Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586131.4303 | 539761.2059 | 46370.2244 | 115420.653 | 127278.5413 | -11857.8883 |
Total P&L (%) | 586.1314 | 539.7612 | 46.3702 | 115.4207 | 127.2785 | -11.8579 |
Avg Daily Profit (%) | 0.3146 | 0.2898 | 0.0249 | 0.0412 | 0.0441 | -0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147005 | -97362 | -93750 | -424809 | -313111 | -254830 |
Profit Factor | 1.957 | 2.7573 | 1.1519 | 1.077 | 1.1733 | 0.9845 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 42.735 | 36.2069 | 49.1525 | 42.735 | 36.2069 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.6224 | 4.8581 | 1.1916 | 1.4432 | 2.0672 | 1.0184 |
Largest Winning Trade | 569968 | 569968 | 47242 | 426758 | 426758 | 90850 |
Largest Losing Trade | -35674 | -30685 | -35674 | -176508 | -91513 | -176508 |
Avg Bars in Trades | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Winners | 138 | 142 | 134 | 138 | 142 | 134 |
Avg Bars in Losers | 59 | 54 | 65 | 59 | 54 | 65 |
Bars Traded | 10909 | 5030 | 5879 | 10909 | 5030 | 5879 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367927 | -171630 | -391750 | -276221 | -348543 | -756121 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 28, "offset": 117 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892249436, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 28, "offset": 117 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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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