Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997564.6279 | 903673.3842 | 93891.2437 | 553551.8651 | -979723.2824 | 1533275.1475 |
Total P&L (%) | 997.5646 | 903.6734 | 93.8912 | 553.5519 | -979.7233 | 1533.2751 |
Avg Daily Profit (%) | 0.4234 | 0.3836 | 0.0399 | 0.0797 | 0 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131085 | -141841 | -33872 | -3847882 | -5102724 | -664650 |
Profit Factor | 2.9256 | 3.439 | 1.6364 | 1.0514 | 0.8851 | 1.6823 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 53.6232 | 50 | 57.1429 | 53.6232 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.5303 | 3.439 | 1.2273 | 0.9093 | 0.8851 | 1.2617 |
Largest Winning Trade | 797736 | 797736 | 27048 | 2543931 | 2543931 | 808225 |
Largest Losing Trade | -71133 | -71133 | -22618 | -2344774 | -2344774 | -664650 |
Avg Bars in Trades | 63 | 99 | 27 | 63 | 99 | 27 |
Avg Bars in Winners | 58 | 93 | 27 | 58 | 93 | 27 |
Avg Bars in Losers | 68 | 106 | 26 | 68 | 106 | 26 |
Bars Traded | 4353 | 3397 | 956 | 4353 | 3397 | 956 |
Profit Streak | 42.6945 | 0 | 68.6945 | 42.6945 | 0 | 68.6945 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89444 | 582001 | -135930 | -356774 | -580795 | -30393 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4712, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1562932800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759077608294, "expiration_time": 1765167552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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