Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688827.1955 | 593022.0187 | 95805.1768 | 587496.8379 | 202992.2629 | 384504.5749 |
Total P&L (%) | 688.8272 | 593.022 | 95.8052 | 587.4968 | 202.9923 | 384.5046 |
Avg Daily Profit (%) | 0.3681 | 0.3169 | 0.0512 | 0.1031 | 0.0593 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104741 | -65754 | -76696 | -819710 | -473539 | -531733 |
Profit Factor | 2.6041 | 3.5525 | 1.4861 | 1.2444 | 1.1675 | 1.3225 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 46.8354 | 40 | 53.8462 | 46.8354 | 40 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.9561 | 5.3288 | 1.2738 | 1.4126 | 1.7513 | 1.1336 |
Largest Winning Trade | 552427 | 552427 | 49993 | 343446 | 343446 | 309654 |
Largest Losing Trade | -39541 | -39541 | -37797 | -477107 | -141365 | -477107 |
Avg Bars in Trades | 91 | 75 | 106 | 91 | 75 | 106 |
Avg Bars in Winners | 147 | 130 | 159 | 147 | 130 | 159 |
Avg Bars in Losers | 41 | 39 | 45 | 41 | 39 | 45 |
Bars Traded | 7200 | 3035 | 4166 | 7200 | 3035 | 4166 |
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 | -18067 | 428737 | -122809 | -87732 | -152799 | -79597 |
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{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7486, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759474207618, "expiration_time": 1764300528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "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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