Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552245.0735 | 542692.5561 | 9552.5174 | 321379.5022 | 295450.681 | 25928.8212 |
Total P&L (%) | 552.2451 | 542.6926 | 9.5525 | 321.3795 | 295.4507 | 25.9288 |
Avg Daily Profit (%) | 0.2937 | 0.2887 | 0.0051 | 0.0765 | 0.0732 | 0.0123 |
Buy And Hold Return (%) | 210.3047 | 210.3047 | 210.3047 | 210.3047 | 210.3047 | 210.3047 |
Max Trade Drawdown | -115568 | -121932 | -9485 | -421487 | -418602 | -47972 |
Profit Factor | 2.7117 | 2.9135 | 1.2448 | 1.298 | 1.3083 | 1.216 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.6213 | 3.5859 | 0.9519 | 1.2548 | 1.6102 | 0.9299 |
Largest Winning Trade | 415474 | 415474 | 7695 | 403416 | 403416 | 20652 |
Largest Losing Trade | -44450 | -44450 | -8212 | -147841 | -147841 | -44486 |
Avg Bars in Trades | 91 | 182 | 3 | 91 | 182 | 3 |
Avg Bars in Winners | 133 | 303 | 3 | 133 | 303 | 3 |
Avg Bars in Losers | 47 | 83 | 2 | 47 | 83 | 2 |
Bars Traded | 5373 | 5283 | 90 | 5373 | 5283 | 90 |
Profit Streak | 239.0735 | 240.7402 | 239.0735 | 239.0735 | 240.7402 | 239.0735 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167848 | 338339 | -352044 | -279135 | -135312 | -342643 |
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "trading_pair": "MKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1595491200000, "first_datapoint_time": 1596556800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759801554298, "expiration_time": 1762767360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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