Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835975.9525 | 669411.5685 | 166564.384 | 2458314.1398 | 843529.8102 | 1614784.3297 |
Total P&L (%) | 835.976 | 669.4116 | 166.5644 | 2458.3141 | 843.5298 | 1614.7843 |
Avg Daily Profit (%) | 0.4476 | 0.3584 | 0.0892 | 0.1737 | 0.1202 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48386 | -62660 | -36582 | -1268023 | -870909 | -733625 |
Profit Factor | 2.9985 | 3.9353 | 1.8755 | 1.4294 | 1.2704 | 1.6197 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 32.3232 | 28 | 36.7347 | 32.3232 | 28 | 36.7347 |
Ratio Avg Win / Avg Loss | 6.2781 | 10.1193 | 3.23 | 2.9929 | 3.2669 | 2.7895 |
Largest Winning Trade | 565155 | 565155 | 56855 | 1277033 | 1277033 | 1162420 |
Largest Losing Trade | -27171 | -27171 | -16837 | -498439 | -414685 | -498439 |
Avg Bars in Trades | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Winners | 180 | 160 | 196 | 180 | 160 | 196 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 7403 | 3119 | 4285 | 7403 | 3119 | 4285 |
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 | 333732 | -180519 | -75403 | 114783 | -227979 | 202814 |
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{ "first_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1598616000000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759147657386, "expiration_time": 1763966808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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