Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321156.4879 | 184631.4022 | 136525.0857 | 148172.0777 | 60352.0093 | 87820.0684 |
Total P&L (%) | 321.1565 | 184.6314 | 136.5251 | 148.1721 | 60.352 | 87.8201 |
Avg Daily Profit (%) | 0.1661 | 0.0955 | 0.0706 | 0.047 | 0.0244 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123961 | -131563 | -94159 | -602662 | -626992 | -364302 |
Profit Factor | 1.5027 | 1.5032 | 1.5021 | 1.0704 | 1.0499 | 1.0982 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 70.2128 | 71.4286 | 69.0141 | 70.2128 | 71.4286 | 69.0141 |
Ratio Avg Win / Avg Loss | 0.6375 | 0.6013 | 0.6744 | 0.4541 | 0.42 | 0.4931 |
Largest Winning Trade | 41711 | 41711 | 26795 | 137843 | 137843 | 94463 |
Largest Losing Trade | -61509 | -61509 | -58621 | -371266 | -371266 | -204524 |
Avg Bars in Trades | 25 | 39 | 12 | 25 | 39 | 12 |
Avg Bars in Winners | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Losers | 54 | 99 | 14 | 54 | 99 | 14 |
Bars Traded | 3617 | 2741 | 876 | 3617 | 2741 | 876 |
Profit Streak | 152.0854 | 152.0854 | 310.0854 | 152.0854 | 152.0854 | 310.0854 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424496 | -155846 | -181515 | -270033 | -418226 | -345991 |
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{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3867, "evaluation_days": 1933.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1596326400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760061782023, "expiration_time": 1765066032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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