Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2638835.1544 | 2648033.6838 | -9198.5294 | 344359.9975 | 3559334.3019 | -3214974.3044 |
Total P&L (%) | 2638.8352 | 2648.0337 | -9.1985 | 344.36 | 3559.3343 | -3214.9743 |
Avg Daily Profit (%) | 1.1635 | 1.1676 | -0.0041 | 0.0658 | 0.1589 | 0 |
Buy And Hold Return (%) | 455.336 | 455.336 | 455.336 | 455.336 | 455.336 | 455.336 |
Max Trade Drawdown | -257465 | -184965 | -104974 | -12226837 | -8808258 | -4904113 |
Profit Factor | 4.708 | 6.832 | 0.9643 | 1.017 | 1.2756 | 0.5626 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 46.5909 | 36.3636 | 56.8182 | 46.5909 | 36.3636 | 56.8182 |
Ratio Avg Win / Avg Loss | 5.397 | 11.9561 | 0.7329 | 1.1658 | 2.2323 | 0.4275 |
Largest Winning Trade | 2302560 | 2302560 | 23914 | 12029287 | 12029287 | 1068044 |
Largest Losing Trade | -44801 | -44003 | -44801 | -2462906 | -2462906 | -2234507 |
Avg Bars in Trades | 74 | 114 | 34 | 74 | 114 | 34 |
Avg Bars in Winners | 87 | 169 | 34 | 87 | 169 | 34 |
Avg Bars in Losers | 63 | 83 | 33 | 63 | 83 | 33 |
Bars Traded | 6555 | 5057 | 1498 | 6555 | 5057 | 1498 |
Profit Streak | 15.3363 | 15.3363 | 78.003 | 15.3363 | 15.3363 | 78.003 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 728639 | 596247 | -578871 | -472726 | 146547 | -578871 |
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{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6804, "evaluation_days": 2268, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570665600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759824255761, "expiration_time": 1765673856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "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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