Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807924.7863 | 1751311.3925 | 56613.3938 | 1901641.2448 | -1230501.7979 | 3132143.0427 |
Total P&L (%) | 1807.9248 | 1751.3114 | 56.6134 | 1901.6412 | -1230.5018 | 3132.143 |
Avg Daily Profit (%) | 0.9632 | 0.933 | 0.0302 | 0.1598 | 0 | 0.1853 |
Buy And Hold Return (%) | 559.56 | 559.56 | 559.56 | 559.56 | 559.56 | 559.56 |
Max Trade Drawdown | -156966 | -134526 | -67566 | -20100830 | -14528396 | -6712174 |
Profit Factor | 2.6025 | 3.7501 | 1.1152 | 1.0257 | 0.9724 | 1.1065 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 45.3488 | 42.6357 | 48.062 | 45.3488 | 42.6357 | 48.062 |
Ratio Avg Win / Avg Loss | 3.1364 | 5.0456 | 1.2052 | 1.2361 | 1.3083 | 1.1957 |
Largest Winning Trade | 1209500 | 1209500 | 36518 | 9944429 | 9944429 | 4227700 |
Largest Losing Trade | -37389 | -36400 | -37389 | -3635798 | -3178729 | -3635798 |
Avg Bars in Trades | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Winners | 35 | 45 | 26 | 35 | 45 | 26 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 7377 | 4313 | 3064 | 7377 | 4313 | 3064 |
Profit Streak | 11.6961 | 12.1961 | 0 | 11.6961 | 12.1961 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569235 | 529509 | -412847 | -186867 | -581566 | -97089 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599544800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759574539881, "expiration_time": 1764422784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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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