Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454009.1342 | 334456.5226 | 119552.6116 | 1032205.0172 | 324805.9714 | 707399.0458 |
Total P&L (%) | 454.0091 | 334.4565 | 119.5526 | 1032.205 | 324.806 | 707.399 |
Avg Daily Profit (%) | 0.2416 | 0.178 | 0.0636 | 0.1292 | 0.077 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63982 | -79605 | -26790 | -518372 | -606579 | -259696 |
Profit Factor | 2.2597 | 2.5321 | 1.8413 | 1.4064 | 1.2019 | 1.7599 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 47.2222 | 59.4595 | 53.4247 | 47.2222 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.97 | 2.83 | 1.2554 | 1.2261 | 1.3433 | 1.1999 |
Largest Winning Trade | 174949 | 174949 | 29117 | 468506 | 468506 | 354103 |
Largest Losing Trade | -48582 | -48582 | -25087 | -312400 | -312400 | -246141 |
Avg Bars in Trades | 71 | 110 | 34 | 71 | 110 | 34 |
Avg Bars in Winners | 78 | 136 | 34 | 78 | 136 | 34 |
Avg Bars in Losers | 63 | 86 | 34 | 63 | 86 | 34 |
Bars Traded | 5227 | 3967 | 1260 | 5227 | 3967 | 1260 |
Profit Streak | 0 | 110.6863 | 0 | 0 | 110.6863 | 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 | -63277 | 436882 | -104357 | -94897 | -90766 | -40640 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 1.2667 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5637, "evaluation_days": 1879, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601395200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113699261, "expiration_time": 1764953568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 1.2667 } } }
# | 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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