Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1627787.3941 | 1405548.9817 | 222238.4124 | 6266338.8055 | -1600195.3417 | 7866534.1472 |
Total P&L (%) | 1627.7874 | 1405.549 | 222.2384 | 6266.3388 | -1600.1953 | 7866.5341 |
Avg Daily Profit (%) | 0.6904 | 0.5962 | 0.0943 | 0.1763 | 0 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79792 | -90673 | -84863 | -5845514 | -4247150 | -2648130 |
Profit Factor | 3.6845 | 5.2888 | 1.7976 | 1.3562 | 0.8554 | 2.2064 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 45.6311 | 38.4615 | 52.9412 | 45.6311 | 38.4615 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.39 | 8.4621 | 1.5978 | 1.616 | 1.3687 | 1.9613 |
Largest Winning Trade | 1221000 | 1221000 | 63630 | 4538173 | 2201454 | 4538173 |
Largest Losing Trade | -36970 | -36970 | -35102 | -2648130 | -1992929 | -2648130 |
Avg Bars in Trades | 67 | 56 | 78 | 67 | 56 | 78 |
Avg Bars in Winners | 109 | 86 | 125 | 109 | 86 | 125 |
Avg Bars in Losers | 32 | 37 | 25 | 32 | 37 | 25 |
Bars Traded | 6944 | 2933 | 4012 | 6944 | 2933 | 4012 |
Profit Streak | 0 | 0 | 143.6689 | 0 | 0 | 143.6689 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634849 | -165112 | -242036 | 286171 | -763653 | -166207 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7073, "evaluation_days": 2357.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759248196174, "expiration_time": 1765330272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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