Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13406197.7252 | 13404414.0205 | 1783.7047 | 7236706.4243 | 6274466.841 | 962239.5832 |
Total P&L (%) | 13406.1977 | 13404.414 | 1.7837 | 7236.7064 | 6274.4668 | 962.2396 |
Avg Daily Profit (%) | 5.9352 | 5.9344 | 0.0008 | 0.1904 | 0.1841 | 0.1047 |
Buy And Hold Return (%) | 8575.4538 | 8575.4538 | 8575.4538 | 8575.4538 | 8575.4538 | 8575.4538 |
Max Trade Drawdown | -151592 | -137989 | -81352 | -12631676 | -12070712 | -5556809 |
Profit Factor | 33.8055 | 54.7564 | 1.0112 | 1.2796 | 1.3721 | 1.1066 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 43.0233 | 34.8837 | 51.1628 | 43.0233 | 34.8837 | 51.1628 |
Ratio Avg Win / Avg Loss | 44.7694 | 102.212 | 0.9652 | 1.6946 | 2.5613 | 1.0563 |
Largest Winning Trade | 13305848 | 13305848 | 34587 | 12226220 | 12226220 | 2682990 |
Largest Losing Trade | -30007 | -30007 | -29545 | -3195858 | -3195858 | -2301183 |
Avg Bars in Trades | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Winners | 155 | 187 | 133 | 155 | 187 | 133 |
Avg Bars in Losers | 59 | 51 | 69 | 59 | 51 | 69 |
Bars Traded | 8640 | 4257 | 4383 | 8640 | 4257 | 4383 |
Profit Streak | 0 | 219.4196 | 0 | 0 | 219.4196 | 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 | 438786 | 353421 | -567206 | -159235 | -161093 | -321629 |
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{ "first_band": { "type": "rma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9035, "evaluation_days": 2258.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564466400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757477054646, "expiration_time": 1763317080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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