Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3223731.8566 | -194242.0044 | -3029489.8522 | -98760.6613 | 19559187.631 | -19657948.2923 |
Total P&L (%) | -3223.7319 | -194.242 | -3029.4899 | -98.7607 | 19559.1876 | -19657.9483 |
Avg Daily Profit (%) | -1.3921 | -0.0839 | -1.3083 | -0.1894 | 0.2283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3382800 | -242661 | -3140138 | -28220976 | -1782859 | -30588459 |
Profit Factor | 0.1715 | 0.5828 | 0.1156 | 0.9972 | 6.6955 | 0.3708 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 26 | 34 | 50 | 26 | 24 |
Losing Trades | 29 | 18 | 11 | 39 | 18 | 21 |
Profitability (%) | 67.4157 | 59.0909 | 75.5556 | 56.1798 | 59.0909 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0829 | 0.4035 | 0.0374 | 0.7778 | 4.6354 | 0.3245 |
Largest Winning Trade | 34920 | 28840 | 34920 | 16367274 | 16367274 | 4694410 |
Largest Losing Trade | -2539673 | -81893 | -2539673 | -19712907 | -1782859 | -19712907 |
Avg Bars in Trades | 74 | 85 | 64 | 74 | 85 | 64 |
Avg Bars in Winners | 27 | 26 | 28 | 68 | 85 | 50 |
Avg Bars in Losers | 172 | 170 | 176 | 83 | 85 | 81 |
Bars Traded | 6671 | 3757 | 2914 | 6671 | 3757 | 2914 |
Profit Streak | 83.4117 | 83.4117 | 125.745 | 83.4117 | 83.4117 | 125.745 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576458 | -578175 | -576013 | -578193 | 698773 | -578894 |
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{ "first_band": { "type": "ema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6947, "evaluation_days": 2315.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562688000000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759398770567, "expiration_time": 1765394208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 117, "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) |
---|