Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1043829.974 | 71730.2177 | -1115560.1916 | 539802.4229 | -1179675.3842 | 1719477.8071 |
Total P&L (%) | -1043.83 | 71.7302 | -1115.5602 | 539.8024 | -1179.6754 | 1719.4778 |
Avg Daily Profit (%) | -0.5649 | 0.0388 | -0.6038 | 0.1005 | 0 | 0.1571 |
Buy And Hold Return (%) | 74.4034 | 74.4034 | 74.4034 | 74.4034 | 74.4034 | 74.4034 |
Max Trade Drawdown | -1250919 | -120742 | -1269163 | -2958833 | -1334947 | -2290967 |
Profit Factor | 0.3704 | 1.2394 | 0.1786 | 1.0811 | 0.6687 | 1.556 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 59 | 28 | 31 | 53 | 24 | 29 |
Losing Trades | 22 | 12 | 10 | 28 | 16 | 12 |
Profitability (%) | 72.8395 | 70 | 75.6098 | 65.4321 | 60 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.1381 | 0.5312 | 0.0576 | 0.5712 | 0.4458 | 0.6438 |
Largest Winning Trade | 136441 | 136441 | 35566 | 3749100 | 1132889 | 3749100 |
Largest Losing Trade | -1152735 | -60817 | -1152735 | -1567210 | -696463 | -1567210 |
Avg Bars in Trades | 128 | 157 | 100 | 128 | 157 | 100 |
Avg Bars in Winners | 68 | 73 | 63 | 85 | 94 | 79 |
Avg Bars in Losers | 291 | 353 | 218 | 210 | 252 | 153 |
Bars Traded | 10441 | 6302 | 4139 | 10441 | 6302 | 4139 |
Profit Streak | 78.1576 | 78.1576 | 280.991 | 78.1576 | 78.1576 | 280.991 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592352 | -305190 | -576051 | -203867 | -578489 | 422887 |
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{ "first_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "offset": 98 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11086, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758916020594, "expiration_time": 1763504352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "offset": 98 } } }
# | 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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