Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634568.8699 | 542493.6914 | 92075.1785 | 612112.3314 | 389618.5644 | 222493.7669 |
Total P&L (%) | 634.5689 | 542.4937 | 92.0752 | 612.1123 | 389.6186 | 222.4938 |
Avg Daily Profit (%) | 0.3406 | 0.2912 | 0.0494 | 0.1054 | 0.0853 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126390 | -58855 | -81303 | -544752 | -311253 | -280134 |
Profit Factor | 2.3934 | 3.4079 | 1.4001 | 1.2773 | 1.3784 | 1.189 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 36.7647 | 32.3529 | 41.1765 | 36.7647 | 32.3529 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.1166 | 7.1256 | 2.0002 | 2.197 | 2.882 | 1.6985 |
Largest Winning Trade | 449345 | 449345 | 57866 | 418926 | 378340 | 418926 |
Largest Losing Trade | -49805 | -28325 | -49805 | -230370 | -117436 | -230370 |
Avg Bars in Trades | 104 | 87 | 121 | 104 | 87 | 121 |
Avg Bars in Winners | 184 | 151 | 210 | 184 | 151 | 210 |
Avg Bars in Losers | 58 | 56 | 60 | 58 | 56 | 60 |
Bars Traded | 7121 | 2974 | 4147 | 7121 | 2974 | 4147 |
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 | -105125 | 304358 | -128550 | -169688 | -84279 | -123976 |
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{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 75, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758918016269, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 75, "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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