Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107595.634 | 61072.3027 | 46523.3313 | 119876.8886 | 86361.6766 | 33515.2119 |
Total P&L (%) | 107.5956 | 61.0723 | 46.5233 | 119.8769 | 86.3617 | 33.5152 |
Avg Daily Profit (%) | 0.4132 | 0.2345 | 0.1786 | 0.303 | 0.2393 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35012 | -17609 | -31726 | -77559 | -24117 | -69682 |
Profit Factor | 1.6644 | 1.7526 | 1.5757 | 1.4462 | 1.7134 | 1.2271 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 65.8228 | 58.9744 | 72.5 | 65.8228 | 58.9744 | 72.5 |
Ratio Avg Win / Avg Loss | 0.8642 | 1.2192 | 0.5977 | 0.7509 | 1.1919 | 0.4654 |
Largest Winning Trade | 42116 | 42116 | 11519 | 65250 | 65250 | 16292 |
Largest Losing Trade | -30905 | -16172 | -30905 | -68119 | -24117 | -68119 |
Avg Bars in Trades | 304 | 354 | 255 | 304 | 354 | 255 |
Avg Bars in Winners | 221 | 311 | 150 | 221 | 311 | 150 |
Avg Bars in Losers | 464 | 416 | 533 | 464 | 416 | 533 |
Bars Traded | 24068 | 13836 | 10232 | 24068 | 13836 | 10232 |
Profit Streak | 7.1183 | 14.8787 | 7.1183 | 7.1183 | 14.8787 | 7.1183 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19375 | 391307 | 292701 | -21381 | 411485 | -47329 |
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{ "first_band": { "type": "midprice", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "offset": 186 } } }
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{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737774900000, "first_datapoint_time": 1738126800000, "last_datapoint_time": 1760274000000, "evaluation_time": 1760275218596, "expiration_time": 1766754000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "offset": 186 } } }
# | 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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