Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466667.301 | 611184.3706 | -144517.0697 | -95948.5933 | 1476105.1119 | -1572053.7052 |
Total P&L (%) | 466.6673 | 611.1844 | -144.5171 | -95.9486 | 1476.1051 | -1572.0537 |
Avg Daily Profit (%) | 0.2013 | 0.2637 | -0.0623 | -0.1382 | 0.119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313155 | -127412 | -290324 | -1861372 | -805944 | -1838147 |
Profit Factor | 1.4516 | 2.4606 | 0.765 | 0.9801 | 1.944 | 0.5161 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 48.1928 | 54.7619 | 41.4634 | 48.1928 | 54.7619 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.5605 | 2.0327 | 1.08 | 1.0536 | 1.6059 | 0.7287 |
Largest Winning Trade | 207541 | 207541 | 85440 | 786555 | 786555 | 385397 |
Largest Losing Trade | -79136 | -43183 | -79136 | -1071022 | -405775 | -1071022 |
Avg Bars in Trades | 102 | 75 | 130 | 102 | 75 | 130 |
Avg Bars in Winners | 112 | 57 | 186 | 112 | 57 | 186 |
Avg Bars in Losers | 92 | 95 | 90 | 92 | 95 | 90 |
Bars Traded | 8495 | 3152 | 5343 | 8495 | 3152 | 5343 |
Profit Streak | 46.093 | 46.093 | 74.343 | 46.093 | 46.093 | 74.343 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315417 | 521606 | -581837 | -580103 | -28768 | -583504 |
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 216, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563991200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759608835493, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 216, "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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