Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804988.4574 | 803690.7917 | 1297.6657 | 2457837.5393 | 7640241.4751 | -5182403.9358 |
Total P&L (%) | 804.9885 | 803.6908 | 1.2977 | 2457.8375 | 7640.2415 | -5182.4039 |
Avg Daily Profit (%) | 0.4473 | 0.4466 | 0.0007 | 0.1803 | 0.2419 | 0 |
Buy And Hold Return (%) | 852.2727 | 852.2727 | 852.2727 | 852.2727 | 852.2727 | 852.2727 |
Max Trade Drawdown | -162006 | -83858 | -156761 | -7242018 | -4487980 | -6407816 |
Profit Factor | 2.1843 | 3.8463 | 1.0033 | 1.1154 | 1.8258 | 0.5696 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Losing Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Profitability (%) | 52.5773 | 64.5833 | 40.8163 | 52.5773 | 64.5833 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.9702 | 2.1093 | 1.4547 | 1.0061 | 1.0012 | 0.8259 |
Largest Winning Trade | 376688 | 376688 | 74008 | 2134420 | 2134420 | 1948033 |
Largest Losing Trade | -44085 | -31270 | -44085 | -2624596 | -2624596 | -1402116 |
Avg Bars in Trades | 72 | 62 | 80 | 72 | 62 | 80 |
Avg Bars in Winners | 92 | 73 | 121 | 92 | 73 | 121 |
Avg Bars in Losers | 49 | 43 | 53 | 49 | 43 | 53 |
Bars Traded | 6987 | 3020 | 3966 | 6987 | 3020 | 3966 |
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 | -150878 | -146704 | -578032 | -88309 | 458216 | -584253 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 102, "offset": 0 } } }
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{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7199, "evaluation_days": 1799.75, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605614400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984594158, "expiration_time": 1763380152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 102, "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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