Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019867.4307 | 1052428.2015 | -32560.7709 | -57935.3792 | 517202.9771 | -575138.3563 |
Total P&L (%) | 1019.8674 | 1052.4282 | -32.5608 | -57.9354 | 517.203 | -575.1384 |
Avg Daily Profit (%) | 0.4412 | 0.4553 | -0.0141 | -0.0375 | 0.0788 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239162 | -200089 | -116470 | -1368019 | -608106 | -974642 |
Profit Factor | 2.0577 | 2.7525 | 0.9105 | 0.976 | 1.423 | 0.5179 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 47.4576 | 47.4576 | 47.4576 | 47.4576 | 47.4576 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.2782 | 3.0474 | 1.008 | 1.0806 | 1.5754 | 0.5734 |
Largest Winning Trade | 797345 | 797345 | 44486 | 747795 | 747795 | 122128 |
Largest Losing Trade | -73530 | -73530 | -39648 | -426428 | -218030 | -426428 |
Avg Bars in Trades | 37 | 56 | 19 | 37 | 56 | 19 |
Avg Bars in Winners | 37 | 50 | 24 | 37 | 50 | 24 |
Avg Bars in Losers | 37 | 60 | 15 | 37 | 60 | 15 |
Bars Traded | 4459 | 3306 | 1153 | 4459 | 3306 | 1153 |
Profit Streak | 6.452 | 0 | 79.952 | 6.452 | 0 | 79.952 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504952 | -162196 | -755944 | -579095 | -263086 | -757611 |
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{ "first_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4623, "evaluation_days": 2311.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759056650489, "expiration_time": 1765009008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 45, "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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