Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257645.8292 | 62857.619 | 194788.2102 | 62573.7074 | -234341.03 | 296914.7374 |
Total P&L (%) | 257.6458 | 62.8576 | 194.7882 | 62.5737 | -234.341 | 296.9147 |
Avg Daily Profit (%) | 0.1551 | 0.0378 | 0.1173 | 0.0293 | 0 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115025 | -126787 | -47739 | -398245 | -460747 | -33430 |
Profit Factor | 1.7228 | 1.2259 | 3.4892 | 1.0872 | 0.6382 | 5.2562 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 85.3933 | 84.0909 | 86.6667 | 85.3933 | 84.0909 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.2947 | 0.2319 | 0.5368 | 0.186 | 0.1207 | 0.8086 |
Largest Winning Trade | 79398 | 79398 | 27702 | 74345 | 74345 | 66280 |
Largest Losing Trade | -78041 | -78041 | -35889 | -345043 | -345043 | -27096 |
Avg Bars in Trades | 33 | 52 | 15 | 33 | 52 | 15 |
Avg Bars in Winners | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Losers | 156 | 242 | 56 | 156 | 242 | 56 |
Bars Traded | 2982 | 2303 | 679 | 2982 | 2303 | 679 |
Profit Streak | 127.6132 | 127.6132 | 294.1132 | 127.6132 | 127.6132 | 294.1132 |
Trades During Streak | 15 | 7 | 12 | 15 | 7 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516427 | -139029 | -26137 | -273934 | -574947 | -70484 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3322, "evaluation_days": 1661, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622851200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243382320, "expiration_time": 1763538912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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