Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127742.242 | 54280.6201 | 73461.6219 | 193445.6489 | 99111.1467 | 94334.5022 |
Total P&L (%) | 127.7422 | 54.2806 | 73.4616 | 193.4456 | 99.1111 | 94.3345 |
Avg Daily Profit (%) | 0.4905 | 0.2084 | 0.2821 | 0.4142 | 0.2648 | 0.2555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25255 | -25725 | -15608 | -49508 | -48133 | -42662 |
Profit Factor | 2.199 | 2.0824 | 2.3027 | 2.0465 | 2.2124 | 1.915 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.9296 | 54.2857 | 55.5556 | 54.9296 | 54.2857 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8043 | 1.7536 | 1.8421 | 1.6792 | 1.8631 | 1.532 |
Largest Winning Trade | 30933 | 30933 | 17997 | 47418 | 47418 | 29669 |
Largest Losing Trade | -14407 | -10851 | -14407 | -42662 | -20242 | -42662 |
Avg Bars in Trades | 344 | 254 | 431 | 344 | 254 | 431 |
Avg Bars in Winners | 425 | 273 | 569 | 425 | 273 | 569 |
Avg Bars in Losers | 245 | 232 | 258 | 245 | 232 | 258 |
Bars Traded | 24449 | 8914 | 15535 | 24449 | 8914 | 15535 |
Profit Streak | 0 | 13.2341 | 0 | 0 | 13.2341 | 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 | -77467 | 372975 | 433063 | -78414 | 437079 | 397936 |
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737662400000, "first_datapoint_time": 1737732600000, "last_datapoint_time": 1760161500000, "evaluation_time": 1760161924205, "expiration_time": 1766641500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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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