Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619217.3475 | 385902.5551 | 233314.7924 | 1416347.1572 | 931372.9987 | 484974.1586 |
Total P&L (%) | 619.2173 | 385.9026 | 233.3148 | 1416.3472 | 931.373 | 484.9742 |
Avg Daily Profit (%) | 0.3253 | 0.2027 | 0.1226 | 0.1429 | 0.1227 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132749 | -83554 | -108457 | -1940732 | -1491548 | -1619842 |
Profit Factor | 1.5563 | 1.8159 | 1.3645 | 1.0959 | 1.1421 | 1.0591 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 61.3953 | 61.6822 | 61.1111 | 61.3953 | 61.6822 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9786 | 1.128 | 0.8683 | 0.6891 | 0.7095 | 0.6739 |
Largest Winning Trade | 50036 | 50036 | 40931 | 539622 | 393902 | 539622 |
Largest Losing Trade | -61847 | -34254 | -61847 | -1011879 | -900365 | -1011879 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 3744 | 1772 | 1972 | 3744 | 1772 | 1972 |
Profit Streak | 0 | 27.6754 | 0 | 0 | 27.6754 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431005 | 433501 | -29115 | -115603 | -92651 | -224795 |
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{ "first_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 1.73394 } } }
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{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596153600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758859955015, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 1.73394 } } }
# | 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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