Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167107.6061 | 174613.3242 | -7505.718 | 4078.925 | 15708.8375 | -11629.9125 |
Total P&L (%) | 167.1076 | 174.6133 | -7.5057 | 4.0789 | 15.7088 | -11.6299 |
Avg Daily Profit (%) | 0.1559 | 0.1629 | -0.007 | 0.0037 | 0.0136 | -0.0115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151487 | -105465 | -65553 | -124514 | -89142 | -43485 |
Profit Factor | 1.4188 | 1.9059 | 0.9636 | 1.0117 | 1.0882 | 0.9312 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
Ratio Avg Win / Avg Loss | 1.9969 | 2.4505 | 1.4825 | 1.4239 | 1.3991 | 1.4327 |
Largest Winning Trade | 189531 | 189531 | 35527 | 96163 | 96163 | 25896 |
Largest Losing Trade | -34623 | -24832 | -34623 | -26739 | -23165 | -26739 |
Avg Bars in Trades | 95 | 94 | 97 | 95 | 94 | 97 |
Avg Bars in Winners | 136 | 136 | 137 | 136 | 136 | 137 |
Avg Bars in Losers | 66 | 61 | 71 | 66 | 61 | 71 |
Bars Traded | 6232 | 3012 | 3220 | 6232 | 3012 | 3220 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130402 | 304562 | -583260 | -700787 | -310422 | -583260 |
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{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6430, "evaluation_days": 1071.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667995200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759036079590, "expiration_time": 1761492960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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