Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815352.6772 | 820411.9607 | -5059.2835 | 298928.2375 | 465635.9933 | -166707.7558 |
Total P&L (%) | 815.3527 | 820.412 | -5.0593 | 298.9282 | 465.636 | -166.7078 |
Avg Daily Profit (%) | 0.3261 | 0.3282 | -0.002 | 0.0554 | 0.0693 | 0 |
Buy And Hold Return (%) | 298.036 | 298.036 | 298.036 | 298.036 | 298.036 | 298.036 |
Max Trade Drawdown | -259259 | -133483 | -128303 | -3162981 | -1972012 | -1258165 |
Profit Factor | 1.9801 | 3.0285 | 0.9882 | 1.0542 | 1.1542 | 0.9331 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 46.7153 | 42.029 | 51.4706 | 46.7153 | 42.029 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.2586 | 4.1772 | 0.9317 | 1.2025 | 1.592 | 0.8798 |
Largest Winning Trade | 499765 | 499765 | 56963 | 1741973 | 1741973 | 439725 |
Largest Losing Trade | -64800 | -39031 | -64800 | -715612 | -715612 | -559829 |
Avg Bars in Trades | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Winners | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 4902 | 2778 | 2124 | 4902 | 2778 | 2124 |
Profit Streak | 17.2241 | 20.2241 | 0 | 17.2241 | 20.2241 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330716 | -92916 | -689767 | -445044 | -264428 | -689767 |
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{ "first_band": { "type": "midprice", "factors": { "length": 20, "offset": 42 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758907364337, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 20, "offset": 42 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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