Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687467.0133 | 663998.7907 | 23468.2226 | 91316.6614 | 442222.1067 | -350905.4453 |
Total P&L (%) | 687.467 | 663.9988 | 23.4682 | 91.3167 | 442.2221 | -350.9054 |
Avg Daily Profit (%) | 0.369 | 0.3564 | 0.0126 | 0.0348 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189879 | -154211 | -69502 | -1956715 | -1308588 | -1031811 |
Profit Factor | 2.3879 | 3.417 | 1.1064 | 1.0244 | 1.2266 | 0.8041 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 34.375 | 42.4242 | 38.4615 | 34.375 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.8207 | 6.5233 | 1.5015 | 1.639 | 2.3417 | 1.0912 |
Largest Winning Trade | 684832 | 684832 | 60352 | 1046333 | 1046333 | 611366 |
Largest Losing Trade | -34902 | -34902 | -24827 | -525156 | -392260 | -525156 |
Avg Bars in Trades | 164 | 164 | 163 | 164 | 164 | 163 |
Avg Bars in Winners | 208 | 239 | 183 | 208 | 239 | 183 |
Avg Bars in Losers | 136 | 125 | 148 | 136 | 125 | 148 |
Bars Traded | 10661 | 5267 | 5394 | 10661 | 5267 | 5394 |
Profit Streak | 35.5939 | 0 | 68.7606 | 35.5939 | 0 | 68.7606 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126190 | 352831 | -285393 | -479160 | -77113 | -581523 |
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{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 197 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040112132, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 197 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "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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