Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271078.6732 | 29403.9429 | 241674.7303 | 274352.8715 | -22300.1598 | 296653.0313 |
Total P&L (%) | 271.0787 | 29.4039 | 241.6747 | 274.3529 | -22.3002 | 296.653 |
Avg Daily Profit (%) | 0.1768 | 0.0192 | 0.1576 | 0.0861 | -0.0165 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57436 | -56008 | -39518 | -400348 | -395812 | -202625 |
Profit Factor | 1.6214 | 1.1206 | 2.2556 | 1.1511 | 0.9765 | 1.3416 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 34.0659 | 21.7391 | 46.6667 | 34.0659 | 21.7391 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1382 | 4.0342 | 2.5779 | 2.2279 | 3.5153 | 1.5333 |
Largest Winning Trade | 84399 | 84399 | 74991 | 269934 | 269934 | 185216 |
Largest Losing Trade | -22864 | -21066 | -22864 | -111106 | -111106 | -99430 |
Avg Bars in Trades | 194 | 123 | 267 | 194 | 123 | 267 |
Avg Bars in Winners | 413 | 317 | 458 | 413 | 317 | 458 |
Avg Bars in Losers | 82 | 69 | 100 | 82 | 69 | 100 |
Bars Traded | 17739 | 5691 | 12048 | 17739 | 5691 | 12048 |
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 | 163373 | -301533 | 371583 | -137183 | -622391 | -72743 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 61 } }, "second_band": { "type": "tema", "factors": { "length": 88, "offset": 0 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18404, "evaluation_days": 1533.67, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1629806400000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760163853363, "expiration_time": 1764932716800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 61 } }, "second_band": { "type": "tema", "factors": { "length": 88, "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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