Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592774.8647 | 535697.0796 | 57077.7851 | 378536.1103 | -182840.641 | 561376.7513 |
Total P&L (%) | 592.7749 | 535.6971 | 57.0778 | 378.5361 | -182.8406 | 561.3768 |
Avg Daily Profit (%) | 0.3182 | 0.2875 | 0.0306 | 0.0841 | 0 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91668 | -77527 | -48240 | -1081749 | -1133304 | -433346 |
Profit Factor | 2.5543 | 3.8715 | 1.293 | 1.1023 | 0.9124 | 1.3483 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 34.8485 | 33.3333 | 36.3636 | 34.8485 | 33.3333 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.7754 | 7.7429 | 2.2627 | 2.0609 | 1.8248 | 2.3595 |
Largest Winning Trade | 486081 | 486081 | 56661 | 571488 | 571488 | 545387 |
Largest Losing Trade | -27619 | -23312 | -27619 | -303475 | -281209 | -303475 |
Avg Bars in Trades | 109 | 77 | 142 | 109 | 77 | 142 |
Avg Bars in Winners | 226 | 164 | 283 | 226 | 164 | 283 |
Avg Bars in Losers | 47 | 33 | 61 | 47 | 33 | 61 |
Bars Traded | 7241 | 2552 | 4689 | 7241 | 2552 | 4689 |
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 | -120752 | 332895 | -156992 | -322239 | -584506 | -60953 |
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{ "first_band": { "type": "alma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922863897, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "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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