Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157747.6035 | 112167.4883 | 45580.1152 | 183270.5377 | 137880.449 | 45390.0887 |
Total P&L (%) | 157.7476 | 112.1675 | 45.5801 | 183.2705 | 137.8804 | 45.3901 |
Avg Daily Profit (%) | 0.3029 | 0.2154 | 0.0875 | 0.2001 | 0.1665 | 0.0719 |
Buy And Hold Return (%) | 17.509 | 17.509 | 17.509 | 17.509 | 17.509 | 17.509 |
Max Trade Drawdown | -38360 | -31867 | -49782 | -136201 | -98157 | -130740 |
Profit Factor | 1.311 | 1.4555 | 1.1747 | 1.1616 | 1.2466 | 1.079 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 51.1811 | 51.9685 | 50.3937 | 51.1811 | 51.9685 | 50.3937 |
Ratio Avg Win / Avg Loss | 1.2505 | 1.3453 | 1.1563 | 1.108 | 1.1521 | 1.0621 |
Largest Winning Trade | 35756 | 35756 | 21295 | 59596 | 59596 | 38706 |
Largest Losing Trade | -14784 | -14784 | -14457 | -49073 | -49073 | -48381 |
Avg Bars in Trades | 96 | 93 | 100 | 96 | 93 | 100 |
Avg Bars in Winners | 91 | 83 | 99 | 91 | 83 | 99 |
Avg Bars in Losers | 102 | 104 | 101 | 102 | 104 | 101 |
Bars Traded | 24633 | 11857 | 12776 | 24633 | 11857 | 12776 |
Profit Streak | 0 | 0 | 9.2472 | 0 | 0 | 9.2472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344337 | 282966 | -108022 | -34179 | 236218 | -234137 |
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 246, "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": 1712257200000, "first_datapoint_time": 1712698200000, "last_datapoint_time": 1757255400000, "evaluation_time": 1757256955529, "expiration_time": 1763735400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 246, "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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