Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475727.1829 | 330770.6114 | 144956.5714 | 539979.5835 | -121012.4307 | 660992.0143 |
Total P&L (%) | 475.7272 | 330.7706 | 144.9566 | 539.9796 | -121.0124 | 660.992 |
Avg Daily Profit (%) | 0.2522 | 0.1753 | 0.0768 | 0.0984 | 0 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131789 | -138174 | -42070 | -1025385 | -1213044 | -216246 |
Profit Factor | 1.9653 | 1.853 | 2.38 | 1.1587 | 0.9569 | 2.1147 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 55.914 | 47.8261 | 63.8298 | 55.914 | 47.8261 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.5496 | 2.0215 | 1.3487 | 0.9136 | 1.0439 | 1.1983 |
Largest Winning Trade | 211145 | 211145 | 39011 | 623839 | 623839 | 141174 |
Largest Losing Trade | -50305 | -50305 | -16544 | -502310 | -502310 | -99726 |
Avg Bars in Trades | 116 | 198 | 36 | 116 | 198 | 36 |
Avg Bars in Winners | 88 | 155 | 39 | 88 | 155 | 39 |
Avg Bars in Losers | 152 | 238 | 30 | 152 | 238 | 30 |
Bars Traded | 10841 | 9134 | 1707 | 10841 | 9134 | 1707 |
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 | 461340 | 365580 | -85057 | -107760 | -579883 | -44090 |
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{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.59372 } } }
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{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11319, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599537600000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760054163473, "expiration_time": 1764929808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.59372 } } }
# | 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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