Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394392.9368 | 1311807.9584 | 82584.9783 | 2249708.932 | 1058129.6198 | 1191579.3122 |
Total P&L (%) | 1394.3929 | 1311.808 | 82.585 | 2249.7089 | 1058.1296 | 1191.5793 |
Avg Daily Profit (%) | 0.5574 | 0.5244 | 0.033 | 0.1263 | 0.098 | 0.1023 |
Buy And Hold Return (%) | 329.5266 | 329.5266 | 329.5266 | 329.5266 | 329.5266 | 329.5266 |
Max Trade Drawdown | -71722 | -66443 | -39600 | -2381817 | -2290572 | -848450 |
Profit Factor | 5.0513 | 5.9487 | 2.044 | 1.4048 | 1.2495 | 1.9055 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 57.6271 | 51.7241 | 63.3333 |
Ratio Avg Win / Avg Loss | 3.7142 | 5.5521 | 1.1834 | 1.033 | 1.1662 | 1.1032 |
Largest Winning Trade | 1200983 | 1200983 | 29555 | 2548844 | 2548844 | 816045 |
Largest Losing Trade | -39115 | -39115 | -23808 | -909976 | -909976 | -523157 |
Avg Bars in Trades | 79 | 126 | 34 | 79 | 126 | 34 |
Avg Bars in Winners | 92 | 157 | 40 | 92 | 157 | 40 |
Avg Bars in Losers | 63 | 93 | 25 | 63 | 93 | 25 |
Bars Traded | 4718 | 3674 | 1044 | 4718 | 3674 | 1044 |
Profit Streak | 161.2785 | 161.2785 | 203.7785 | 161.2785 | 161.2785 | 203.7785 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160190 | 655054 | -308750 | -200508 | -63783 | -52966 |
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{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1552694400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759603259743, "expiration_time": 1766063088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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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