Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483827.5832 | 298190.2084 | 185637.3748 | 549230.3193 | -449677.0898 | 998907.4091 |
Total P&L (%) | 483.8276 | 298.1902 | 185.6374 | 549.2303 | -449.6771 | 998.9074 |
Avg Daily Profit (%) | 0.2533 | 0.1561 | 0.0972 | 0.098 | 0 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96032 | -105839 | -42708 | -1968530 | -2019221 | -703066 |
Profit Factor | 1.7937 | 1.6996 | 2.0124 | 1.0607 | 0.9304 | 1.386 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 61.6822 | 62.2642 | 61.1111 | 61.6822 | 62.2642 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1143 | 1.0301 | 1.2806 | 0.6589 | 0.5639 | 0.882 |
Largest Winning Trade | 78253 | 78253 | 43061 | 720344 | 720344 | 485172 |
Largest Losing Trade | -60407 | -60407 | -36519 | -818147 | -818147 | -659947 |
Avg Bars in Trades | 49 | 54 | 43 | 49 | 54 | 43 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 46 | 69 | 25 | 46 | 69 | 25 |
Bars Traded | 5266 | 2904 | 2362 | 5266 | 2904 | 2362 |
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 | 437986 | -169110 | -239140 | -215414 | -759243 | -204663 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } } }
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{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5731, "evaluation_days": 1910.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1598688000000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759335335723, "expiration_time": 1764257184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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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