Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247430.2233 | 18497.6531 | 228932.5702 | 179909.3402 | -104315.9171 | 284225.2573 |
Total P&L (%) | 247.4302 | 18.4977 | 228.9326 | 179.9093 | -104.3159 | 284.2253 |
Avg Daily Profit (%) | 0.1626 | 0.0122 | 0.1504 | 0.0676 | 0 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95289 | -77476 | -50176 | -246221 | -160134 | -117268 |
Profit Factor | 1.5169 | 1.0665 | 2.1417 | 1.1809 | 0.8197 | 1.6834 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 47.5248 | 35.2941 | 60 | 47.5248 | 35.2941 | 60 |
Ratio Avg Win / Avg Loss | 1.6749 | 1.9553 | 1.4278 | 1.304 | 1.5027 | 1.1223 |
Largest Winning Trade | 73710 | 55372 | 73710 | 98333 | 86405 | 98333 |
Largest Losing Trade | -32908 | -32908 | -28646 | -62201 | -62201 | -51179 |
Avg Bars in Trades | 87 | 52 | 123 | 87 | 52 | 123 |
Avg Bars in Winners | 119 | 52 | 160 | 119 | 52 | 160 |
Avg Bars in Losers | 59 | 53 | 68 | 59 | 53 | 68 |
Bars Traded | 8882 | 2689 | 6193 | 8882 | 2689 | 6193 |
Profit Streak | 0 | 0 | 19.1395 | 0 | 0 | 19.1395 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328601 | -516533 | -168040 | -124798 | -763774 | -250969 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9133, "evaluation_days": 1522.17, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1629475200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759159254709, "expiration_time": 1763092656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 93, "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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