Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423329.3127 | 224996.4461 | 198332.8666 | 411403.8821 | -135955.4955 | 547359.3776 |
Total P&L (%) | 423.3293 | 224.9964 | 198.3329 | 411.4039 | -135.9555 | 547.3594 |
Avg Daily Profit (%) | 0.2338 | 0.1243 | 0.1095 | 0.0902 | 0 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126428 | -90175 | -93459 | -1394409 | -1071779 | -606619 |
Profit Factor | 1.4165 | 1.4463 | 1.3872 | 1.0483 | 0.9678 | 1.1277 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 45.2769 | 42.2078 | 48.366 | 45.2769 | 42.2078 | 48.366 |
Ratio Avg Win / Avg Loss | 1.712 | 1.9803 | 1.4809 | 1.267 | 1.3252 | 1.2038 |
Largest Winning Trade | 112323 | 112323 | 59190 | 571657 | 571657 | 479728 |
Largest Losing Trade | -50540 | -28416 | -50540 | -294279 | -294279 | -249585 |
Avg Bars in Trades | 69 | 46 | 92 | 69 | 46 | 92 |
Avg Bars in Winners | 97 | 56 | 133 | 97 | 56 | 133 |
Avg Bars in Losers | 46 | 39 | 54 | 46 | 39 | 54 |
Bars Traded | 21352 | 7173 | 14179 | 21352 | 7173 | 14179 |
Profit Streak | 0 | 0 | 13.6067 | 0 | 0 | 13.6067 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345082 | -27815 | -45453 | -240187 | -581890 | -134200 |
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21728, "evaluation_days": 1810.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604354400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759257216826, "expiration_time": 1764887097600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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