Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568731.9502 | 415053.5445 | 153678.4057 | 486385.0743 | -12480.5826 | 498865.6568 |
Total P&L (%) | 568.732 | 415.0535 | 153.6784 | 486.3851 | -12.4806 | 498.8657 |
Avg Daily Profit (%) | 0.2474 | 0.1805 | 0.0668 | 0.077 | -0.0058 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133237 | -115504 | -122561 | -1825711 | -1446613 | -665894 |
Profit Factor | 1.5134 | 1.6083 | 1.3612 | 1.0821 | 0.9968 | 1.2449 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 49.3617 | 47.8632 | 50.8475 | 49.3617 | 47.8632 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.5526 | 1.7519 | 1.3159 | 1.1101 | 1.0858 | 1.2034 |
Largest Winning Trade | 194991 | 194991 | 45636 | 1373203 | 1373203 | 268980 |
Largest Losing Trade | -40623 | -40623 | -36885 | -461967 | -456346 | -461967 |
Avg Bars in Trades | 28 | 38 | 18 | 28 | 38 | 18 |
Avg Bars in Winners | 29 | 38 | 22 | 29 | 38 | 22 |
Avg Bars in Losers | 27 | 39 | 15 | 27 | 39 | 15 |
Bars Traded | 6721 | 4509 | 2212 | 6721 | 4509 | 2212 |
Profit Streak | 15.0541 | 0 | 88.3874 | 15.0541 | 0 | 88.3874 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460335 | 339293 | -101711 | -218530 | -580185 | -87704 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6897, "evaluation_days": 2299, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759799874910, "expiration_time": 1765725408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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