Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369487.3006 | 294981.8948 | 74505.4058 | -87593.2724 | 226147.3475 | -313740.6199 |
Total P&L (%) | 369.4873 | 294.9819 | 74.5054 | -87.5933 | 226.1473 | -313.7406 |
Avg Daily Profit (%) | 0.1937 | 0.1547 | 0.0391 | -0.1094 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191547 | -84333 | -203704 | -2072171 | -542366 | -1878225 |
Profit Factor | 1.3505 | 1.7996 | 1.1087 | 0.9795 | 1.1494 | 0.8866 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 118 | 60 | 58 | 96 | 47 | 49 |
Losing Trades | 71 | 35 | 36 | 93 | 48 | 45 |
Profitability (%) | 62.4339 | 63.1579 | 61.7021 | 50.7937 | 49.4737 | 52.1277 |
Ratio Avg Win / Avg Loss | 0.8126 | 1.0497 | 0.6882 | 0.9489 | 1.1739 | 0.8142 |
Largest Winning Trade | 48046 | 43266 | 48046 | 1588136 | 356966 | 1588136 |
Largest Losing Trade | -168226 | -34483 | -168226 | -373489 | -322006 | -373489 |
Avg Bars in Trades | 39 | 28 | 49 | 39 | 28 | 49 |
Avg Bars in Winners | 30 | 22 | 39 | 34 | 24 | 43 |
Avg Bars in Losers | 52 | 38 | 66 | 44 | 32 | 55 |
Bars Traded | 7380 | 2714 | 4667 | 7380 | 2714 | 4667 |
Profit Streak | 43.6134 | 43.6134 | 43.8634 | 43.6134 | 43.6134 | 43.8634 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374098 | 439416 | -241115 | -578188 | -165513 | -579818 |
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7629, "evaluation_days": 1907.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596153600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070599265, "expiration_time": 1764004392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 240, "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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