Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2895399.8715 | 2781621.0617 | 113778.8098 | 1881021.9908 | 2394359.5426 | -513337.5518 |
Total P&L (%) | 2895.3999 | 2781.6211 | 113.7788 | 1881.022 | 2394.3595 | -513.3376 |
Avg Daily Profit (%) | 1.2511 | 1.202 | 0.0492 | 0.1291 | 0.1391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182931 | -103084 | -146114 | -6105860 | -3882576 | -2980272 |
Profit Factor | 4.8324 | 7.6466 | 1.3376 | 1.1042 | 1.229 | 0.9324 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 38.4615 | 32.6087 | 44.4444 | 38.4615 | 32.6087 | 44.4444 |
Ratio Avg Win / Avg Loss | 7.7319 | 15.8029 | 1.672 | 1.7668 | 2.5399 | 1.1655 |
Largest Winning Trade | 2462611 | 2462611 | 79900 | 5998253 | 5998253 | 1234263 |
Largest Losing Trade | -54126 | -54126 | -42444 | -2153760 | -2153760 | -2079813 |
Avg Bars in Trades | 97 | 84 | 110 | 97 | 84 | 110 |
Avg Bars in Winners | 175 | 167 | 182 | 175 | 167 | 182 |
Avg Bars in Losers | 48 | 45 | 53 | 48 | 45 | 53 |
Bars Traded | 8890 | 3909 | 4981 | 8890 | 3909 | 4981 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611469 | 552724 | -127923 | -129242 | -12867 | -581205 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562954400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299764056, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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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