Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293446.3806 | 195583.3965 | 97862.9841 | -39070.557 | 264348.4884 | -303419.0454 |
Total P&L (%) | 293.4464 | 195.5834 | 97.863 | -39.0706 | 264.3485 | -303.419 |
Avg Daily Profit (%) | 0.1538 | 0.1025 | 0.0513 | -0.026 | 0.0678 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202303 | -129429 | -93704 | -796294 | -515418 | -463732 |
Profit Factor | 1.2013 | 1.2533 | 1.1428 | 0.9915 | 1.1132 | 0.8664 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 175 | 81 | 94 | 175 | 81 | 94 |
Losing Trades | 199 | 106 | 93 | 199 | 106 | 93 |
Profitability (%) | 46.7914 | 43.3155 | 50.2674 | 46.7914 | 43.3155 | 50.2674 |
Ratio Avg Win / Avg Loss | 1.3661 | 1.6401 | 1.1306 | 1.1275 | 1.4568 | 0.8572 |
Largest Winning Trade | 147404 | 147404 | 48208 | 389401 | 389401 | 174083 |
Largest Losing Trade | -34600 | -32292 | -34600 | -207612 | -191291 | -207612 |
Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Winners | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 5658 | 3100 | 2558 | 5658 | 3100 | 2558 |
Profit Streak | 18.4649 | 18.4649 | 28.1316 | 18.4649 | 18.4649 | 28.1316 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329968 | -56580 | -186180 | -576652 | -199801 | -579032 |
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{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5725, "evaluation_days": 1908.33, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1596787200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760094569330, "expiration_time": 1765029600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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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