Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113876.0032 | 1096644.4174 | 17231.5858 | 548565.6651 | 2466505.3328 | -1917939.6677 |
Total P&L (%) | 1113.876 | 1096.6444 | 17.2316 | 548.5657 | 2466.5053 | -1917.9397 |
Avg Daily Profit (%) | 0.5348 | 0.5265 | 0.0083 | 0.0898 | 0.1559 | 0 |
Buy And Hold Return (%) | 61.76 | 61.76 | 61.76 | 61.76 | 61.76 | 61.76 |
Max Trade Drawdown | -205875 | -140629 | -182684 | -3564811 | -1699186 | -2471927 |
Profit Factor | 1.8561 | 2.6296 | 1.0274 | 1.0392 | 1.3359 | 0.711 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 38.2353 | 36.0294 | 40.4412 | 38.2353 | 36.0294 | 40.4412 |
Ratio Avg Win / Avg Loss | 2.9983 | 4.6689 | 1.5131 | 1.6788 | 2.372 | 1.0471 |
Largest Winning Trade | 457930 | 457930 | 84603 | 2798950 | 2798950 | 350908 |
Largest Losing Trade | -52967 | -32895 | -52967 | -1384856 | -684846 | -1384856 |
Avg Bars in Trades | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Winners | 146 | 142 | 149 | 146 | 142 | 149 |
Avg Bars in Losers | 55 | 59 | 51 | 55 | 59 | 51 |
Bars Traded | 24585 | 12174 | 12411 | 24585 | 12174 | 12411 |
Profit Streak | 2.0018 | 2.0018 | 2.0851 | 2.0018 | 2.0018 | 2.0851 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347425 | 293206 | -542703 | -253671 | 49553 | -585019 |
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{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579672800000, "first_datapoint_time": 1581062400000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759701751738, "expiration_time": 1766172844800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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) |
---|