Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183079.4612 | 211081.2436 | -28001.7824 | -4142.7259 | 102214.5937 | -106357.3196 |
Total P&L (%) | 183.0795 | 211.0812 | -28.0018 | -4.1427 | 102.2146 | -106.3573 |
Avg Daily Profit (%) | 0.1758 | 0.2026 | -0.0269 | -0.0041 | 0.0676 | 0 |
Buy And Hold Return (%) | 62.7015 | 62.7015 | 62.7015 | 62.7015 | 62.7015 | 62.7015 |
Max Trade Drawdown | -132263 | -46298 | -131511 | -198420 | -42135 | -169393 |
Profit Factor | 1.4093 | 2.3078 | 0.902 | 0.9919 | 1.6828 | 0.708 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 56.383 | 55.3191 | 57.4468 | 56.383 | 55.3191 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.864 | 0.6682 | 0.7673 | 1.3592 | 0.5244 |
Largest Winning Trade | 153905 | 153905 | 30156 | 54536 | 43579 | 54536 |
Largest Losing Trade | -59790 | -28027 | -59790 | -140201 | -35105 | -140201 |
Avg Bars in Trades | 255 | 243 | 268 | 255 | 243 | 268 |
Avg Bars in Winners | 236 | 208 | 263 | 236 | 208 | 263 |
Avg Bars in Losers | 280 | 286 | 274 | 280 | 286 | 274 |
Bars Traded | 24040 | 11439 | 12601 | 24040 | 11439 | 12601 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218216 | 360836 | -579731 | -579699 | -109146 | -579731 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } } }
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{ "trading_pair": "ENS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669334400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758937671460, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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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