Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258015.4491 | 162046.5475 | 95968.9016 | 145552.0182 | 199420.6953 | -53868.6771 |
Total P&L (%) | 258.0154 | 162.0465 | 95.9689 | 145.552 | 199.4207 | -53.8687 |
Avg Daily Profit (%) | 0.1885 | 0.1184 | 0.0701 | 0.0656 | 0.0801 | -0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77318 | -42740 | -65140 | -242907 | -141115 | -222831 |
Profit Factor | 1.5262 | 1.7687 | 1.3434 | 1.1215 | 1.4468 | 0.9283 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 51.7241 | 47.7273 | 55.814 | 51.7241 | 47.7273 | 55.814 |
Ratio Avg Win / Avg Loss | 1.4245 | 1.9371 | 1.0635 | 1.0467 | 1.5846 | 0.7349 |
Largest Winning Trade | 81454 | 81454 | 50889 | 127301 | 127301 | 78681 |
Largest Losing Trade | -42894 | -26272 | -42894 | -127951 | -78642 | -127951 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 58 | 34 | 80 | 58 | 34 | 80 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 3884 | 1348 | 2536 | 3884 | 1348 | 2536 |
Profit Streak | 0 | 0 | 23.2164 | 0 | 0 | 23.2164 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340009 | -32452 | -97638 | -191692 | -84686 | -579427 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4107, "evaluation_days": 1369, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643990400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760073098079, "expiration_time": 1763602848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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