Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580298.0891 | 492861.6321 | 87436.4569 | 349851.8453 | 202870.5762 | 146981.2691 |
Total P&L (%) | 580.2981 | 492.8616 | 87.4365 | 349.8518 | 202.8706 | 146.9813 |
Avg Daily Profit (%) | 0.3086 | 0.2621 | 0.0465 | 0.08 | 0.059 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121264 | -63081 | -72870 | -733744 | -615083 | -384465 |
Profit Factor | 2.4097 | 3.3739 | 1.4285 | 1.1442 | 1.1671 | 1.1212 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 34.2857 | 44.1176 | 39.1304 | 34.2857 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.7484 | 6.4667 | 1.8095 | 1.7798 | 2.2369 | 1.4202 |
Largest Winning Trade | 474254 | 474254 | 61779 | 504326 | 504326 | 258111 |
Largest Losing Trade | -46948 | -33556 | -46948 | -286696 | -220996 | -286696 |
Avg Bars in Trades | 104 | 90 | 119 | 104 | 90 | 119 |
Avg Bars in Winners | 208 | 176 | 233 | 208 | 176 | 233 |
Avg Bars in Losers | 38 | 45 | 29 | 38 | 45 | 29 |
Bars Traded | 7241 | 3176 | 4065 | 7241 | 3176 | 4065 |
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 | -96947 | 305386 | -131126 | -257462 | -155974 | -218140 |
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{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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": 1602374400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760222458917, "expiration_time": 1765079208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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