Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5713282.076 | 5702681.1914 | 10600.8846 | 125479.174 | 2546244.7419 | -2420765.5679 |
Total P&L (%) | 5713.2821 | 5702.6812 | 10.6009 | 125.4792 | 2546.2447 | -2420.7656 |
Avg Daily Profit (%) | 2.4706 | 2.466 | 0.0046 | 0.0352 | 0.1418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192911 | -187620 | -80932 | -9142170 | -5036050 | -4855685 |
Profit Factor | 10.2665 | 14.5988 | 1.0538 | 1.01 | 1.3621 | 0.5597 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 38.7097 | 56.25 | 47.619 | 38.7097 | 56.25 |
Ratio Avg Win / Avg Loss | 11.2932 | 23.1147 | 0.8196 | 1.111 | 2.1567 | 0.4353 |
Largest Winning Trade | 5703936 | 5703936 | 52174 | 5264712 | 5264712 | 1541903 |
Largest Losing Trade | -67739 | -67739 | -48420 | -3678680 | -3678680 | -3555262 |
Avg Bars in Trades | 68 | 113 | 25 | 68 | 113 | 25 |
Avg Bars in Winners | 83 | 168 | 26 | 83 | 168 | 26 |
Avg Bars in Losers | 55 | 79 | 24 | 55 | 79 | 24 |
Bars Traded | 4338 | 3529 | 809 | 4338 | 3529 | 809 |
Profit Streak | 82.1218 | 100.6218 | 82.1218 | 82.1218 | 100.6218 | 82.1218 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127819 | 693723 | -495225 | -506393 | -5681 | -579164 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4625, "evaluation_days": 2312.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566086400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759114525962, "expiration_time": 1765098000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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