Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369984.1439 | 468887.6263 | -98903.4825 | -90156.049 | 370078.2394 | -460234.2884 |
Total P&L (%) | 369.9841 | 468.8876 | -98.9035 | -90.156 | 370.0782 | -460.2343 |
Avg Daily Profit (%) | 0.1599 | 0.2027 | -0.0428 | -0.1002 | 0.0669 | 0 |
Buy And Hold Return (%) | 15.4626 | 15.4626 | 15.4626 | 15.4626 | 15.4626 | 15.4626 |
Max Trade Drawdown | -181665 | -66047 | -206643 | -435331 | -93489 | -512839 |
Profit Factor | 1.5785 | 2.8198 | 0.7411 | 0.8864 | 2.6767 | 0.1971 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 1.882 | 3.9948 | 0.7411 | 1.0569 | 3.792 | 0.1971 |
Largest Winning Trade | 153922 | 153922 | 90561 | 242299 | 242299 | 27668 |
Largest Losing Trade | -94993 | -36974 | -94993 | -418927 | -93489 | -418927 |
Avg Bars in Trades | 71 | 42 | 102 | 71 | 42 | 102 |
Avg Bars in Winners | 96 | 29 | 153 | 96 | 29 | 153 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 4085 | 1219 | 2866 | 4085 | 1219 | 2866 |
Profit Streak | 0 | 0 | 303.6769 | 0 | 0 | 303.6769 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171030 | 346273 | -600423 | -760316 | -101878 | -600423 |
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4627, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568721600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759205682214, "expiration_time": 1765186992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "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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