Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352104.6708 | 231326.9116 | 120777.7592 | 718777.2367 | 418994.6782 | 299782.5584 |
Total P&L (%) | 352.1047 | 231.3269 | 120.7778 | 718.7772 | 418.9947 | 299.7826 |
Avg Daily Profit (%) | 0.2827 | 0.1857 | 0.097 | 0.169 | 0.1323 | 0.1113 |
Buy And Hold Return (%) | 51.5769 | 51.5769 | 51.5769 | 51.5769 | 51.5769 | 51.5769 |
Max Trade Drawdown | -77758 | -50892 | -64096 | -147906 | -147906 | -102064 |
Profit Factor | 1.8149 | 2.3674 | 1.4594 | 2.1174 | 2.3717 | 1.8875 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 67.8899 | 70.3704 | 65.4545 | 67.8899 | 70.3704 | 65.4545 |
Ratio Avg Win / Avg Loss | 0.8584 | 0.9968 | 0.7702 | 1.0015 | 0.9986 | 0.9962 |
Largest Winning Trade | 36075 | 36075 | 27083 | 123068 | 123068 | 102294 |
Largest Losing Trade | -47627 | -44650 | -47627 | -147906 | -147906 | -100597 |
Avg Bars in Trades | 43 | 54 | 32 | 43 | 54 | 32 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 83 | 120 | 52 | 83 | 120 | 52 |
Bars Traded | 4703 | 2940 | 1763 | 4703 | 2940 | 1763 |
Profit Streak | 25.7188 | 148.9688 | 25.7188 | 25.7188 | 148.9688 | 25.7188 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470436 | -168440 | -245318 | 535611 | -190544 | -220949 |
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{ "first_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } } }
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{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4982, "evaluation_days": 1245.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1657281600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759684505280, "expiration_time": 1762893936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "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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