Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2260141.9669 | 2140111.0813 | 120030.8855 | 97239964.8957 | 53690995.0711 | 43548969.8245 |
Total P&L (%) | 2260.142 | 2140.1111 | 120.0309 | 97239.9649 | 53690.9951 | 43548.9698 |
Avg Daily Profit (%) | 1.0853 | 1.0276 | 0.0576 | 0.3309 | 0.3024 | 0.2923 |
Buy And Hold Return (%) | 11202.7722 | 11202.7722 | 11202.7722 | 11202.7722 | 11202.7722 | 11202.7722 |
Max Trade Drawdown | -113938 | -132658 | -14563 | -71758055 | -71252747 | -4142568 |
Profit Factor | 5.5568 | 5.9158 | 2.9796 | 1.463 | 1.2771 | 3.6787 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 61.9835 | 56.6667 | 67.2131 | 61.9835 | 56.6667 | 67.2131 |
Ratio Avg Win / Avg Loss | 3.4082 | 4.5238 | 1.4535 | 0.8973 | 0.9766 | 1.7945 |
Largest Winning Trade | 877796 | 877796 | 15739 | 77758765 | 77758765 | 12085284 |
Largest Losing Trade | -53828 | -53828 | -10162 | -67752602 | -67752602 | -3269483 |
Avg Bars in Trades | 199 | 388 | 12 | 199 | 388 | 12 |
Avg Bars in Winners | 169 | 356 | 13 | 169 | 356 | 13 |
Avg Bars in Losers | 248 | 429 | 12 | 248 | 429 | 12 |
Bars Traded | 24101 | 23313 | 788 | 24101 | 23313 | 788 |
Profit Streak | 71.6645 | 71.6645 | 72.5812 | 71.6645 | 71.6645 | 72.5812 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140910 | -311705 | -435361 | 425559 | -162085 | -144874 |
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{ "first_band": { "type": "bbl", "factors": { "length": 47, "offset": 0, "std": 2.70703 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1577498400000, "first_datapoint_time": 1578384000000, "last_datapoint_time": 1757498400000, "evaluation_time": 1757505416085, "expiration_time": 1763976067200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 47, "offset": 0, "std": 2.70703 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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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