Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885823.3003 | 521575.0426 | 364248.2577 | 19513363.9745 | 4125043.0078 | 15388320.9667 |
Total P&L (%) | 885.8233 | 521.575 | 364.2483 | 19513.364 | 4125.043 | 15388.321 |
Avg Daily Profit (%) | 0.4875 | 0.287 | 0.2004 | 0.2909 | 0.2062 | 0.2779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80016 | -42377 | -54135 | -6749714 | -6057996 | -5519300 |
Profit Factor | 3.4234 | 3.4752 | 3.3528 | 1.6561 | 1.2425 | 2.2087 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 55.5556 | 46 | 65.3061 | 55.5556 | 46 | 65.3061 |
Ratio Avg Win / Avg Loss | 2.7387 | 4.0796 | 1.7812 | 1.3249 | 1.4586 | 1.1734 |
Largest Winning Trade | 317563 | 317563 | 72036 | 5212719 | 5212719 | 4853774 |
Largest Losing Trade | -54135 | -22333 | -54135 | -5519300 | -2479474 | -5519300 |
Avg Bars in Trades | 213 | 159 | 267 | 213 | 159 | 267 |
Avg Bars in Winners | 294 | 211 | 353 | 294 | 211 | 353 |
Avg Bars in Losers | 111 | 115 | 106 | 111 | 115 | 106 |
Bars Traded | 21103 | 7973 | 13130 | 21103 | 7973 | 13130 |
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 | 648926 | -166182 | 580185 | 425666 | -173787 | 499526 |
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 91 } }, "second_band": { "type": "bbm", "factors": { "length": 138, "offset": 0, "std": 3.727 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21806, "evaluation_days": 1817.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604592000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759821255156, "expiration_time": 1765468915200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 91 } }, "second_band": { "type": "bbm", "factors": { "length": 138, "offset": 0, "std": 3.727 } } }
# | 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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