Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700997.3455 | 487805.7628 | 213191.5827 | 2153456.8523 | 606905.5147 | 1546551.3376 |
Total P&L (%) | 700.9973 | 487.8058 | 213.1916 | 2153.4569 | 606.9055 | 1546.5513 |
Avg Daily Profit (%) | 0.4013 | 0.2793 | 0.1221 | 0.1785 | 0.112 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109493 | -95465 | -45078 | -853183 | -604947 | -351435 |
Profit Factor | 2.2667 | 2.4765 | 1.9559 | 1.526 | 1.2427 | 1.9711 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 35.7724 | 27.4194 | 44.2623 | 35.7724 | 27.4194 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.0698 | 6.5555 | 2.463 | 2.7399 | 3.2894 | 2.4821 |
Largest Winning Trade | 238900 | 238900 | 73875 | 744815 | 744815 | 703025 |
Largest Losing Trade | -24158 | -24158 | -19544 | -223487 | -223487 | -203231 |
Avg Bars in Trades | 55 | 40 | 71 | 55 | 40 | 71 |
Avg Bars in Winners | 107 | 91 | 118 | 107 | 91 | 118 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 6835 | 2496 | 4339 | 6835 | 2496 | 4339 |
Profit Streak | 0 | 0 | 11.7233 | 0 | 0 | 11.7233 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319198 | -160591 | -189641 | 188049 | -215786 | -151839 |
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "offset": 0 } } }
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{ "trading_pair": "GRT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6987, "evaluation_days": 1746.75, "actual_first_datapoint_time": 1608228000000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759144889865, "expiration_time": 1763653176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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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