Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304035.7802 | 303083.3493 | 952.431 | -1211523.4364 | -417859.7522 | -793663.6842 |
Total P&L (%) | 304.0358 | 303.0833 | 0.9524 | -1211.5234 | -417.8598 | -793.6637 |
Avg Daily Profit (%) | 0.2445 | 0.2438 | 0.0008 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208207 | -61831 | -199887 | -1471376 | -703298 | -1122935 |
Profit Factor | 1.3592 | 1.7896 | 1.0021 | 0.6782 | 0.7865 | 0.5609 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 144 | 68 | 76 | 71 | 41 | 30 |
Losing Trades | 72 | 40 | 32 | 145 | 67 | 78 |
Profitability (%) | 66.6667 | 62.963 | 70.3704 | 32.8704 | 37.963 | 27.7778 |
Ratio Avg Win / Avg Loss | 0.6796 | 1.0527 | 0.4219 | 1.385 | 1.2852 | 1.4584 |
Largest Winning Trade | 32439 | 32439 | 20578 | 533819 | 533819 | 387754 |
Largest Losing Trade | -166005 | -39309 | -166005 | -188202 | -176621 | -188202 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 50 | 55 | 45 | 93 | 100 | 83 |
Avg Bars in Losers | 97 | 102 | 90 | 52 | 55 | 49 |
Bars Traded | 14215 | 7876 | 6339 | 14215 | 7876 | 6339 |
Profit Streak | 11.2587 | 11.5087 | 0 | 0 | 0 | 11.592 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385483 | 443648 | -574840 | -584642 | -584059 | -596319 |
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{ "first_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.83046 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14921, "evaluation_days": 1243.42, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653249600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759515151881, "expiration_time": 1763381923200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.83046 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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