Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272140.7269 | 1212462.9971 | 59677.7298 | 607325.2199 | 843745.2904 | -236420.0704 |
Total P&L (%) | 1272.1407 | 1212.463 | 59.6777 | 607.3252 | 843.7453 | -236.4201 |
Avg Daily Profit (%) | 0.6865 | 0.6543 | 0.0322 | 0.1056 | 0.1212 | 0 |
Buy And Hold Return (%) | 74.1566 | 74.1566 | 74.1566 | 74.1566 | 74.1566 | 74.1566 |
Max Trade Drawdown | -148283 | -128100 | -63456 | -4444806 | -2886643 | -2313926 |
Profit Factor | 3.985 | 5.9611 | 1.3283 | 1.0788 | 1.2114 | 0.9363 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.2598 | 5.9611 | 1.518 | 1.1532 | 1.2114 | 1.0701 |
Largest Winning Trade | 1160863 | 1160863 | 42755 | 1950860 | 1950860 | 1358185 |
Largest Losing Trade | -47463 | -27489 | -47463 | -1490107 | -1190203 | -1490107 |
Avg Bars in Trades | 171 | 249 | 93 | 171 | 249 | 93 |
Avg Bars in Winners | 245 | 334 | 149 | 245 | 334 | 149 |
Avg Bars in Losers | 102 | 163 | 44 | 102 | 163 | 44 |
Bars Traded | 10287 | 7478 | 2809 | 10287 | 7478 | 2809 |
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 | -154901 | 733413 | -315622 | -359530 | -31294 | -580455 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 74 } }, "second_band": { "type": "dcu", "factors": { "length": 125, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11119, "evaluation_days": 1853.17, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194598801, "expiration_time": 1763993808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 74 } }, "second_band": { "type": "dcu", "factors": { "length": 125, "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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