Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259802.5655 | 200471.9216 | 59330.6439 | 486254.0695 | 320182.9149 | 166071.1546 |
Total P&L (%) | 259.8026 | 200.4719 | 59.3306 | 486.2541 | 320.1829 | 166.0712 |
Avg Daily Profit (%) | 0.4988 | 0.3849 | 0.1139 | 0.3401 | 0.276 | 0.1881 |
Buy And Hold Return (%) | 74.0581 | 74.0581 | 74.0581 | 74.0581 | 74.0581 | 74.0581 |
Max Trade Drawdown | -50930 | -33674 | -40459 | -373223 | -228835 | -241456 |
Profit Factor | 1.5252 | 1.7938 | 1.245 | 1.2276 | 1.2865 | 1.1629 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 39.759 | 40 | 39.5161 | 39.759 | 40 | 39.5161 |
Ratio Avg Win / Avg Loss | 2.3108 | 2.6907 | 1.9056 | 1.8599 | 1.9298 | 1.78 |
Largest Winning Trade | 90715 | 90715 | 25348 | 188288 | 188288 | 100898 |
Largest Losing Trade | -13638 | -10768 | -13638 | -78015 | -70779 | -78015 |
Avg Bars in Trades | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Winners | 144 | 143 | 145 | 144 | 143 | 145 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24870 | 12603 | 12267 | 24870 | 12603 | 12267 |
Profit Streak | 12.2783 | 14.945 | 12.2783 | 12.2783 | 14.945 | 12.2783 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300583 | 217499 | -210088 | 271612 | 153290 | -42208 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.37761 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713328200000, "first_datapoint_time": 1713551400000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758327046558, "expiration_time": 1764806400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.37761 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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