Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632578.8184 | 516167.4921 | 116411.3263 | 915932.6921 | 91839.3135 | 824093.3785 |
Total P&L (%) | 632.5788 | 516.1675 | 116.4113 | 915.9327 | 91.8393 | 824.0934 |
Avg Daily Profit (%) | 0.3389 | 0.2765 | 0.0624 | 0.1243 | 0.0349 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81966 | -52257 | -91811 | -899518 | -605670 | -456026 |
Profit Factor | 2.2216 | 2.981 | 1.4525 | 1.2792 | 1.0501 | 1.5698 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 41.1765 | 33.3333 | 49.0196 | 41.1765 | 33.3333 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.1737 | 5.9619 | 1.5106 | 1.8274 | 2.1001 | 1.6326 |
Largest Winning Trade | 410594 | 410594 | 49077 | 384025 | 384025 | 373024 |
Largest Losing Trade | -30466 | -29720 | -30466 | -268542 | -268542 | -253416 |
Avg Bars in Trades | 216 | 187 | 245 | 216 | 187 | 245 |
Avg Bars in Winners | 349 | 324 | 366 | 349 | 324 | 366 |
Avg Bars in Losers | 122 | 118 | 128 | 122 | 118 | 128 |
Bars Traded | 22065 | 9546 | 12519 | 22065 | 9546 | 12519 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370546 | -172151 | -287957 | -28764 | -497147 | -211042 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 79 } }, "second_band": { "type": "swma", "factors": { "length": 88, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22398, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599890400000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759096611679, "expiration_time": 1764895161600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 79 } }, "second_band": { "type": "swma", "factors": { "length": 88, "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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