Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138703.2158 | 1013901.2542 | 124801.9616 | 5761110.6082 | 5535554.7314 | 225555.8768 |
Total P&L (%) | 1138.7032 | 1013.9013 | 124.802 | 5761.1106 | 5535.5547 | 225.5559 |
Avg Daily Profit (%) | 0.4902 | 0.4365 | 0.0537 | 0.1754 | 0.1737 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148930 | -84205 | -119472 | -11453218 | -7698103 | -5016282 |
Profit Factor | 2.3887 | 3.3852 | 1.316 | 1.1568 | 1.2844 | 1.0131 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 34.9594 | 32.2581 | 37.7049 | 34.9594 | 32.2581 | 37.7049 |
Ratio Avg Win / Avg Loss | 4.4441 | 7.1089 | 2.1743 | 2.1522 | 2.6973 | 1.6737 |
Largest Winning Trade | 429927 | 429927 | 81195 | 5273446 | 5273446 | 3245141 |
Largest Losing Trade | -48771 | -24757 | -48771 | -2733310 | -1963741 | -2733310 |
Avg Bars in Trades | 52 | 43 | 62 | 52 | 43 | 62 |
Avg Bars in Winners | 115 | 93 | 134 | 115 | 93 | 134 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 6488 | 2674 | 3814 | 6488 | 2674 | 3814 |
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 | 343638 | -144825 | -286620 | -44631 | -152444 | -496837 |
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562515200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760058311834, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
# | 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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