Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280639.9889 | 202468.8921 | 78171.0968 | 797114.3172 | 599812.1635 | 197302.1537 |
Total P&L (%) | 280.64 | 202.4689 | 78.1711 | 797.1143 | 599.8122 | 197.3022 |
Avg Daily Profit (%) | 0.5388 | 0.3887 | 0.1501 | 0.4221 | 0.3743 | 0.2094 |
Buy And Hold Return (%) | 93.2067 | 93.2067 | 93.2067 | 93.2067 | 93.2067 | 93.2067 |
Max Trade Drawdown | -67030 | -49865 | -33399 | -300024 | -184688 | -246394 |
Profit Factor | 1.3521 | 1.5109 | 1.1951 | 1.2499 | 1.3645 | 1.1278 |
Total Trades | 602 | 301 | 301 | 602 | 301 | 301 |
Winning Trades | 308 | 157 | 151 | 308 | 157 | 151 |
Losing Trades | 294 | 144 | 150 | 294 | 144 | 150 |
Profitability (%) | 51.1628 | 52.1595 | 50.1661 | 51.1628 | 52.1595 | 50.1661 |
Ratio Avg Win / Avg Loss | 1.2907 | 1.3858 | 1.1872 | 1.1931 | 1.2515 | 1.1203 |
Largest Winning Trade | 30855 | 30855 | 12676 | 135551 | 135551 | 90873 |
Largest Losing Trade | -22722 | -12138 | -22722 | -94722 | -94722 | -61842 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24844 | 13029 | 11815 | 24844 | 13029 | 11815 |
Profit Streak | 0 | 4.116 | 0 | 0 | 4.116 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379631 | 197436 | -164024 | 447883 | 368874 | -77911 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713223800000, "first_datapoint_time": 1713441600000, "last_datapoint_time": 1758222000000, "evaluation_time": 1758223021029, "expiration_time": 1764702000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 92, "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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