Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244068.3088 | 47750.2225 | 196318.0863 | 192310.3672 | -19004.2727 | 211314.6398 |
Total P&L (%) | 244.0683 | 47.7502 | 196.3181 | 192.3104 | -19.0043 | 211.3146 |
Avg Daily Profit (%) | 0.1876 | 0.0367 | 0.1509 | 0.0825 | -0.0162 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94005 | -98312 | -46228 | -344031 | -244827 | -254788 |
Profit Factor | 1.5036 | 1.1846 | 1.8686 | 1.1507 | 0.9705 | 1.3349 |
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 | 1.7236 | 2.0731 | 1.4201 | 1.3191 | 1.6984 | 1.0145 |
Largest Winning Trade | 45106 | 45106 | 42498 | 126280 | 126280 | 102579 |
Largest Losing Trade | -43828 | -28610 | -43828 | -195556 | -72862 | -195556 |
Avg Bars in Trades | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Winners | 58 | 54 | 60 | 58 | 54 | 60 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 3815 | 1662 | 2153 | 3815 | 1662 | 2153 |
Profit Streak | 18.0368 | 0 | 29.0368 | 18.0368 | 0 | 29.0368 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339425 | -166965 | 400311 | -138039 | -583244 | -74560 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3902, "evaluation_days": 1300.67, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649347200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759884777982, "expiration_time": 1763224128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } } }
# | 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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