Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426447.8008 | 351799.6399 | 74648.1609 | 22686.9617 | -35224.2115 | 57911.1732 |
Total P&L (%) | 426.4478 | 351.7996 | 74.6482 | 22.687 | -35.2242 | 57.9112 |
Avg Daily Profit (%) | 0.2437 | 0.201 | 0.0427 | 0.0117 | -0.0248 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135564 | -126103 | -106153 | -150817 | -193012 | -109240 |
Profit Factor | 1.3394 | 1.5505 | 1.1209 | 1.0174 | 0.9493 | 1.0945 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 179 | 97 | 82 | 179 | 97 | 82 |
Profitability (%) | 41.8831 | 37.013 | 46.7532 | 41.8831 | 37.013 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.8585 | 2.6385 | 1.2766 | 1.4117 | 1.6155 | 1.2466 |
Largest Winning Trade | 297900 | 297900 | 48927 | 131568 | 131568 | 46317 |
Largest Losing Trade | -29543 | -18708 | -29543 | -37877 | -37877 | -29055 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3474 | 1619 | 1855 | 3474 | 1619 | 1855 |
Profit Streak | 10.6446 | 0 | 37.1446 | 10.6446 | 0 | 37.1446 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317183 | 210030 | -222785 | -384384 | -582521 | -274631 |
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{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 5, "offset": 0 } } }
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{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3500, "evaluation_days": 1750, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1609070400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375697415, "expiration_time": 1763899200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 5, "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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