Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498361.908 | 354445.145 | 143916.7629 | 1633929.4324 | -166047.3167 | 1799976.7491 |
Total P&L (%) | 498.3619 | 354.4451 | 143.9168 | 1633.9294 | -166.0473 | 1799.9767 |
Avg Daily Profit (%) | 0.2664 | 0.1894 | 0.0769 | 0.1526 | 0 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72514 | -58941 | -37129 | -2116366 | -1858327 | -713521 |
Profit Factor | 3.03 | 3.8849 | 2.1736 | 1.4356 | 0.9307 | 2.3291 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.9278 | 7.0634 | 2.0377 | 1.861 | 1.6922 | 2.1835 |
Largest Winning Trade | 253220 | 253220 | 56346 | 717863 | 650518 | 717863 |
Largest Losing Trade | -22246 | -16567 | -22246 | -576490 | -576490 | -341623 |
Avg Bars in Trades | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Winners | 169 | 180 | 162 | 169 | 180 | 162 |
Avg Bars in Losers | 79 | 92 | 61 | 79 | 92 | 61 |
Bars Traded | 7360 | 3831 | 3529 | 7360 | 3831 | 3529 |
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 | -147310 | 317625 | -85941 | -151630 | -583685 | 442039 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7484, "evaluation_days": 1871, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1599976800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413694440, "expiration_time": 1764256032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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