Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181616.569 | 122753.0953 | 58863.4737 | 353724.5003 | 276168.3022 | 77556.1981 |
Total P&L (%) | 181.6166 | 122.7531 | 58.8635 | 353.7245 | 276.1683 | 77.5562 |
Avg Daily Profit (%) | 0.3487 | 0.2357 | 0.113 | 0.2908 | 0.2547 | 0.1103 |
Buy And Hold Return (%) | 26.5706 | 26.5706 | 26.5706 | 26.5706 | 26.5706 | 26.5706 |
Max Trade Drawdown | -32742 | -26333 | -38472 | -154629 | -107887 | -188210 |
Profit Factor | 1.7907 | 2.4363 | 1.4081 | 1.4931 | 2.0989 | 1.1664 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 63.4921 | 66.6667 | 60.3175 | 63.4921 | 66.6667 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.0297 | 1.2181 | 0.9264 | 0.8585 | 1.0494 | 0.7674 |
Largest Winning Trade | 27723 | 27115 | 27723 | 88289 | 48254 | 88289 |
Largest Losing Trade | -18421 | -13555 | -18421 | -83433 | -32088 | -83433 |
Avg Bars in Trades | 194 | 185 | 202 | 194 | 185 | 202 |
Avg Bars in Winners | 162 | 169 | 155 | 162 | 169 | 155 |
Avg Bars in Losers | 249 | 218 | 275 | 249 | 218 | 275 |
Bars Traded | 24480 | 11698 | 12782 | 24480 | 11698 | 12782 |
Profit Streak | 14.942 | 14.942 | 15.692 | 14.942 | 14.942 | 15.692 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506565 | -134715 | -193330 | 395922 | -133533 | -232935 |
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{ "first_band": { "type": "wma", "factors": { "length": 88, "offset": 58 } }, "second_band": { "type": "swma", "factors": { "length": 236, "offset": 95 } } }
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{ "trading_pair": "LTC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714321800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758918985189, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 88, "offset": 58 } }, "second_band": { "type": "swma", "factors": { "length": 236, "offset": 95 } } }
# | 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) |
---|