Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289667.5682 | 363044.9032 | -73377.335 | -67356.6173 | 139273.3353 | -206629.9526 |
Total P&L (%) | 289.6676 | 363.0449 | -73.3773 | -67.3566 | 139.2733 | -206.63 |
Avg Daily Profit (%) | 0.1573 | 0.1971 | -0.0398 | -0.0608 | 0.0474 | 0 |
Buy And Hold Return (%) | 113.6006 | 113.6006 | 113.6006 | 113.6006 | 113.6006 | 113.6006 |
Max Trade Drawdown | -210195 | -123101 | -116218 | -233207 | -58964 | -188274 |
Profit Factor | 1.5101 | 2.4067 | 0.7632 | 0.8335 | 2.106 | 0.2586 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 47.541 | 46.6667 | 48.3871 | 47.541 | 46.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.6663 | 2.7505 | 0.814 | 0.9198 | 2.4069 | 0.2759 |
Largest Winning Trade | 277561 | 277561 | 43179 | 176709 | 176709 | 17307 |
Largest Losing Trade | -81346 | -35230 | -81346 | -104450 | -28148 | -104450 |
Avg Bars in Trades | 57 | 71 | 43 | 57 | 71 | 43 |
Avg Bars in Winners | 71 | 83 | 59 | 71 | 83 | 59 |
Avg Bars in Losers | 44 | 60 | 28 | 44 | 60 | 28 |
Bars Traded | 3490 | 2145 | 1345 | 3490 | 2145 | 1345 |
Profit Streak | 0 | 97.412 | 0 | 0 | 97.412 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160732 | 304582 | -581445 | -747734 | -221870 | -581445 |
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{ "first_band": { "type": "wma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3683, "evaluation_days": 1841.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759398800715, "expiration_time": 1764136368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "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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