Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134927.1786 | 138139.1625 | -3211.9839 | 27624.0877 | 79080.5783 | -51456.4906 |
Total P&L (%) | 134.9272 | 138.1392 | -3.212 | 27.6241 | 79.0806 | -51.4565 |
Avg Daily Profit (%) | 1.5543 | 1.5913 | -0.037 | 0.2814 | 0.6735 | -0.8291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155157 | -88444 | -80418 | -119845 | -70805 | -64770 |
Profit Factor | 1.2428 | 1.4882 | 0.9882 | 1.0572 | 1.3267 | 0.7865 |
Total Trades | 916 | 458 | 458 | 916 | 458 | 458 |
Winning Trades | 365 | 175 | 190 | 365 | 175 | 190 |
Losing Trades | 551 | 283 | 268 | 551 | 283 | 268 |
Profitability (%) | 39.8472 | 38.2096 | 41.4847 | 39.8472 | 38.2096 | 41.4847 |
Ratio Avg Win / Avg Loss | 1.8762 | 2.4066 | 1.3939 | 1.5959 | 2.1454 | 1.1093 |
Largest Winning Trade | 181761 | 181761 | 75199 | 100774 | 100774 | 23797 |
Largest Losing Trade | -8948 | -7610 | -8948 | -11670 | -8927 | -11670 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 24784 | 13011 | 11773 | 24784 | 13011 | 11773 |
Profit Streak | 0.3602 | 0.3671 | 0 | 0.3602 | 0.3671 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353934 | 280325 | -582253 | -155936 | 181133 | -582253 |
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{ "first_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752818400000, "first_datapoint_time": 1752840000000, "last_datapoint_time": 1760318100000, "evaluation_time": 1760318320682, "expiration_time": 1766798100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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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