Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241163.4473 | 293547.006 | -52383.5587 | -75378.268 | 43265.4748 | -118643.7428 |
Total P&L (%) | 241.1634 | 293.547 | -52.3836 | -75.3783 | 43.2655 | -118.6437 |
Avg Daily Profit (%) | 0.1289 | 0.157 | -0.028 | -0.0749 | 0.0192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99859 | -65443 | -139860 | -105338 | -61648 | -147408 |
Profit Factor | 1.4459 | 2.3856 | 0.8407 | 0.7941 | 1.3371 | 0.5011 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 41.3793 | 46.6667 | 44.0678 | 41.3793 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8352 | 3.3795 | 0.9609 | 1.0079 | 1.8943 | 0.5726 |
Largest Winning Trade | 297581 | 297581 | 56341 | 75833 | 75833 | 27419 |
Largest Losing Trade | -80391 | -51490 | -80391 | -104476 | -30436 | -104476 |
Avg Bars in Trades | 123 | 106 | 140 | 123 | 106 | 140 |
Avg Bars in Winners | 159 | 125 | 187 | 159 | 125 | 187 |
Avg Bars in Losers | 95 | 92 | 98 | 95 | 92 | 98 |
Bars Traded | 7283 | 3079 | 4204 | 7283 | 3079 | 4204 |
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 | -200596 | 302035 | -582121 | -760918 | -171090 | -582121 |
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{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 3.46416 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7481, "evaluation_days": 1870.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600840800000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759348986344, "expiration_time": 1764189288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 3.46416 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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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