Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461649.944 | 383419.2224 | 78230.7216 | 362192.8943 | 1361.4526 | 360831.4417 |
Total P&L (%) | 461.6499 | 383.4192 | 78.2307 | 362.1929 | 1.3615 | 360.8314 |
Avg Daily Profit (%) | 0.429 | 0.3563 | 0.0727 | 0.1424 | 0.0013 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71221 | -69790 | -28212 | -537967 | -495785 | -117289 |
Profit Factor | 2.4404 | 2.5902 | 1.9856 | 1.203 | 1.0009 | 2.0333 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.2777 | 2.7752 | 1.6133 | 1.1228 | 1.0724 | 1.6521 |
Largest Winning Trade | 372322 | 372322 | 22432 | 413775 | 413775 | 129140 |
Largest Losing Trade | -45163 | -45163 | -15603 | -414450 | -414450 | -67434 |
Avg Bars in Trades | 70 | 91 | 48 | 70 | 91 | 48 |
Avg Bars in Winners | 77 | 92 | 65 | 77 | 92 | 65 |
Avg Bars in Losers | 62 | 90 | 29 | 62 | 90 | 29 |
Bars Traded | 4069 | 2649 | 1420 | 4069 | 2649 | 1420 |
Profit Streak | 92.7817 | 92.7817 | 141.0317 | 92.7817 | 92.7817 | 141.0317 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164088 | 494275 | -90517 | -181805 | -576558 | 75413 |
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{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4304, "evaluation_days": 1076, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668708000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759085135355, "expiration_time": 1761871392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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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