Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211212.6827 | 182912.7775 | 28299.9052 | 53133.9072 | 28408.4152 | 24725.492 |
Total P&L (%) | 211.2127 | 182.9128 | 28.2999 | 53.1339 | 28.4084 | 24.7255 |
Avg Daily Profit (%) | 0.2028 | 0.1756 | 0.0272 | 0.0409 | 0.024 | 0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92007 | -90003 | -28746 | -183680 | -176999 | -52834 |
Profit Factor | 1.4771 | 1.5597 | 1.2443 | 1.0843 | 1.0622 | 1.1426 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 45.5782 | 40.5405 | 50.6849 | 45.5782 | 40.5405 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.7637 | 2.2875 | 1.2106 | 1.2947 | 1.5579 | 1.1117 |
Largest Winning Trade | 183048 | 183048 | 18146 | 170420 | 170420 | 25755 |
Largest Losing Trade | -30992 | -30992 | -10041 | -65491 | -65491 | -21066 |
Avg Bars in Trades | 168 | 307 | 27 | 168 | 307 | 27 |
Avg Bars in Winners | 196 | 403 | 29 | 196 | 403 | 29 |
Avg Bars in Losers | 144 | 242 | 25 | 144 | 242 | 25 |
Bars Traded | 24751 | 22750 | 2001 | 24751 | 22750 | 2001 |
Profit Streak | 0 | 0 | 52.6693 | 0 | 0 | 52.6693 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309296 | -57942 | -230705 | -268455 | -383169 | -302502 |
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.90178 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669345200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758801827632, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.90178 } } }
# | 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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