Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612017.115 | 571206.2311 | 40810.8839 | 477484.3686 | 330011.9695 | 147472.3991 |
Total P&L (%) | 612.0171 | 571.2062 | 40.8109 | 477.4844 | 330.012 | 147.4724 |
Avg Daily Profit (%) | 0.3392 | 0.3165 | 0.0226 | 0.0972 | 0.0809 | 0.0502 |
Buy And Hold Return (%) | 15.4064 | 15.4064 | 15.4064 | 15.4064 | 15.4064 | 15.4064 |
Max Trade Drawdown | -89660 | -66796 | -52162 | -849703 | -544797 | -461945 |
Profit Factor | 2.9161 | 4.6843 | 1.2483 | 1.3532 | 1.4835 | 1.2203 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 36.0656 | 30 | 41.9355 | 36.0656 | 30 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.1694 | 10.9301 | 1.7284 | 2.3989 | 3.4615 | 1.6897 |
Largest Winning Trade | 352062 | 352062 | 87215 | 599364 | 599364 | 269841 |
Largest Losing Trade | -32296 | -32296 | -31269 | -298598 | -184630 | -298598 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 100 | 114 | 90 | 100 | 114 | 90 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 3181 | 1471 | 1710 | 3181 | 1471 | 1710 |
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 | -156901 | 315794 | -168372 | -233353 | -90493 | -128303 |
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 205 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3609, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612180800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759134609567, "expiration_time": 1763781264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 205 } }, "second_band": { "type": "hl2", "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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