Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929231.8562 | 767976.9546 | 161254.9016 | 11403474.4743 | 16983174.9174 | -5579700.4431 |
Total P&L (%) | 929.2319 | 767.977 | 161.2549 | 11403.4745 | 16983.1749 | -5579.7004 |
Avg Daily Profit (%) | 0.4005 | 0.331 | 0.0695 | 0.2047 | 0.2218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112393 | -91846 | -113827 | -41427184 | -40152665 | -24794602 |
Profit Factor | 2.1135 | 2.7757 | 1.4011 | 1.0465 | 1.1212 | 0.947 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 55.7047 | 58.6667 | 52.7027 | 55.7047 | 58.6667 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.6806 | 1.9556 | 1.2574 | 0.8321 | 0.79 | 0.8499 |
Largest Winning Trade | 162341 | 162341 | 82187 | 26270505 | 26270505 | 20232253 |
Largest Losing Trade | -30572 | -30096 | -30572 | -14234765 | -14234765 | -11760644 |
Avg Bars in Trades | 43 | 31 | 55 | 43 | 31 | 55 |
Avg Bars in Winners | 50 | 30 | 72 | 50 | 30 | 72 |
Avg Bars in Losers | 34 | 31 | 36 | 34 | 31 | 36 |
Bars Traded | 6437 | 2327 | 4110 | 6437 | 2327 | 4110 |
Profit Streak | 52.403 | 52.403 | 53.403 | 52.403 | 52.403 | 53.403 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589666 | -40115 | -162552 | -160370 | -135165 | -643900 |
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562918400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759801222356, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hilo", "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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