Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89851.4487 | 39523.2824 | 50328.1663 | 120926.4353 | 39964.0095 | 80962.4258 |
Total P&L (%) | 89.8514 | 39.5233 | 50.3282 | 120.9264 | 39.964 | 80.9624 |
Avg Daily Profit (%) | 0.1957 | 0.0861 | 0.1096 | 0.1728 | 0.0733 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23937 | -18900 | -21766 | -45910 | -47240 | -44225 |
Profit Factor | 1.8153 | 1.7868 | 1.8391 | 1.6256 | 1.4101 | 1.8446 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 76.4706 | 76.2712 | 76.6667 | 76.4706 | 76.2712 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.5585 | 0.5559 | 0.5597 | 0.5002 | 0.4387 | 0.5614 |
Largest Winning Trade | 9935 | 6855 | 9935 | 17465 | 9450 | 17465 |
Largest Losing Trade | -21639 | -15730 | -21639 | -41935 | -39603 | -41935 |
Avg Bars in Trades | 85 | 75 | 94 | 85 | 75 | 94 |
Avg Bars in Winners | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Losers | 192 | 180 | 204 | 192 | 180 | 204 |
Bars Traded | 10160 | 4475 | 5685 | 10160 | 4475 | 5685 |
Profit Streak | 590.6316 | 0 | 644.0899 | 590.6316 | 0 | 644.0899 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435383 | -253710 | -212326 | 415156 | -272295 | -184800 |
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{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } } }
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{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669622400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759129770718, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "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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