Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199259.08 | 86774.2283 | 112484.8517 | 137170.4871 | -27959.2798 | 165129.7669 |
Total P&L (%) | 199.2591 | 86.7742 | 112.4849 | 137.1705 | -27.9593 | 165.1298 |
Avg Daily Profit (%) | 0.1793 | 0.0781 | 0.1012 | 0.0777 | -0.0295 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168760 | -150055 | -26839 | -137756 | -141401 | -27234 |
Profit Factor | 1.432 | 1.2587 | 1.8938 | 1.2351 | 0.9359 | 2.1198 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 51.2658 | 46.8354 | 55.6962 | 51.2658 | 46.8354 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.3612 | 1.4288 | 1.5064 | 1.1741 | 1.0623 | 1.6862 |
Largest Winning Trade | 121740 | 121740 | 16872 | 88114 | 88114 | 24353 |
Largest Losing Trade | -28616 | -28616 | -13325 | -52561 | -52561 | -18292 |
Avg Bars in Trades | 80 | 130 | 30 | 80 | 130 | 30 |
Avg Bars in Winners | 77 | 128 | 34 | 77 | 128 | 34 |
Avg Bars in Losers | 84 | 132 | 25 | 84 | 132 | 25 |
Bars Traded | 12750 | 10325 | 2425 | 12750 | 10325 | 2425 |
Profit Streak | 0 | 57.089 | 0 | 0 | 57.089 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335749 | -116075 | -80476 | -88473 | -606319 | -97959 |
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{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 35, "offset": 0, "std": 2.63386 } } }
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{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663675200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852489624, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 35, "offset": 0, "std": 2.63386 } } }
# | 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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