Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163077.2266 | 80529.7441 | 82547.4825 | 108135.8824 | -68193.3866 | 176329.269 |
Total P&L (%) | 163.0772 | 80.5297 | 82.5475 | 108.1359 | -68.1934 | 176.3293 |
Avg Daily Profit (%) | 0.1566 | 0.0773 | 0.0792 | 0.0704 | -0.1099 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138067 | -99976 | -63895 | -826137 | -660846 | -315048 |
Profit Factor | 1.4068 | 1.3997 | 1.4138 | 1.0526 | 0.9375 | 1.1823 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 47.8992 | 47.4576 | 48.3333 | 47.8992 | 47.4576 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.5302 | 1.5497 | 1.5113 | 1.1449 | 1.0379 | 1.2638 |
Largest Winning Trade | 51029 | 51029 | 49274 | 240353 | 240353 | 205801 |
Largest Losing Trade | -34014 | -34014 | -26509 | -315543 | -315543 | -207572 |
Avg Bars in Trades | 208 | 240 | 175 | 208 | 240 | 175 |
Avg Bars in Winners | 227 | 247 | 208 | 227 | 247 | 208 |
Avg Bars in Losers | 190 | 234 | 145 | 190 | 234 | 145 |
Bars Traded | 24759 | 14204 | 10555 | 24759 | 14204 | 10555 |
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 | 309454 | -265593 | -255084 | -262167 | -756780 | -252485 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669525200000, "first_datapoint_time": 1670112000000, "last_datapoint_time": 1759525200000, "evaluation_time": 1759525858129, "expiration_time": 1766005200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "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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