Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445620.7383 | 1426926.1502 | 18694.5881 | 35571.8387 | -101182.4774 | 136754.3161 |
Total P&L (%) | 1445.6207 | 1426.9262 | 18.6946 | 35.5718 | -101.1825 | 136.7543 |
Avg Daily Profit (%) | 0.6146 | 0.6067 | 0.0079 | 0.0129 | 0 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151883 | -105113 | -122492 | -276961 | -323221 | -190873 |
Profit Factor | 3.1855 | 5.107 | 1.0595 | 1.0321 | 0.8428 | 1.2935 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 36.2319 | 31.4286 | 41.1765 | 36.2319 | 31.4286 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.6065 | 11.1425 | 1.5136 | 1.8164 | 1.8389 | 1.8479 |
Largest Winning Trade | 1501631 | 1501631 | 54858 | 241315 | 241315 | 137886 |
Largest Losing Trade | -41837 | -35819 | -41837 | -100163 | -100163 | -81010 |
Avg Bars in Trades | 64 | 56 | 72 | 64 | 56 | 72 |
Avg Bars in Winners | 110 | 101 | 116 | 110 | 101 | 116 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 4418 | 1965 | 2453 | 4418 | 1965 | 2453 |
Profit Streak | 0 | 0 | 76.5524 | 0 | 0 | 76.5524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93962 | 437587 | -346788 | -473955 | -585232 | -145675 |
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{ "first_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561204800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892530536, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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