Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167362.0272 | 65615.2713 | 101746.756 | 153887.2393 | 30997.6337 | 122889.6056 |
Total P&L (%) | 167.362 | 65.6153 | 101.7468 | 153.8872 | 30.9976 | 122.8896 |
Avg Daily Profit (%) | 0.3213 | 0.126 | 0.1954 | 0.1791 | 0.0519 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69023 | -72375 | -37691 | -236974 | -160316 | -133596 |
Profit Factor | 1.194 | 1.1511 | 1.2375 | 1.087 | 1.0346 | 1.1408 |
Total Trades | 632 | 316 | 316 | 632 | 316 | 316 |
Winning Trades | 258 | 116 | 142 | 258 | 116 | 142 |
Losing Trades | 374 | 200 | 174 | 374 | 200 | 174 |
Profitability (%) | 40.8228 | 36.7089 | 44.9367 | 40.8228 | 36.7089 | 44.9367 |
Ratio Avg Win / Avg Loss | 1.7308 | 1.9846 | 1.5163 | 1.5757 | 1.7838 | 1.3979 |
Largest Winning Trade | 44009 | 44009 | 25280 | 86300 | 86300 | 53899 |
Largest Losing Trade | -13855 | -11651 | -13855 | -49449 | -30228 | -49449 |
Avg Bars in Trades | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 24751 | 12261 | 12489 | 24751 | 12261 | 12489 |
Profit Streak | 0 | 0 | 8.1768 | 0 | 0 | 8.1768 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 63869 | -82999 | 306336 | -117107 | -312696 | -58269 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } } }
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{ "trading_pair": "GALA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713954600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758860071440, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "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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