Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1770118.9925 | 1619591.3032 | 150527.6892 | 5922611.9646 | -138102.3306 | 6060714.2952 |
Total P&L (%) | 1770.119 | 1619.5913 | 150.5277 | 5922.612 | -138.1023 | 6060.7143 |
Avg Daily Profit (%) | 0.9503 | 0.8695 | 0.0808 | 0.2203 | 0 | 0.2215 |
Buy And Hold Return (%) | 52.6104 | 52.6104 | 52.6104 | 52.6104 | 52.6104 | 52.6104 |
Max Trade Drawdown | -80925 | -81736 | -36606 | -4548139 | -4361499 | -1462015 |
Profit Factor | 5.0631 | 7.7321 | 1.7716 | 1.3345 | 0.9882 | 2.0064 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 48.8095 | 50 | 47.619 | 48.8095 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 5.31 | 7.7321 | 1.9488 | 1.3996 | 0.9882 | 2.2071 |
Largest Winning Trade | 1451298 | 1451298 | 68854 | 2818879 | 2818879 | 2733507 |
Largest Losing Trade | -38465 | -38465 | -35839 | -2271538 | -2271538 | -1302364 |
Avg Bars in Trades | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Winners | 82 | 68 | 97 | 82 | 68 | 97 |
Avg Bars in Losers | 47 | 42 | 51 | 47 | 42 | 51 |
Bars Traded | 5405 | 2319 | 3086 | 5405 | 2319 | 3086 |
Profit Streak | 69.1804 | 0 | 90.8471 | 69.1804 | 0 | 90.8471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 772468 | 784723 | -85254 | 317707 | -580734 | 421560 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5588, "evaluation_days": 1862.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601884800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760012390059, "expiration_time": 1764824832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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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