Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386520.5937 | 1298125.2085 | 88395.3852 | 42432699.368 | 34906745.1841 | 7525954.1839 |
Total P&L (%) | 1386.5206 | 1298.1252 | 88.3954 | 42432.6994 | 34906.7452 | 7525.9542 |
Avg Daily Profit (%) | 0.6657 | 0.6233 | 0.0424 | 0.291 | 0.2817 | 0.2083 |
Buy And Hold Return (%) | 11056.8156 | 11056.8156 | 11056.8156 | 11056.8156 | 11056.8156 | 11056.8156 |
Max Trade Drawdown | -78530 | -108502 | -23039 | -11227479 | -15036864 | -2770456 |
Profit Factor | 5.767 | 7.1587 | 2.1038 | 2.4965 | 2.5763 | 2.212 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 44.7368 | 53.8462 | 49.3506 | 44.7368 | 53.8462 |
Ratio Avg Win / Avg Loss | 5.9187 | 8.8431 | 1.8033 | 2.5622 | 3.1824 | 1.896 |
Largest Winning Trade | 636549 | 636549 | 21615 | 18463765 | 18463765 | 2198676 |
Largest Losing Trade | -27310 | -27310 | -23039 | -3555181 | -3555181 | -1836794 |
Avg Bars in Trades | 311 | 599 | 31 | 311 | 599 | 31 |
Avg Bars in Winners | 439 | 932 | 40 | 439 | 932 | 40 |
Avg Bars in Losers | 187 | 329 | 21 | 187 | 329 | 21 |
Bars Traded | 24005 | 22771 | 1234 | 24005 | 22771 | 1234 |
Profit Streak | 0 | 583.9026 | 0 | 0 | 583.9026 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191932 | -146669 | -297477 | -35322 | 345645 | -152940 |
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{ "first_band": { "type": "dcm", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 3.97374 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1577642400000, "first_datapoint_time": 1579024800000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757669987731, "expiration_time": 1764142444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 3.97374 } } }
# | 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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