Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415055.5803 | 114523.9763 | 300531.6039 | 947762.7977 | 1167676.4885 | -219913.6909 |
Total P&L (%) | 415.0556 | 114.524 | 300.5316 | 947.7628 | 1167.6765 | -219.9137 |
Avg Daily Profit (%) | 0.2736 | 0.0755 | 0.1981 | 0.155 | 0.1675 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84801 | -47990 | -87419 | -2056323 | -580009 | -2398306 |
Profit Factor | 2.0924 | 1.7828 | 2.2863 | 1.165 | 1.7605 | 0.9478 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 63.3803 | 61.1111 | 65.7143 | 63.3803 | 61.1111 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.209 | 1.1345 | 1.1928 | 0.6731 | 1.1203 | 0.4945 |
Largest Winning Trade | 45649 | 45649 | 43461 | 633390 | 509295 | 633390 |
Largest Losing Trade | -61112 | -25547 | -61112 | -1563680 | -259608 | -1563680 |
Avg Bars in Trades | 81 | 37 | 125 | 81 | 37 | 125 |
Avg Bars in Winners | 82 | 35 | 128 | 82 | 35 | 128 |
Avg Bars in Losers | 78 | 41 | 120 | 78 | 41 | 120 |
Bars Traded | 5753 | 1355 | 4398 | 5753 | 1355 | 4398 |
Profit Streak | 50.074 | 110.574 | 0 | 50.074 | 110.574 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77583 | -87498 | 463448 | -121790 | 445797 | -578750 |
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{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 195, "offset": 0 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6069, "evaluation_days": 1517.25, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1632096000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829593613, "expiration_time": 1762647912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 195, "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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