Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2208020.7034 | 2130136.758 | 77883.9454 | 3129593.5784 | 1108127.3653 | 2021466.2131 |
Total P&L (%) | 2208.0207 | 2130.1368 | 77.8839 | 3129.5936 | 1108.1274 | 2021.4662 |
Avg Daily Profit (%) | 1.1757 | 1.1343 | 0.0415 | 0.1852 | 0.1328 | 0.1628 |
Buy And Hold Return (%) | 556.492 | 556.492 | 556.492 | 556.492 | 556.492 | 556.492 |
Max Trade Drawdown | -128388 | -156797 | -70175 | -6020531 | -6093328 | -1837417 |
Profit Factor | 3.6098 | 5.0678 | 1.2416 | 1.1585 | 1.0837 | 1.3103 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 43.0939 | 36.6667 | 49.4505 | 43.0939 | 36.6667 | 49.4505 |
Ratio Avg Win / Avg Loss | 4.7668 | 8.7535 | 1.2692 | 1.5298 | 1.8719 | 1.3394 |
Largest Winning Trade | 1482348 | 1482348 | 39071 | 5484639 | 5484639 | 1152682 |
Largest Losing Trade | -38637 | -38637 | -37306 | -1378977 | -1378977 | -1112009 |
Avg Bars in Trades | 59 | 76 | 41 | 59 | 76 | 41 |
Avg Bars in Winners | 77 | 119 | 47 | 77 | 119 | 47 |
Avg Bars in Losers | 44 | 51 | 36 | 44 | 51 | 36 |
Bars Traded | 10682 | 6864 | 3818 | 10682 | 6864 | 3818 |
Profit Streak | 34.3941 | 0 | 56.8941 | 34.3941 | 0 | 56.8941 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605547 | 483358 | -303105 | -39278 | -155110 | 207842 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11268, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599998400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759656449901, "expiration_time": 1764518976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "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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