Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -266213.7966 | 142848.3703 | -409062.1669 | 3018849.724 | 1246508.3561 | 1772341.3679 |
Total P&L (%) | -266.2138 | 142.8484 | -409.0622 | 3018.8497 | 1246.5084 | 1772.3414 |
Avg Daily Profit (%) | -0.2987 | 0.1603 | -0.4589 | 0.3867 | 0.2921 | 0.3292 |
Buy And Hold Return (%) | 422.79 | 422.79 | 422.79 | 422.79 | 422.79 | 422.79 |
Max Trade Drawdown | -494085 | -47057 | -524358 | -649309 | -540068 | -510875 |
Profit Factor | 0.6676 | 1.8907 | 0.3613 | 2.1367 | 1.8621 | 2.4649 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 33 | 18 | 15 |
Losing Trades | 25 | 13 | 12 | 29 | 13 | 16 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.4511 | 1.3655 | 0.2282 | 1.8777 | 1.3449 | 2.6292 |
Largest Winning Trade | 68845 | 68845 | 30961 | 1414628 | 888704 | 1414628 |
Largest Losing Trade | -295539 | -32077 | -295539 | -540068 | -540068 | -456902 |
Avg Bars in Trades | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Winners | 28 | 25 | 30 | 34 | 22 | 49 |
Avg Bars in Losers | 54 | 40 | 69 | 43 | 44 | 42 |
Bars Traded | 2409 | 992 | 1417 | 2409 | 992 | 1417 |
Profit Streak | 15.1512 | 15.1512 | 144.4845 | 15.1512 | 15.1512 | 144.4845 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736951 | -154427 | -577971 | -143312 | 348539 | 450123 |
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } } }
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{ "trading_pair": "SUI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2674, "evaluation_days": 891.33, "actual_first_datapoint_time": 1683100800000, "first_datapoint_time": 1688544000000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760096264278, "expiration_time": 1762675200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "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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