Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356902.6006 | 386818.2547 | -29915.654 | -46926.5127 | -14158.9637 | -32767.5491 |
Total P&L (%) | 356.9026 | 386.8183 | -29.9157 | -46.9265 | -14.159 | -32.7675 |
Avg Daily Profit (%) | 0.1555 | 0.1685 | -0.013 | -0.0276 | -0.0067 | -0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159980 | -173654 | -67540 | -452297 | -423566 | -100525 |
Profit Factor | 1.4007 | 1.7219 | 0.9157 | 0.9613 | 0.9822 | 0.921 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 48.3333 | 45.5556 | 51.1111 | 48.3333 | 45.5556 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4973 | 2.0579 | 0.8759 | 1.0276 | 1.1739 | 0.881 |
Largest Winning Trade | 297110 | 297110 | 26186 | 204359 | 204359 | 43037 |
Largest Losing Trade | -46896 | -46896 | -43803 | -126765 | -126765 | -67126 |
Avg Bars in Trades | 24 | 31 | 17 | 24 | 31 | 17 |
Avg Bars in Winners | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 4345 | 2798 | 1547 | 4345 | 2798 | 1547 |
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 | 306433 | 308643 | -580669 | -578539 | -581153 | -580669 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 135 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4591, "evaluation_days": 2295.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1569110400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466538543, "expiration_time": 1765399536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 135 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "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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