Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236507.2582 | -14423.9027 | 250931.1609 | 137143.3314 | -205453.5353 | 342596.8668 |
Total P&L (%) | 236.5073 | -14.4239 | 250.9312 | 137.1433 | -205.4535 | 342.5969 |
Avg Daily Profit (%) | 0.155 | -0.0095 | 0.1644 | 0.0566 | 0 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103374 | -97671 | -74182 | -385629 | -366901 | -268771 |
Profit Factor | 1.678 | 0.924 | 2.5774 | 1.1295 | 0.649 | 1.723 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 61.2903 | 54.3478 | 68.0851 | 61.2903 | 54.3478 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.0598 | 0.7762 | 1.2081 | 0.7134 | 0.5452 | 0.8077 |
Largest Winning Trade | 55260 | 55260 | 44252 | 135518 | 135518 | 94039 |
Largest Losing Trade | -72198 | -41510 | -72198 | -261879 | -187759 | -261879 |
Avg Bars in Trades | 46 | 28 | 64 | 46 | 28 | 64 |
Avg Bars in Winners | 41 | 24 | 53 | 41 | 24 | 53 |
Avg Bars in Losers | 55 | 32 | 87 | 55 | 32 | 87 |
Bars Traded | 4330 | 1295 | 3035 | 4330 | 1295 | 3035 |
Profit Streak | 27.3632 | 0 | 27.6965 | 27.3632 | 0 | 27.6965 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416033 | -579863 | 507119 | -194852 | -579863 | -59320 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4578, "evaluation_days": 1526, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1633651200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759480978521, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "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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