Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92923.1518 | 53049.5954 | 39873.5564 | 105312.7219 | 75241.9171 | 30070.8048 |
Total P&L (%) | 92.9232 | 53.0496 | 39.8736 | 105.3127 | 75.2419 | 30.0708 |
Avg Daily Profit (%) | 0.6689 | 0.3819 | 0.287 | 0.5192 | 0.4047 | 0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35744 | -25826 | -35830 | -45569 | -22985 | -48901 |
Profit Factor | 1.6097 | 1.9181 | 1.4214 | 1.5964 | 2.3546 | 1.2484 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 70.1923 | 61.5385 | 78.8462 | 70.1923 | 61.5385 | 78.8462 |
Ratio Avg Win / Avg Loss | 0.6836 | 1.1988 | 0.3813 | 0.6779 | 1.4716 | 0.3349 |
Largest Winning Trade | 9543 | 7459 | 9543 | 14712 | 10205 | 14712 |
Largest Losing Trade | -32919 | -16954 | -32919 | -43089 | -15158 | -43089 |
Avg Bars in Trades | 124 | 122 | 127 | 124 | 122 | 127 |
Avg Bars in Winners | 93 | 89 | 96 | 93 | 89 | 96 |
Avg Bars in Losers | 199 | 173 | 246 | 199 | 173 | 246 |
Bars Traded | 12993 | 6345 | 6648 | 12993 | 6345 | 6648 |
Profit Streak | 143.9426 | 143.9426 | 148.6093 | 143.9426 | 143.9426 | 148.6093 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532675 | -168381 | -171363 | 485132 | -166214 | -174125 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736306100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759819042082, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 47, "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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