Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363324.2078 | 284656.3616 | 78667.8462 | 320271.8673 | 370298.7765 | -50026.9091 |
Total P&L (%) | 363.3242 | 284.6564 | 78.6678 | 320.2719 | 370.2988 | -50.0269 |
Avg Daily Profit (%) | 0.1939 | 0.1519 | 0.042 | 0.0766 | 0.0826 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136147 | -144917 | -86721 | -448880 | -367146 | -383052 |
Profit Factor | 1.2596 | 1.4259 | 1.1076 | 1.0777 | 1.1927 | 0.9773 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 204 | 97 | 107 | 204 | 97 | 107 |
Losing Trades | 287 | 148 | 139 | 287 | 148 | 139 |
Profitability (%) | 41.5479 | 39.5918 | 43.4959 | 41.5479 | 39.5918 | 43.4959 |
Ratio Avg Win / Avg Loss | 1.7721 | 2.1756 | 1.4388 | 1.5162 | 1.8198 | 1.2695 |
Largest Winning Trade | 80814 | 80814 | 37979 | 167264 | 167264 | 106352 |
Largest Losing Trade | -23680 | -16285 | -23680 | -101909 | -79688 | -101909 |
Avg Bars in Trades | 7 | 7 | 6 | 7 | 7 | 6 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3536 | 1849 | 1687 | 3536 | 1849 | 1687 |
Profit Streak | 16.3174 | 0 | 17.3174 | 16.3174 | 0 | 17.3174 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311362 | 220716 | -239975 | -224433 | -93057 | -580062 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 184, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3748, "evaluation_days": 1874, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759649827415, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 184, "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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