Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85884.6884 | 262911.4088 | -177026.7204 | -354893.5732 | 332711.6848 | -687605.2581 |
Total P&L (%) | 85.8847 | 262.9114 | -177.0267 | -354.8936 | 332.7117 | -687.6053 |
Avg Daily Profit (%) | 0.0533 | 0.1632 | -0.1099 | 0 | 0.091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -369938 | -60823 | -380690 | -1461682 | -621310 | -1348080 |
Profit Factor | 1.1056 | 2.2108 | 0.7031 | 0.8806 | 1.3198 | 0.6439 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 19 | 27 | 24 | 18 | 6 |
Losing Trades | 26 | 17 | 9 | 48 | 18 | 30 |
Profitability (%) | 63.8889 | 52.7778 | 75 | 33.3333 | 50 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.6249 | 1.9781 | 0.2344 | 1.7611 | 1.3198 | 3.2195 |
Largest Winning Trade | 90367 | 90367 | 47028 | 1167984 | 397819 | 1167984 |
Largest Losing Trade | -351424 | -60823 | -351424 | -403657 | -403657 | -323167 |
Avg Bars in Trades | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Winners | 58 | 64 | 54 | 67 | 69 | 61 |
Avg Bars in Losers | 74 | 69 | 85 | 62 | 63 | 62 |
Bars Traded | 4645 | 2404 | 2241 | 4645 | 2404 | 2241 |
Profit Streak | 25.5698 | 25.5698 | 28.2364 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308028 | 446894 | -576530 | -668259 | -71331 | -644545 |
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4834, "evaluation_days": 1611.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1625702400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760190026594, "expiration_time": 1764346176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "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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