |
Profit Factor | 0.3824 | 2.9417 | 0.1959 | 1.0038 | 1.7171 | 0.7371 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 31 | 29 | 56 | 31 | 25 |
Losing Trades | 32 | 15 | 17 | 36 | 15 | 21 |
Profitability (%) | 65.2174 | 67.3913 | 63.0435 | 60.8696 | 67.3913 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.2039 | 1.4234 | 0.1148 | 0.6453 | 0.8308 | 0.6191 |
Largest Winning Trade | 123626 | 123626 | 63325 | 352967846 | 186493608 | 352967846 |
Largest Losing Trade | -1999489 | -45592 | -1999489 | -116068763 | -116068763 | -112207315 |
Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Winners | 25 | 24 | 26 | 28 | 22 | 36 |
Avg Bars in Losers | 72 | 50 | 91 | 61 | 54 | 66 |
Bars Traded | 3831 | 1514 | 2317 | 3831 | 1514 | 2317 |
Profit Streak | 327.9406 | 383.4406 | 327.9406 | 327.9406 | 383.4406 | 327.9406 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576937 | -149968 | -578426 | -373010 | 489089 | -579553 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } } }
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{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566216000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759228464811, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 140, "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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