Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2917483.5509 | 2756082.8824 | 161400.6685 | 5932476.0531 | 654007.9698 | 5278468.0832 |
Total P&L (%) | 2917.4836 | 2756.0829 | 161.4007 | 5932.4761 | 654.008 | 5278.4681 |
Avg Daily Profit (%) | 1.2578 | 1.1882 | 0.0696 | 0.1769 | 0.0871 | 0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126466 | -99485 | -59896 | -9466592 | -8190257 | -4493391 |
Profit Factor | 5.2311 | 8.152 | 1.5306 | 1.1962 | 1.0354 | 1.4488 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 38.7097 | 31.9149 | 45.6522 | 38.7097 | 31.9149 | 45.6522 |
Ratio Avg Win / Avg Loss | 8.2826 | 17.391 | 1.8222 | 1.894 | 2.2089 | 1.7248 |
Largest Winning Trade | 2393352 | 2393352 | 81101 | 5476875 | 5476875 | 4460797 |
Largest Losing Trade | -48771 | -29265 | -48771 | -2506758 | -2443873 | -2506758 |
Avg Bars in Trades | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Winners | 84 | 79 | 87 | 84 | 79 | 87 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 4471 | 2085 | 2386 | 4471 | 2085 | 2386 |
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 | 625863 | 542854 | -99040 | 4407 | -263634 | 298272 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4639, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730635570, "expiration_time": 1765720944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "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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