Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137012.0954 | 42244.3389 | 94767.7565 | 144203.8332 | 37814.0413 | 106389.7919 |
Total P&L (%) | 137.0121 | 42.2443 | 94.7678 | 144.2038 | 37.814 | 106.3898 |
Avg Daily Profit (%) | 0.2631 | 0.0811 | 0.182 | 0.1716 | 0.0616 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50573 | -22975 | -49974 | -113848 | -68296 | -102970 |
Profit Factor | 1.6878 | 1.6926 | 1.6857 | 1.3167 | 1.2505 | 1.3495 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 46.4789 | 48.5714 | 44.4444 | 46.4789 | 48.5714 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9435 | 1.7922 | 2.1071 | 1.5162 | 1.3241 | 1.6869 |
Largest Winning Trade | 50242 | 24629 | 50242 | 50161 | 34823 | 50161 |
Largest Losing Trade | -37988 | -8130 | -37988 | -75679 | -26325 | -75679 |
Avg Bars in Trades | 344 | 126 | 556 | 344 | 126 | 556 |
Avg Bars in Winners | 531 | 202 | 880 | 531 | 202 | 880 |
Avg Bars in Losers | 182 | 55 | 296 | 182 | 55 | 296 |
Bars Traded | 24448 | 4431 | 20017 | 24448 | 4431 | 20017 |
Profit Streak | 10.5079 | 17.2371 | 10.5079 | 10.5079 | 17.2371 | 10.5079 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80759 | -84040 | 308905 | -83442 | -113872 | -7761 |
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{ "first_band": { "type": "dcu", "factors": { "length": 119, "offset": 167 } }, "second_band": { "type": "midprice", "factors": { "length": 57, "offset": 0 } } }
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{ "trading_pair": "CHZ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714343400000, "first_datapoint_time": 1714856400000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759342281942, "expiration_time": 1765821600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 119, "offset": 167 } }, "second_band": { "type": "midprice", "factors": { "length": 57, "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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