Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3033131.1116 | 2772675.3356 | 260455.776 | 44957921.1497 | 1458906.5066 | 43499014.643 |
Total P&L (%) | 3033.1311 | 2772.6753 | 260.4558 | 44957.9212 | 1458.9065 | 43499.0146 |
Avg Daily Profit (%) | 1.3116 | 1.199 | 0.1126 | 0.2646 | 0.1188 | 0.2632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126413 | -61716 | -74724 | -71271449 | -45541879 | -34518513 |
Profit Factor | 6.908 | 10.0836 | 2.2513 | 1.316 | 1.0167 | 1.7927 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 44.4444 | 34.375 | 54.8387 | 44.4444 | 34.375 | 54.8387 |
Ratio Avg Win / Avg Loss | 8.635 | 19.2505 | 1.854 | 1.645 | 1.941 | 1.4763 |
Largest Winning Trade | 2247397 | 2247397 | 80795 | 32066369 | 32066369 | 25488471 |
Largest Losing Trade | -35311 | -33642 | -35311 | -21971526 | -21971526 | -13214269 |
Avg Bars in Trades | 70 | 65 | 76 | 70 | 65 | 76 |
Avg Bars in Winners | 117 | 124 | 112 | 117 | 124 | 112 |
Avg Bars in Losers | 33 | 34 | 33 | 33 | 34 | 33 |
Bars Traded | 4462 | 2095 | 2367 | 4462 | 2095 | 2367 |
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 | -131299 | 573546 | -37760 | -143555 | -241096 | 412340 |
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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": 1563192000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759114529550, "expiration_time": 1765098000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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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