Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68161.2225 | 21465.0226 | 46696.2 | 65031.3365 | 23055.7712 | 41975.5654 |
Total P&L (%) | 68.1612 | 21.465 | 46.6962 | 65.0313 | 23.0558 | 41.9756 |
Avg Daily Profit (%) | 0.2617 | 0.0824 | 0.1793 | 0.1926 | 0.0797 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41144 | -21415 | -34399 | -56865 | -33252 | -45635 |
Profit Factor | 1.3297 | 1.1964 | 1.4793 | 1.2333 | 1.1621 | 1.3076 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 66.1538 | 61.5385 | 70.7692 | 66.1538 | 61.5385 | 70.7692 |
Ratio Avg Win / Avg Loss | 0.6803 | 0.7477 | 0.611 | 0.631 | 0.7263 | 0.5401 |
Largest Winning Trade | 11697 | 11697 | 10994 | 11909 | 11344 | 11909 |
Largest Losing Trade | -25383 | -20367 | -25383 | -32693 | -21678 | -32693 |
Avg Bars in Trades | 188 | 188 | 187 | 188 | 188 | 187 |
Avg Bars in Winners | 130 | 119 | 140 | 130 | 119 | 140 |
Avg Bars in Losers | 300 | 299 | 301 | 300 | 299 | 301 |
Bars Traded | 24447 | 12274 | 12173 | 24447 | 12274 | 12173 |
Profit Streak | 5.2866 | 12.9637 | 5.2866 | 5.2866 | 12.9637 | 5.2866 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336078 | -224989 | -123873 | 286072 | -265302 | -146026 |
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{ "first_band": { "type": "jma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737559800000, "first_datapoint_time": 1737783000000, "last_datapoint_time": 1760058900000, "evaluation_time": 1760059359990, "expiration_time": 1766538900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "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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