Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413029.1588 | 145113.7161 | 267915.4426 | 1131660.3843 | 34035.452 | 1097624.9323 |
Total P&L (%) | 413.0292 | 145.1137 | 267.9154 | 1131.6604 | 34.0355 | 1097.6249 |
Avg Daily Profit (%) | 0.2469 | 0.0867 | 0.1601 | 0.1502 | 0.0175 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113133 | -116879 | -29333 | -510498 | -496311 | -176301 |
Profit Factor | 2.2293 | 1.6423 | 3.4341 | 1.8359 | 1.0352 | 3.84 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 61.7647 | 55.8824 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.38 | 1.2966 | 1.6424 | 1.1365 | 0.8172 | 1.8365 |
Largest Winning Trade | 77902 | 77902 | 56730 | 336927 | 315205 | 336927 |
Largest Losing Trade | -57987 | -57987 | -26207 | -355285 | -355285 | -176301 |
Avg Bars in Trades | 70 | 54 | 85 | 70 | 54 | 85 |
Avg Bars in Winners | 71 | 32 | 104 | 71 | 32 | 104 |
Avg Bars in Losers | 67 | 82 | 46 | 67 | 82 | 46 |
Bars Traded | 4772 | 1864 | 2908 | 4772 | 1864 | 2908 |
Profit Streak | 0 | 0 | 91.6553 | 0 | 0 | 91.6553 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100821 | -74410 | 614812 | -101990 | -354959 | 569301 |
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{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 231, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5019, "evaluation_days": 1673, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622390400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760312613603, "expiration_time": 1764621216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 231, "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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