Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303393.9674 | 346508.7032 | -43114.7358 | -83204.835 | 122669.4171 | -205874.252 |
Total P&L (%) | 303.394 | 346.5087 | -43.1147 | -83.2048 | 122.6694 | -205.8743 |
Avg Daily Profit (%) | 0.1628 | 0.1859 | -0.0231 | -0.0957 | 0.043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171190 | -126292 | -105939 | -356393 | -160938 | -284836 |
Profit Factor | 1.4918 | 2.6077 | 0.8926 | 0.8881 | 1.635 | 0.6261 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 54.9296 | 45.7143 | 63.8889 | 54.9296 | 45.7143 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.224 | 3.0967 | 0.5045 | 0.7287 | 1.9416 | 0.3539 |
Largest Winning Trade | 375805 | 375805 | 48769 | 141547 | 141547 | 100345 |
Largest Losing Trade | -77584 | -30006 | -77584 | -190897 | -54629 | -190897 |
Avg Bars in Trades | 51 | 44 | 57 | 51 | 44 | 57 |
Avg Bars in Winners | 55 | 48 | 60 | 55 | 48 | 60 |
Avg Bars in Losers | 46 | 41 | 53 | 46 | 41 | 53 |
Bars Traded | 3638 | 1563 | 2075 | 3638 | 1563 | 2075 |
Profit Streak | 43.0832 | 43.0832 | 65.0832 | 43.0832 | 43.0832 | 65.0832 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80379 | 408599 | -578007 | -669716 | -133545 | -578007 |
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{ "first_band": { "type": "sma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024789029, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "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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