Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704678.5989 | 575629.4791 | 129049.1199 | 1211396.5653 | -5331.0521 | 1216727.6175 |
Total P&L (%) | 704.6786 | 575.6295 | 129.0491 | 1211.3966 | -5.3311 | 1216.7276 |
Avg Daily Profit (%) | 0.3748 | 0.3061 | 0.0686 | 0.137 | -0.0029 | 0.1372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94013 | -59465 | -83270 | -1539180 | -984149 | -648398 |
Profit Factor | 2.4173 | 3.0562 | 1.594 | 1.34 | 0.9976 | 1.9079 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 37.6344 | 25.5319 | 50 | 37.6344 | 25.5319 | 50 |
Ratio Avg Win / Avg Loss | 4.0057 | 8.9138 | 1.594 | 2.2206 | 2.9097 | 1.9079 |
Largest Winning Trade | 427977 | 427977 | 62630 | 848090 | 848090 | 629198 |
Largest Losing Trade | -38168 | -38168 | -21388 | -477133 | -477133 | -225092 |
Avg Bars in Trades | 77 | 65 | 90 | 77 | 65 | 90 |
Avg Bars in Winners | 147 | 154 | 143 | 147 | 154 | 143 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 7250 | 3087 | 4163 | 7250 | 3087 | 4163 |
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 | 344744 | -12883 | -98229 | -12880 | -605667 | -5774 |
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 1880.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600862400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760231940556, "expiration_time": 1765079208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 38, "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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