Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237042.963 | 49627.9697 | 187414.9933 | 251898.5893 | 104788.4645 | 147110.1248 |
Total P&L (%) | 237.043 | 49.628 | 187.415 | 251.8986 | 104.7885 | 147.1101 |
Avg Daily Profit (%) | 0.1841 | 0.0386 | 0.1456 | 0.0978 | 0.0557 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122000 | -78939 | -59117 | -146343 | -86876 | -145244 |
Profit Factor | 1.4819 | 1.1834 | 1.8473 | 1.3525 | 1.3157 | 1.3844 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 51.4925 | 49.2537 | 53.7313 | 51.4925 | 49.2537 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.396 | 1.2192 | 1.5907 | 1.2741 | 1.3556 | 1.1921 |
Largest Winning Trade | 45245 | 45245 | 34510 | 61616 | 61616 | 57254 |
Largest Losing Trade | -38051 | -23318 | -38051 | -81867 | -50699 | -81867 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 4840 | 2338 | 2502 | 4840 | 2338 | 2502 |
Profit Streak | 73.9651 | 146.7151 | 73.9651 | 73.9651 | 146.7151 | 73.9651 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381723 | -277162 | -110815 | -60093 | -233915 | -214106 |
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{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5149, "evaluation_days": 1287.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1651039200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928181608, "expiration_time": 1762051752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 87, "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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