Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87824.7909 | 22275.5709 | 65549.22 | 72081.9878 | 10822.696 | 61259.2917 |
Total P&L (%) | 87.8248 | 22.2756 | 65.5492 | 72.082 | 10.8227 | 61.2593 |
Avg Daily Profit (%) | 0.3372 | 0.0855 | 0.2517 | 0.2087 | 0.0395 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87972 | -35271 | -68285 | -230926 | -108542 | -182468 |
Profit Factor | 1.262 | 1.1263 | 1.4129 | 1.0848 | 1.0242 | 1.152 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 65.3386 | 64.2857 | 66.4 | 65.3386 | 64.2857 | 66.4 |
Ratio Avg Win / Avg Loss | 0.6695 | 0.6257 | 0.715 | 0.5755 | 0.569 | 0.5829 |
Largest Winning Trade | 34948 | 18029 | 34948 | 67578 | 50965 | 67578 |
Largest Losing Trade | -23975 | -11943 | -23975 | -76365 | -35671 | -76365 |
Avg Bars in Trades | 97 | 78 | 117 | 97 | 78 | 117 |
Avg Bars in Winners | 71 | 57 | 85 | 71 | 57 | 85 |
Avg Bars in Losers | 146 | 117 | 178 | 146 | 117 | 178 |
Bars Traded | 24534 | 9904 | 14630 | 24534 | 9904 | 14630 |
Profit Streak | 7.7241 | 7.7241 | 9.5053 | 7.7241 | 7.7241 | 9.5053 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382320 | -165567 | 324348 | -117546 | -474060 | -45979 |
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{ "first_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736856900000, "first_datapoint_time": 1737038700000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759356458927, "expiration_time": 1765836000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "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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