Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2118050.2553 | 2043588.4277 | 74461.8276 | 1466077.6626 | 4480080.4418 | -3014002.7791 |
Total P&L (%) | 2118.0503 | 2043.5884 | 74.4618 | 1466.0777 | 4480.0804 | -3014.0028 |
Avg Daily Profit (%) | 0.9575 | 0.9239 | 0.0337 | 0.1245 | 0.173 | 0 |
Buy And Hold Return (%) | 705.5146 | 705.5146 | 705.5146 | 705.5146 | 705.5146 | 705.5146 |
Max Trade Drawdown | -174103 | -114432 | -123266 | -8008089 | -4208608 | -4419499 |
Profit Factor | 3.811 | 6.5574 | 1.193 | 1.0779 | 1.5224 | 0.7057 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 49.2647 | 42.6471 | 55.8824 | 49.2647 | 42.6471 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.9248 | 8.8186 | 0.9419 | 1.1101 | 2.0474 | 0.5571 |
Largest Winning Trade | 1903689 | 1903689 | 45566 | 8277102 | 8277102 | 1924222 |
Largest Losing Trade | -41431 | -28490 | -41431 | -3175839 | -1640495 | -3175839 |
Avg Bars in Trades | 46 | 53 | 40 | 46 | 53 | 40 |
Avg Bars in Winners | 60 | 77 | 47 | 60 | 77 | 47 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 6385 | 3621 | 2764 | 6385 | 3621 | 2764 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618868 | -93718 | -431982 | -167563 | -102389 | -689195 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "offset": 0 } } }
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{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6636, "evaluation_days": 2212, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570435200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758838053347, "expiration_time": 1764549504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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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