Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11305810.564 | 11229854.4642 | 75956.0999 | 52996398.8287 | 59969274.8405 | -6972876.0118 |
Total P&L (%) | 11305.8106 | 11229.8545 | 75.9561 | 52996.3988 | 59969.2748 | -6972.876 |
Avg Daily Profit (%) | 5.0048 | 4.9712 | 0.0336 | 0.2782 | 0.2836 | 0 |
Buy And Hold Return (%) | 9541.6767 | 9541.6767 | 9541.6767 | 9541.6767 | 9541.6767 | 9541.6767 |
Max Trade Drawdown | -65665 | -55790 | -39578 | -30157492 | -11209067 | -20600179 |
Profit Factor | 38.4651 | 78.5752 | 1.4838 | 1.7004 | 2.9907 | 0.8469 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 43.9601 | 102.7522 | 1.4838 | 1.9433 | 3.9109 | 0.8469 |
Largest Winning Trade | 10971016 | 10971016 | 50417 | 46374841 | 46374841 | 18003943 |
Largest Losing Trade | -27214 | -22118 | -27214 | -18948424 | -11209067 | -18948424 |
Avg Bars in Trades | 107 | 109 | 106 | 107 | 109 | 106 |
Avg Bars in Winners | 159 | 176 | 144 | 159 | 176 | 144 |
Avg Bars in Losers | 63 | 58 | 68 | 63 | 58 | 68 |
Bars Traded | 6471 | 3279 | 3192 | 6471 | 3279 | 3192 |
Profit Streak | 0 | 223.5497 | 0 | 0 | 223.5497 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -258581 | -87928 | -312592 | -163832 | 443581 | -580825 |
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{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 2259, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568707200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757481094573, "expiration_time": 1763317728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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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