Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61202.026 | 17835.9763 | 43366.0497 | 59036.8573 | 20299.7553 | 38737.1019 |
Total P&L (%) | 61.202 | 17.836 | 43.3661 | 59.0369 | 20.2998 | 38.7371 |
Avg Daily Profit (%) | 0.235 | 0.0685 | 0.1665 | 0.1783 | 0.071 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36827 | -20530 | -28261 | -54316 | -24112 | -42696 |
Profit Factor | 1.3724 | 1.23 | 1.4996 | 1.282 | 1.2134 | 1.3392 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 64.7541 | 62.2951 | 67.2131 | 64.7541 | 62.2951 | 67.2131 |
Ratio Avg Win / Avg Loss | 0.747 | 0.7445 | 0.7315 | 0.6978 | 0.7344 | 0.6533 |
Largest Winning Trade | 8905 | 7915 | 8905 | 11573 | 8832 | 11573 |
Largest Losing Trade | -21518 | -20530 | -21518 | -30292 | -24112 | -30292 |
Avg Bars in Trades | 200 | 210 | 191 | 200 | 210 | 191 |
Avg Bars in Winners | 133 | 142 | 124 | 133 | 142 | 124 |
Avg Bars in Losers | 324 | 321 | 327 | 324 | 321 | 327 |
Bars Traded | 24502 | 12833 | 11669 | 24502 | 12833 | 11669 |
Profit Streak | 9.1121 | 9.1121 | 21.9871 | 9.1121 | 9.1121 | 21.9871 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315832 | -271720 | -154241 | 273304 | -266839 | -188037 |
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{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "offset": 209 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737297900000, "first_datapoint_time": 1737672300000, "last_datapoint_time": 1759797000000, "evaluation_time": 1759797685507, "expiration_time": 1766277000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "offset": 209 } } }
# | 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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