Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714697.392 | 606516.2655 | 108181.1265 | 801625.7188 | 218070.9322 | 583554.7866 |
Total P&L (%) | 714.6974 | 606.5163 | 108.1811 | 801.6257 | 218.0709 | 583.5548 |
Avg Daily Profit (%) | 0.3826 | 0.3247 | 0.0579 | 0.1178 | 0.062 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86700 | -70421 | -75124 | -1374223 | -1203124 | -522266 |
Profit Factor | 2.017 | 2.7016 | 1.3124 | 1.1646 | 1.0789 | 1.2772 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 35.8209 | 31.6832 | 40 | 35.8209 | 31.6832 | 40 |
Ratio Avg Win / Avg Loss | 3.6138 | 5.8254 | 1.9686 | 2.0866 | 2.3264 | 1.9158 |
Largest Winning Trade | 531840 | 531840 | 50203 | 994113 | 994113 | 433815 |
Largest Losing Trade | -19546 | -18932 | -19546 | -347720 | -347720 | -202944 |
Avg Bars in Trades | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Winners | 108 | 102 | 113 | 108 | 102 | 113 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 11006 | 4927 | 6079 | 11006 | 4927 | 6079 |
Profit Streak | 21.7138 | 35.2138 | 0 | 21.7138 | 35.2138 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342694 | 266102 | -118501 | -77578 | -249695 | -58254 |
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11209, "evaluation_days": 1868.17, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599408000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759180074147, "expiration_time": 1764018288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "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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