Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430250.2966 | 267188.8278 | 163061.4688 | 1327022.8394 | 747669.9095 | 579352.9299 |
Total P&L (%) | 430.2503 | 267.1888 | 163.0615 | 1327.0228 | 747.6699 | 579.3529 |
Avg Daily Profit (%) | 0.348 | 0.2161 | 0.1319 | 0.2152 | 0.173 | 0.1551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106259 | -49059 | -77771 | -362524 | -321560 | -286212 |
Profit Factor | 1.9421 | 1.963 | 1.9098 | 1.6962 | 1.6304 | 1.8045 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 51.4085 | 45.0704 | 57.7465 | 51.4085 | 45.0704 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.8357 | 2.3924 | 1.3974 | 1.6032 | 1.987 | 1.3204 |
Largest Winning Trade | 136050 | 136050 | 25428 | 475758 | 475758 | 184335 |
Largest Losing Trade | -42210 | -36807 | -42210 | -188445 | -168928 | -188445 |
Avg Bars in Trades | 23 | 31 | 15 | 23 | 31 | 15 |
Avg Bars in Winners | 26 | 44 | 13 | 26 | 44 | 13 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 3357 | 2260 | 1097 | 3357 | 2260 | 1097 |
Profit Streak | 28.4212 | 28.4212 | 31.4212 | 28.4212 | 28.4212 | 31.4212 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519096 | -76847 | -99293 | 476157 | -77440 | -74892 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 98 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 45 } } }
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{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3709, "evaluation_days": 1236.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1660521600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909994640, "expiration_time": 1762078176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 98 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 45 } } }
# | 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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