Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -67685.8765 | 183169.7844 | -250855.6609 | 5350749.6401 | 554710.4346 | 4796039.2054 |
Total P&L (%) | -67.6859 | 183.1698 | -250.8557 | 5350.7496 | 554.7104 | 4796.0392 |
Avg Daily Profit (%) | -0.0374 | 0.1011 | -0.1385 | 0.2209 | 0.1038 | 0.215 |
Buy And Hold Return (%) | 304.2813 | 304.2813 | 304.2813 | 304.2813 | 304.2813 | 304.2813 |
Max Trade Drawdown | -459099 | -50762 | -495047 | -1826405 | -1949544 | -1177050 |
Profit Factor | 0.903 | 2.439 | 0.5602 | 2.1338 | 1.1818 | 3.8763 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 21 | 23 | 38 | 16 | 22 |
Losing Trades | 16 | 9 | 7 | 22 | 14 | 8 |
Profitability (%) | 73.3333 | 70 | 76.6667 | 63.3333 | 53.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.3284 | 1.0453 | 0.1705 | 1.2354 | 1.034 | 1.4096 |
Largest Winning Trade | 55523 | 55523 | 42024 | 2409940 | 1314236 | 2409940 |
Largest Losing Trade | -269294 | -49536 | -269294 | -1826405 | -1826405 | -1131991 |
Avg Bars in Trades | 105 | 74 | 137 | 105 | 74 | 137 |
Avg Bars in Winners | 82 | 59 | 103 | 101 | 66 | 127 |
Avg Bars in Losers | 170 | 108 | 250 | 113 | 83 | 165 |
Bars Traded | 6351 | 2228 | 4123 | 6351 | 2228 | 4123 |
Profit Streak | 98.9467 | 98.9467 | 438.9467 | 98.9467 | 98.9467 | 438.9467 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749896 | -217141 | -575902 | -159250 | -81738 | 664883 |
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 166, "offset": 56 } } }
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{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608012000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759768995112, "expiration_time": 1764448056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 166, "offset": 56 } } }
# | 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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