Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743364.5207 | 755659.4374 | -12294.9167 | 118456.286 | 252735.4387 | -134279.1527 |
Total P&L (%) | 743.3645 | 755.6594 | -12.2949 | 118.4563 | 252.7354 | -134.2792 |
Avg Daily Profit (%) | 0.4045 | 0.4112 | -0.0067 | 0.0425 | 0.0686 | 0 |
Buy And Hold Return (%) | 124.2543 | 124.2543 | 124.2543 | 124.2543 | 124.2543 | 124.2543 |
Max Trade Drawdown | -140220 | -115196 | -66117 | -566650 | -452871 | -241374 |
Profit Factor | 1.9378 | 2.8659 | 0.9683 | 1.054 | 1.2138 | 0.8672 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 42.446 | 42.8571 | 42.029 | 42.446 | 42.8571 | 42.029 |
Ratio Avg Win / Avg Loss | 2.6275 | 3.8212 | 1.3356 | 1.4292 | 1.6184 | 1.1961 |
Largest Winning Trade | 670408 | 670408 | 46248 | 343803 | 343803 | 164951 |
Largest Losing Trade | -42875 | -35981 | -42875 | -181327 | -181327 | -138327 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 7182 | 3752 | 3430 | 7182 | 3752 | 3430 |
Profit Streak | 0 | 0 | 44.541 | 0 | 0 | 44.541 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367845 | -82534 | -683614 | -465565 | -204549 | -683614 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 16, "offset": 60 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7351, "evaluation_days": 1837.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601920800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064346203, "expiration_time": 1763824248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 16, "offset": 60 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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