Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570067.3477 | 295091.6505 | 274975.6972 | 2160396.2542 | -1628991.7633 | 3789388.0175 |
Total P&L (%) | 570.0673 | 295.0917 | 274.9757 | 2160.3963 | -1628.9918 | 3789.388 |
Avg Daily Profit (%) | 0.3136 | 0.1623 | 0.1513 | 0.1717 | 0 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136617 | -97984 | -81863 | -7506982 | -5842891 | -3393231 |
Profit Factor | 1.3842 | 1.3959 | 1.3725 | 1.0514 | 0.9228 | 1.1808 |
Total Trades | 694 | 347 | 347 | 694 | 347 | 347 |
Winning Trades | 252 | 115 | 137 | 252 | 115 | 137 |
Losing Trades | 442 | 232 | 210 | 442 | 232 | 210 |
Profitability (%) | 36.3112 | 33.1412 | 39.4813 | 36.3112 | 33.1412 | 39.4813 |
Ratio Avg Win / Avg Loss | 2.4279 | 2.816 | 2.1038 | 1.844 | 1.8617 | 1.81 |
Largest Winning Trade | 104765 | 104765 | 37174 | 2126127 | 1778623 | 2126127 |
Largest Losing Trade | -22804 | -22804 | -17504 | -810374 | -810374 | -776859 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5422 | 2487 | 2935 | 5422 | 2487 | 2935 |
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 | 334724 | 146165 | 226380 | -156550 | -583019 | -15054 |
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{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5454, "evaluation_days": 1818, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759847292088, "expiration_time": 1764536256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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