Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392440.7527 | 317277.8396 | 75162.9132 | 865726.9102 | 442818.4072 | 422908.5029 |
Total P&L (%) | 392.4408 | 317.2778 | 75.1629 | 865.7269 | 442.8184 | 422.9085 |
Avg Daily Profit (%) | 0.2177 | 0.176 | 0.0417 | 0.1259 | 0.0939 | 0.0918 |
Buy And Hold Return (%) | 122.493 | 122.493 | 122.493 | 122.493 | 122.493 | 122.493 |
Max Trade Drawdown | -133700 | -97517 | -88176 | -795841 | -494014 | -553954 |
Profit Factor | 1.2136 | 1.3704 | 1.0766 | 1.0933 | 1.0927 | 1.094 |
Total Trades | 1290 | 645 | 645 | 1290 | 645 | 645 |
Winning Trades | 817 | 427 | 390 | 817 | 427 | 390 |
Losing Trades | 473 | 218 | 255 | 473 | 218 | 255 |
Profitability (%) | 63.3333 | 66.2016 | 60.4651 | 63.3333 | 66.2016 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.7026 | 0.6996 | 0.704 | 0.633 | 0.5579 | 0.7153 |
Largest Winning Trade | 17154 | 15161 | 17154 | 117775 | 98654 | 117775 |
Largest Losing Trade | -38218 | -38218 | -23512 | -365046 | -365046 | -221756 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 10798 | 5005 | 5793 | 10798 | 5005 | 5793 |
Profit Streak | 586.5671 | 0 | 589.5671 | 586.5671 | 0 | 589.5671 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425900 | 302280 | -435829 | -134943 | -184762 | -186842 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "offset": 0 } } }
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{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1552766400000, "last_datapoint_time": 1708387200000, "evaluation_time": 1758922593567, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "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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