Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628376.9758 | 594276.1366 | 34100.8392 | 97488.8352 | 477829.2238 | -380340.3886 |
Total P&L (%) | 628.377 | 594.2761 | 34.1008 | 97.4888 | 477.8292 | -380.3404 |
Avg Daily Profit (%) | 0.3353 | 0.3171 | 0.0182 | 0.0363 | 0.0937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171363 | -154982 | -80832 | -1028932 | -581150 | -541679 |
Profit Factor | 2.2347 | 3.5711 | 1.1228 | 1.0423 | 1.4877 | 0.713 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 42.8571 | 52.7778 | 47.8873 | 42.8571 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4319 | 4.7615 | 1.0046 | 1.1343 | 1.9836 | 0.638 |
Largest Winning Trade | 621662 | 621662 | 53327 | 841703 | 841703 | 342401 |
Largest Losing Trade | -42955 | -26459 | -42955 | -357956 | -154536 | -357956 |
Avg Bars in Trades | 152 | 138 | 165 | 152 | 138 | 165 |
Avg Bars in Winners | 199 | 164 | 227 | 199 | 164 | 227 |
Avg Bars in Losers | 108 | 118 | 96 | 108 | 118 | 96 |
Bars Traded | 10793 | 4830 | 5963 | 10793 | 4830 | 5963 |
Profit Streak | 48.548 | 48.548 | 79.3813 | 48.548 | 48.548 | 79.3813 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77234 | 488182 | -255460 | -409062 | -67816 | -579456 |
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{ "first_band": { "type": "alma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11243, "evaluation_days": 1873.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759669746405, "expiration_time": 1764522576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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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