Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444034.007 | 295831.5876 | 148202.4194 | 296102.7069 | 23466.1622 | 272636.5447 |
Total P&L (%) | 444.034 | 295.8316 | 148.2024 | 296.1027 | 23.4662 | 272.6365 |
Avg Daily Profit (%) | 0.2341 | 0.156 | 0.0781 | 0.0726 | 0.0111 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133867 | -91738 | -73254 | -1304569 | -942022 | -424276 |
Profit Factor | 1.5477 | 1.6307 | 1.4338 | 1.0718 | 1.0093 | 1.1711 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 47.5 | 46.25 | 48.75 | 47.5 | 46.25 | 48.75 |
Ratio Avg Win / Avg Loss | 1.7107 | 1.8952 | 1.5073 | 1.1846 | 1.1729 | 1.2311 |
Largest Winning Trade | 140247 | 140247 | 55104 | 710952 | 710952 | 345169 |
Largest Losing Trade | -42905 | -42905 | -41636 | -497543 | -497543 | -188512 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 3584 | 2330 | 1254 | 3584 | 2330 | 1254 |
Profit Streak | 0 | 0 | 80.5402 | 0 | 0 | 80.5402 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387560 | -10306 | -105303 | -237446 | -413537 | -151349 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3793, "evaluation_days": 1896.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064272974, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 52, "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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