Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073639.0518 | 1133200.8384 | -59561.7865 | 199386.2575 | 928654.7778 | -729268.5203 |
Total P&L (%) | 1073.6391 | 1133.2008 | -59.5618 | 199.3863 | 928.6548 | -729.2685 |
Avg Daily Profit (%) | 0.4945 | 0.522 | -0.0274 | 0.0505 | 0.1074 | 0 |
Buy And Hold Return (%) | 525.8776 | 525.8776 | 525.8776 | 525.8776 | 525.8776 | 525.8776 |
Max Trade Drawdown | -250605 | -149766 | -131626 | -1320623 | -652920 | -1050044 |
Profit Factor | 2.5626 | 4.0962 | 0.8145 | 1.0648 | 1.6048 | 0.5265 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 41.0256 | 39.4737 | 40.2597 | 41.0256 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.8026 | 5.8883 | 1.2489 | 1.5801 | 2.3069 | 0.8073 |
Largest Winning Trade | 833967 | 833967 | 66995 | 590408 | 590408 | 247267 |
Largest Losing Trade | -44580 | -40051 | -44580 | -454623 | -215718 | -454623 |
Avg Bars in Trades | 80 | 82 | 77 | 80 | 82 | 77 |
Avg Bars in Winners | 141 | 150 | 132 | 141 | 150 | 132 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 6174 | 3234 | 2939 | 6174 | 3234 | 2939 |
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 | -41235 | 309455 | -583191 | -489390 | -58044 | -584858 |
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{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6513, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577692800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759517842244, "expiration_time": 1765134432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "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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