Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2586127.2969 | 2486145.9148 | 99981.3821 | 1806010.4399 | -1887431.0243 | 3693441.4642 |
Total P&L (%) | 2586.1273 | 2486.1459 | 99.9814 | 1806.0104 | -1887.431 | 3693.4415 |
Avg Daily Profit (%) | 1.1435 | 1.0993 | 0.0442 | 0.1304 | 0 | 0.1609 |
Buy And Hold Return (%) | 130.4196 | 130.4196 | 130.4196 | 130.4196 | 130.4196 | 130.4196 |
Max Trade Drawdown | -220423 | -193443 | -55381 | -42759852 | -36908648 | -6844776 |
Profit Factor | 3.2835 | 3.7601 | 1.4313 | 1.0183 | 0.976 | 1.1877 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 44.7368 | 38.5965 | 50.8772 | 44.7368 | 38.5965 | 50.8772 |
Ratio Avg Win / Avg Loss | 4.056 | 5.982 | 1.382 | 1.258 | 1.5528 | 1.1468 |
Largest Winning Trade | 1723828 | 1723828 | 48880 | 20066194 | 20066194 | 4482706 |
Largest Losing Trade | -43712 | -43712 | -18439 | -10992714 | -10992714 | -4673935 |
Avg Bars in Trades | 29 | 55 | 4 | 29 | 55 | 4 |
Avg Bars in Winners | 35 | 75 | 4 | 35 | 75 | 4 |
Avg Bars in Losers | 25 | 42 | 3 | 25 | 42 | 3 |
Bars Traded | 6751 | 6290 | 461 | 6751 | 6290 | 461 |
Profit Streak | 5.7981 | 0 | 65.7981 | 5.7981 | 0 | 65.7981 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 715187 | 562524 | -297643 | -218730 | -582685 | -5219 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6785, "evaluation_days": 2261.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759259357694, "expiration_time": 1765110240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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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