Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127067.2597 | 75333.6683 | 51733.5913 | 174478.0345 | 95849.8753 | 78628.1592 |
Total P&L (%) | 127.0673 | 75.3337 | 51.7336 | 174.478 | 95.8499 | 78.6282 |
Avg Daily Profit (%) | 0.9147 | 0.5423 | 0.3724 | 0.7295 | 0.4851 | 0.4185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30285 | -20386 | -18005 | -32058 | -23517 | -21967 |
Profit Factor | 2.0355 | 2.0912 | 1.9638 | 2.1852 | 2.187 | 2.183 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 60.6742 | 56.8182 | 64.4444 | 60.6742 | 56.8182 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.3193 | 1.5893 | 1.0835 | 1.4163 | 1.6621 | 1.2044 |
Largest Winning Trade | 54048 | 54048 | 20353 | 49916 | 49916 | 32891 |
Largest Losing Trade | -17650 | -11937 | -17650 | -17987 | -14293 | -17987 |
Avg Bars in Trades | 147 | 135 | 158 | 147 | 135 | 158 |
Avg Bars in Winners | 137 | 109 | 160 | 137 | 109 | 160 |
Avg Bars in Losers | 162 | 168 | 155 | 162 | 168 | 155 |
Bars Traded | 13084 | 5945 | 7139 | 13084 | 5945 | 7139 |
Profit Streak | 152.9786 | 158.9682 | 152.9786 | 152.9786 | 158.9682 | 152.9786 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605833 | 542388 | 418215 | 590961 | 531427 | 491461 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736367300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760187552130, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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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