Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319450.1803 | 254662.426 | 64787.7543 | 367129.9989 | 215962.0066 | 151167.9923 |
Total P&L (%) | 319.4502 | 254.6624 | 64.7878 | 367.13 | 215.962 | 151.168 |
Avg Daily Profit (%) | 0.1772 | 0.1412 | 0.0359 | 0.0855 | 0.0638 | 0.0511 |
Buy And Hold Return (%) | 82.5592 | 82.5592 | 82.5592 | 82.5592 | 82.5592 | 82.5592 |
Max Trade Drawdown | -103677 | -61581 | -164382 | -111107 | -68042 | -116888 |
Profit Factor | 1.3613 | 1.6271 | 1.1355 | 1.4103 | 1.4903 | 1.3327 |
Total Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Winning Trades | 306 | 158 | 148 | 306 | 158 | 148 |
Losing Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Profitability (%) | 72.6841 | 75.2381 | 70.1422 | 72.6841 | 75.2381 | 70.1422 |
Ratio Avg Win / Avg Loss | 0.5116 | 0.5355 | 0.4834 | 0.53 | 0.4905 | 0.5673 |
Largest Winning Trade | 31745 | 20589 | 31745 | 90513 | 68906 | 90513 |
Largest Losing Trade | -70334 | -36159 | -70334 | -56814 | -45757 | -56814 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 7007 | 3130 | 3877 | 7007 | 3130 | 3877 |
Profit Streak | 634.3823 | 634.3823 | 650.3823 | 634.3823 | 634.3823 | 650.3823 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386227 | -1772 | -378970 | -74652 | -106132 | -129263 |
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{ "first_band": { "type": "fwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "trading_pair": "XMR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7212, "evaluation_days": 1803, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1556712000000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759828234514, "expiration_time": 1713060576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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