Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589317.5197 | 459288.6415 | 130028.8782 | 606797.8257 | 681988.877 | -75191.0513 |
Total P&L (%) | 589.3175 | 459.2886 | 130.0289 | 606.7978 | 681.9889 | -75.1911 |
Avg Daily Profit (%) | 0.2355 | 0.1836 | 0.052 | 0.0782 | 0.0822 | -0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169200 | -123369 | -153733 | -513409 | -475222 | -763022 |
Profit Factor | 1.823 | 2.2393 | 1.3764 | 1.3041 | 1.8185 | 0.9353 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 60.1626 | 67.2131 | 53.2258 | 60.1626 | 67.2131 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.2071 | 1.0923 | 1.2096 | 0.8635 | 0.8871 | 0.8219 |
Largest Winning Trade | 77854 | 77854 | 59959 | 379566 | 277105 | 379566 |
Largest Losing Trade | -82501 | -63101 | -82501 | -443957 | -259547 | -443957 |
Avg Bars in Trades | 38 | 53 | 25 | 38 | 53 | 25 |
Avg Bars in Winners | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Losers | 44 | 80 | 18 | 44 | 80 | 18 |
Bars Traded | 4788 | 3237 | 1551 | 4788 | 3237 | 1551 |
Profit Streak | 0 | 103.4936 | 0 | 0 | 103.4936 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443979 | -148256 | -276446 | -88048 | -240958 | -734262 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } } }
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{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1549670400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759189845889, "expiration_time": 1765632384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 155, "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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