Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278163.8967 | 312352.2615 | -34188.3648 | -80769.8946 | 184947.2607 | -265717.1553 |
Total P&L (%) | 278.1639 | 312.3523 | -34.1884 | -80.7699 | 184.9473 | -265.7172 |
Avg Daily Profit (%) | 0.1463 | 0.1643 | -0.018 | -0.0867 | 0.0551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270995 | -203929 | -108401 | -442807 | -186697 | -266454 |
Profit Factor | 1.4468 | 1.788 | 0.8488 | 0.8526 | 1.7764 | 0.1421 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.7633 | 2.384 | 0.9487 | 1.0391 | 2.3686 | 0.1588 |
Largest Winning Trade | 419560 | 419560 | 33565 | 367488 | 367488 | 6685 |
Largest Losing Trade | -56472 | -56472 | -51653 | -181218 | -62176 | -181218 |
Avg Bars in Trades | 64 | 106 | 23 | 64 | 106 | 23 |
Avg Bars in Winners | 84 | 140 | 34 | 84 | 140 | 34 |
Avg Bars in Losers | 47 | 80 | 13 | 47 | 80 | 13 |
Bars Traded | 4550 | 3710 | 840 | 4550 | 3710 | 840 |
Profit Streak | 0 | 237.7111 | 0 | 0 | 237.7111 | 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 | -88842 | 306353 | -581582 | -672305 | -118182 | -581582 |
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5704, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759511034748, "expiration_time": 1764406656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "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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