Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192417.8252 | 50023.7486 | 142394.0765 | -8808.8385 | -156698.6639 | 147889.8254 |
Total P&L (%) | 192.4178 | 50.0237 | 142.3941 | -8.8088 | -156.6987 | 147.8898 |
Avg Daily Profit (%) | 0.1495 | 0.0389 | 0.1106 | -0.0072 | 0 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197296 | -146022 | -67416 | -474238 | -351452 | -144736 |
Profit Factor | 1.3722 | 1.1608 | 1.6915 | 0.9903 | 0.7222 | 1.4244 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 60.5769 | 53.8462 | 67.3077 | 60.5769 | 53.8462 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.893 | 0.995 | 0.8216 | 0.6445 | 0.6191 | 0.6918 |
Largest Winning Trade | 118663 | 118663 | 62780 | 100756 | 81234 | 100756 |
Largest Losing Trade | -52743 | -52743 | -47777 | -190649 | -190649 | -126474 |
Avg Bars in Trades | 72 | 88 | 56 | 72 | 88 | 56 |
Avg Bars in Winners | 45 | 55 | 38 | 45 | 55 | 38 |
Avg Bars in Losers | 112 | 126 | 93 | 112 | 126 | 93 |
Bars Traded | 7525 | 4602 | 2923 | 7525 | 4602 | 2923 |
Profit Streak | 13.7687 | 98.102 | 13.7687 | 13.7687 | 98.102 | 13.7687 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306595 | -365721 | -222090 | -577632 | -758897 | -276771 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 5, "offset": 146 } } }
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{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7723, "evaluation_days": 1287.17, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649678400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882415113, "expiration_time": 1762051536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 5, "offset": 146 } } }
# | 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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