Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514386.5089 | 519519.9511 | -5133.4422 | -12127.2991 | 18892.6573 | -31019.9563 |
Total P&L (%) | 514.3865 | 519.52 | -5.1334 | -12.1273 | 18.8927 | -31.02 |
Avg Daily Profit (%) | 0.2745 | 0.2773 | -0.0027 | -0.0069 | 0.0092 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204355 | -199880 | -22956 | -695165 | -717631 | -127312 |
Profit Factor | 1.7799 | 1.9503 | 0.9545 | 0.9931 | 1.0131 | 0.9034 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 39.4595 | 31.5217 | 47.3118 | 39.4595 | 31.5217 | 47.3118 |
Ratio Avg Win / Avg Loss | 2.7308 | 4.2369 | 1.063 | 1.5237 | 2.2009 | 1.006 |
Largest Winning Trade | 575457 | 575457 | 19300 | 550651 | 550651 | 94129 |
Largest Losing Trade | -31327 | -31327 | -10458 | -162515 | -162515 | -54143 |
Avg Bars in Trades | 118 | 230 | 8 | 118 | 230 | 8 |
Avg Bars in Winners | 164 | 402 | 7 | 164 | 402 | 7 |
Avg Bars in Losers | 88 | 150 | 8 | 88 | 150 | 8 |
Bars Traded | 21928 | 21161 | 767 | 21928 | 21161 | 767 |
Profit Streak | 63.4578 | 63.7911 | 63.4578 | 63.4578 | 63.7911 | 63.4578 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356164 | 196825 | -579625 | -580157 | -400039 | -579625 |
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 12 } }, "second_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 3.25831 } } }
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{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22483, "evaluation_days": 1873.58, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598277600000, "last_datapoint_time": 1759701600000, "evaluation_time": 1759705152704, "expiration_time": 1765529193600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 12 } }, "second_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 3.25831 } } }
# | 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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