Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8501930.1136 | 236162.3423 | -8738092.456 | 102214599.1228 | -479414972.3338 | 581629571.4566 |
Total P&L (%) | -8501.9301 | 236.1623 | -8738.0925 | 102214.5991 | -479414.9723 | 581629.5715 |
Avg Daily Profit (%) | -3.7652 | 0.1046 | -3.8698 | 0.3074 | 0 | 0.3846 |
Buy And Hold Return (%) | 10832.5734 | 10832.5734 | 10832.5734 | 10832.5734 | 10832.5734 | 10832.5734 |
Max Trade Drawdown | -8771998 | -53126 | -8798508 | -748617998 | -490470698 | -393393486 |
Profit Factor | 0.0747 | 3.0161 | 0.0367 | 1.1016 | 0.1759 | 2.3712 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 19 | 21 | 26 | 11 | 15 |
Losing Trades | 26 | 14 | 12 | 40 | 22 | 18 |
Profitability (%) | 60.6061 | 57.5758 | 63.6364 | 39.3939 | 33.3333 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0486 | 2.2224 | 0.021 | 1.6948 | 0.3519 | 2.8454 |
Largest Winning Trade | 62966 | 62966 | 44557 | 548624597 | 61731047 | 548624597 |
Largest Losing Trade | -8745612 | -32917 | -8745612 | -149390643 | -149390643 | -134985926 |
Avg Bars in Trades | 94 | 70 | 119 | 94 | 70 | 119 |
Avg Bars in Winners | 74 | 51 | 94 | 108 | 101 | 112 |
Avg Bars in Losers | 126 | 95 | 163 | 86 | 54 | 125 |
Bars Traded | 6259 | 2312 | 3947 | 6259 | 2312 | 3947 |
Profit Streak | 122.0319 | 122.0319 | 229.6986 | 122.0319 | 122.0319 | 359.3652 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706944 | -211848 | -578061 | -230631 | -586718 | 492575 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6774, "evaluation_days": 2258, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569427200000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757378755488, "expiration_time": 1763228736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "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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