Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553358.0183 | 600602.4016 | -47244.3833 | 75746.3134 | 337858.3121 | -262111.9987 |
Total P&L (%) | 553.358 | 600.6024 | -47.2444 | 75.7463 | 337.8583 | -262.112 |
Avg Daily Profit (%) | 0.2206 | 0.2394 | -0.0188 | 0.0225 | 0.0589 | 0 |
Buy And Hold Return (%) | 239.9637 | 239.9637 | 239.9637 | 239.9637 | 239.9637 | 239.9637 |
Max Trade Drawdown | -119613 | -69438 | -71804 | -779486 | -330236 | -451791 |
Profit Factor | 1.9117 | 3.4295 | 0.8687 | 1.039 | 1.4488 | 0.7799 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 2.113 | 4.1916 | 0.8687 | 1.1483 | 1.7707 | 0.7799 |
Largest Winning Trade | 503873 | 503873 | 44185 | 571573 | 571573 | 221679 |
Largest Losing Trade | -44320 | -27157 | -44320 | -286317 | -99417 | -286317 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 4831 | 2280 | 2551 | 4831 | 2280 | 2551 |
Profit Streak | 0 | 0 | 90.6655 | 0 | 0 | 90.6655 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17754 | 340713 | -580191 | -531013 | -152961 | -580191 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 4.93411 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5017, "evaluation_days": 2508.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760198295183, "expiration_time": 1766686032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 4.93411 } } }
# | 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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