Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116804.7347 | 79520.4354 | 37284.2993 | 152486.367 | 108057.6911 | 44428.6759 |
Total P&L (%) | 116.8047 | 79.5204 | 37.2843 | 152.4864 | 108.0577 | 44.4287 |
Avg Daily Profit (%) | 0.4655 | 0.3169 | 0.1486 | 0.3698 | 0.2924 | 0.1466 |
Buy And Hold Return (%) | 25.4288 | 25.4288 | 25.4288 | 25.4288 | 25.4288 | 25.4288 |
Max Trade Drawdown | -40126 | -16895 | -40762 | -42451 | -33880 | -41832 |
Profit Factor | 1.6757 | 2.3208 | 1.3309 | 1.6031 | 2.221 | 1.2704 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 71.2963 | 75.9259 | 66.6667 | 71.2963 | 75.9259 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6746 | 0.7359 | 0.6655 | 0.6454 | 0.7042 | 0.6352 |
Largest Winning Trade | 16883 | 15858 | 16883 | 29587 | 17159 | 29587 |
Largest Losing Trade | -37012 | -10913 | -37012 | -38142 | -22021 | -38142 |
Avg Bars in Trades | 212 | 206 | 219 | 212 | 206 | 219 |
Avg Bars in Winners | 165 | 171 | 158 | 165 | 171 | 158 |
Avg Bars in Losers | 330 | 316 | 341 | 330 | 316 | 341 |
Bars Traded | 22995 | 11159 | 11836 | 22995 | 11159 | 11836 |
Profit Streak | 20.1317 | 39.5796 | 20.1317 | 20.1317 | 39.5796 | 20.1317 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430626 | -169289 | -195567 | 433066 | -168693 | -186416 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 217 } } }
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{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736617500000, "last_datapoint_time": 1757904300000, "evaluation_time": 1758888575939, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 217 } } }
# | 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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