Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171839.7698 | 77946.4927 | 93893.2771 | 170118.6447 | 45505.2073 | 124613.4374 |
Total P&L (%) | 171.8398 | 77.9465 | 93.8933 | 170.1186 | 45.5052 | 124.6134 |
Avg Daily Profit (%) | 0.165 | 0.0748 | 0.0901 | 0.0954 | 0.036 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46074 | -64778 | -45455 | -78793 | -91762 | -53926 |
Profit Factor | 1.5546 | 1.4434 | 1.7005 | 1.3638 | 1.1718 | 1.6146 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 58.1967 | 55.7377 | 60.6557 | 58.1967 | 55.7377 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.1167 | 1.1462 | 1.103 | 0.9796 | 0.9306 | 1.0473 |
Largest Winning Trade | 82462 | 82462 | 30539 | 97235 | 97235 | 48237 |
Largest Losing Trade | -24199 | -22665 | -24199 | -48483 | -43195 | -48483 |
Avg Bars in Trades | 203 | 190 | 216 | 203 | 190 | 216 |
Avg Bars in Winners | 196 | 170 | 220 | 196 | 170 | 220 |
Avg Bars in Losers | 212 | 214 | 210 | 212 | 214 | 210 |
Bars Traded | 24778 | 11591 | 13187 | 24778 | 11591 | 13187 |
Profit Streak | 29.2421 | 29.2421 | 35.0338 | 29.2421 | 29.2421 | 35.0338 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425279 | -252471 | -229819 | -63894 | -340125 | -246549 |
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 115, "offset": 0 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669654800000, "first_datapoint_time": 1670065200000, "last_datapoint_time": 1759654800000, "evaluation_time": 1759657716414, "expiration_time": 1766134800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 115, "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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