Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561443.9232 | 404005.9873 | 157437.9359 | 1719212.3287 | 695942.3946 | 1023269.9341 |
Total P&L (%) | 561.4439 | 404.006 | 157.4379 | 1719.2123 | 695.9424 | 1023.2699 |
Avg Daily Profit (%) | 0.3005 | 0.2162 | 0.0843 | 0.1554 | 0.1111 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93604 | -41945 | -85451 | -1634081 | -851652 | -801365 |
Profit Factor | 2.0011 | 2.3619 | 1.596 | 1.2644 | 1.1921 | 1.3554 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 48.8722 | 44.7761 | 53.0303 | 48.8722 | 44.7761 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.0935 | 2.913 | 1.4136 | 1.3228 | 1.4702 | 1.2005 |
Largest Winning Trade | 159415 | 159415 | 53654 | 951710 | 951710 | 557923 |
Largest Losing Trade | -66555 | -22818 | -66555 | -502488 | -426586 | -502488 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 3659 | 1515 | 2144 | 3659 | 1515 | 2144 |
Profit Streak | 0 | 0 | 20.4449 | 0 | 0 | 20.4449 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464057 | -106453 | -201801 | 277713 | -172225 | -142484 |
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{ "first_band": { "type": "dcm", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3737, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759185642050, "expiration_time": 1763990352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "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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