Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515124.2617 | 563563.2362 | -48438.9745 | 29520.3083 | 867371.2548 | -837850.9465 |
Total P&L (%) | 515.1243 | 563.5632 | -48.439 | 29.5203 | 867.3713 | -837.8509 |
Avg Daily Profit (%) | 0.2278 | 0.2493 | -0.0214 | 0.0114 | 0.1004 | 0 |
Buy And Hold Return (%) | 115.0082 | 115.0082 | 115.0082 | 115.0082 | 115.0082 | 115.0082 |
Max Trade Drawdown | -245935 | -147326 | -321058 | -894030 | -610701 | -1124018 |
Profit Factor | 1.2031 | 1.4985 | 0.9655 | 1.0044 | 1.296 | 0.7752 |
Total Trades | 800 | 400 | 400 | 800 | 400 | 400 |
Winning Trades | 368 | 182 | 186 | 368 | 182 | 186 |
Losing Trades | 432 | 218 | 214 | 432 | 218 | 214 |
Profitability (%) | 46 | 45.5 | 46.5 | 46 | 45.5 | 46.5 |
Ratio Avg Win / Avg Loss | 1.4123 | 1.7949 | 1.1109 | 1.1791 | 1.5524 | 0.8919 |
Largest Winning Trade | 100790 | 100790 | 58583 | 385527 | 385527 | 143716 |
Largest Losing Trade | -40009 | -26806 | -40009 | -205905 | -164068 | -205905 |
Avg Bars in Trades | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Winners | 18 | 13 | 22 | 18 | 13 | 22 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 13449 | 5185 | 8264 | 13449 | 5185 | 8264 |
Profit Streak | 0 | 0 | 12.1575 | 0 | 0 | 12.1575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319384 | 342286 | -578038 | -556077 | -57259 | -579705 |
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{ "first_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13566, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564560000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261608556, "expiration_time": 1765108512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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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