Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161733.7186 | 1069236.0239 | 92497.6947 | 4089276.2101 | 4466588.6963 | -377312.4862 |
Total P&L (%) | 1161.7337 | 1069.236 | 92.4977 | 4089.2762 | 4466.5887 | -377.3125 |
Avg Daily Profit (%) | 0.5148 | 0.4738 | 0.041 | 0.1657 | 0.1695 | 0 |
Buy And Hold Return (%) | 320.0193 | 320.0193 | 320.0193 | 320.0193 | 320.0193 | 320.0193 |
Max Trade Drawdown | -109284 | -74455 | -75710 | -12400511 | -6516905 | -9692305 |
Profit Factor | 2.6062 | 4.0802 | 1.2459 | 1.108 | 1.2836 | 0.9829 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 53.3333 | 51.1111 | 55.5556 | 53.3333 | 51.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2804 | 3.9028 | 0.9967 | 0.9695 | 1.2278 | 0.7864 |
Largest Winning Trade | 470662 | 470662 | 63992 | 4782197 | 4782197 | 2416413 |
Largest Losing Trade | -58854 | -48832 | -58854 | -6560184 | -2552154 | -6560184 |
Avg Bars in Trades | 71 | 62 | 80 | 71 | 62 | 80 |
Avg Bars in Winners | 65 | 55 | 74 | 65 | 55 | 74 |
Avg Bars in Losers | 78 | 69 | 87 | 78 | 69 | 87 |
Bars Traded | 6419 | 2808 | 3611 | 6419 | 2808 | 3611 |
Profit Streak | 43.5078 | 0 | 64.1745 | 43.5078 | 0 | 64.1745 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517420 | 536423 | -304500 | -94443 | 286946 | -579432 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1568131200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758831076823, "expiration_time": 1764665280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "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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