Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561909.4419 | 454828.061 | 107081.3809 | 893016.8478 | 315730.327 | 577286.5208 |
Total P&L (%) | 561.9094 | 454.8281 | 107.0814 | 893.0168 | 315.7303 | 577.2865 |
Avg Daily Profit (%) | 0.302 | 0.2445 | 0.0576 | 0.1235 | 0.0766 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91047 | -85729 | -150964 | -2018444 | -1167268 | -1216463 |
Profit Factor | 1.1752 | 1.2771 | 1.0684 | 1.0315 | 1.0214 | 1.0426 |
Total Trades | 2191 | 1096 | 1095 | 2191 | 1096 | 1095 |
Winning Trades | 812 | 394 | 418 | 812 | 394 | 418 |
Losing Trades | 1379 | 702 | 677 | 1379 | 702 | 677 |
Profitability (%) | 37.0607 | 35.9489 | 38.1735 | 37.0607 | 35.9489 | 38.1735 |
Ratio Avg Win / Avg Loss | 1.9958 | 2.2755 | 1.7303 | 1.7518 | 1.8199 | 1.6886 |
Largest Winning Trade | 193821 | 193821 | 37209 | 544121 | 443459 | 544121 |
Largest Losing Trade | -16784 | -12016 | -16784 | -181474 | -147143 | -181474 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 7427 | 3682 | 3745 | 7427 | 3682 | 3745 |
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 | -15435 | 317683 | -259241 | -210106 | -286748 | -226780 |
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7442, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599134400000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759822611579, "expiration_time": 1764639216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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