Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736539.8727 | 653416.5933 | 83123.2793 | 454716.5858 | -38301.7958 | 493018.3816 |
Total P&L (%) | 736.5399 | 653.4166 | 83.1233 | 454.7166 | -38.3018 | 493.0184 |
Avg Daily Profit (%) | 0.3943 | 0.3498 | 0.0445 | 0.0918 | -0.0258 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113141 | -85817 | -47336 | -1003238 | -757228 | -405359 |
Profit Factor | 3.0232 | 3.8127 | 1.631 | 1.1671 | 0.9783 | 1.5157 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 41.3793 | 46.6667 | 44.0678 | 41.3793 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.8372 | 5.4013 | 1.864 | 1.4813 | 1.3859 | 1.7323 |
Largest Winning Trade | 669661 | 669661 | 39972 | 651139 | 651139 | 304065 |
Largest Losing Trade | -43590 | -43590 | -19111 | -286414 | -286414 | -126386 |
Avg Bars in Trades | 60 | 67 | 53 | 60 | 67 | 53 |
Avg Bars in Winners | 87 | 98 | 77 | 87 | 98 | 77 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 3560 | 1965 | 1595 | 3560 | 1965 | 1595 |
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 | -166333 | 462049 | -131730 | -289001 | -582518 | -64520 |
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{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106123979, "expiration_time": 1763945856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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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