Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771592.9797 | 568173.8664 | 203419.1133 | 6118531.6893 | 1911770.9049 | 4206760.7845 |
Total P&L (%) | 771.593 | 568.1739 | 203.4191 | 6118.5317 | 1911.7709 | 4206.7608 |
Avg Daily Profit (%) | 0.412 | 0.3034 | 0.1086 | 0.2208 | 0.1604 | 0.2011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92586 | -67572 | -25998 | -8312095 | -6036890 | -2694631 |
Profit Factor | 2.8274 | 3.2934 | 2.1658 | 1.2331 | 1.1216 | 1.4001 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 54.9451 | 53.3333 | 56.5217 | 54.9451 | 53.3333 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.3185 | 2.8817 | 1.666 | 1.0112 | 0.9814 | 1.077 |
Largest Winning Trade | 308018 | 308018 | 47131 | 4618290 | 4618290 | 1582253 |
Largest Losing Trade | -34300 | -34300 | -21843 | -2337938 | -2337938 | -1511228 |
Avg Bars in Trades | 57 | 75 | 40 | 57 | 75 | 40 |
Avg Bars in Winners | 64 | 82 | 47 | 64 | 82 | 47 |
Avg Bars in Losers | 49 | 67 | 30 | 49 | 67 | 30 |
Bars Traded | 5240 | 3387 | 1853 | 5240 | 3387 | 1853 |
Profit Streak | 0 | 118.017 | 0 | 0 | 118.017 | 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 | 580685 | 586068 | -42959 | 315871 | -79727 | 347810 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 25, "std": 1.04601 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759595064990, "expiration_time": 1764419616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 25, "std": 1.04601 } } }
# | 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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