Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705873.3495 | 584575.0645 | 121298.285 | 919392.5655 | 47209.3674 | 872183.198 |
Total P&L (%) | 705.8734 | 584.5751 | 121.2983 | 919.3926 | 47.2094 | 872.1832 |
Avg Daily Profit (%) | 0.3775 | 0.3126 | 0.0649 | 0.1242 | 0.0207 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62216 | -72921 | -57706 | -673145 | -563227 | -402940 |
Profit Factor | 2.2734 | 2.8157 | 1.522 | 1.2509 | 1.0224 | 1.5611 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 35.2941 | 25 | 45.7627 | 35.2941 | 25 | 45.7627 |
Ratio Avg Win / Avg Loss | 4.1679 | 8.4471 | 1.8039 | 2.2934 | 3.0671 | 1.8502 |
Largest Winning Trade | 493816 | 493816 | 48229 | 632718 | 632718 | 315823 |
Largest Losing Trade | -31807 | -31807 | -21820 | -313990 | -185027 | -313990 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 59 | 67 | 54 | 59 | 67 | 54 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 3667 | 1630 | 2036 | 3667 | 1630 | 2036 |
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 | 305255 | -184620 | -282096 | -31248 | -560608 | -205663 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3740, "evaluation_days": 1870, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599652800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759320933930, "expiration_time": 1764123840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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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