Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9318309.336 | 9313773.9795 | 4535.3565 | 1824872.1182 | 4166600.3751 | -2341728.2569 |
Total P&L (%) | 9318.3093 | 9313.774 | 4.5354 | 1824.8721 | 4166.6004 | -2341.7283 |
Avg Daily Profit (%) | 4.747 | 4.7447 | 0.0023 | 0.1508 | 0.1914 | 0 |
Buy And Hold Return (%) | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 |
Max Trade Drawdown | -125047 | -77982 | -80876 | -6215409 | -3632703 | -4866642 |
Profit Factor | 16.4422 | 27.4393 | 1.0181 | 1.0986 | 1.4381 | 0.7396 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.6667 | 35.4167 | 47.9167 | 41.6667 | 35.4167 | 47.9167 |
Ratio Avg Win / Avg Loss | 23.0191 | 50.0364 | 1.1066 | 1.5381 | 2.6224 | 0.8039 |
Largest Winning Trade | 9351396 | 9351396 | 38517 | 6644288 | 6644288 | 1285778 |
Largest Losing Trade | -34912 | -34912 | -32327 | -2456759 | -1592167 | -2456759 |
Avg Bars in Trades | 119 | 179 | 58 | 119 | 179 | 58 |
Avg Bars in Winners | 172 | 313 | 68 | 172 | 313 | 68 |
Avg Bars in Losers | 80 | 105 | 49 | 80 | 105 | 49 |
Bars Traded | 11430 | 8612 | 2818 | 11430 | 8612 | 2818 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 738955 | 645373 | -556889 | -244491 | 27705 | -581499 |
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559476800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760318144540, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 63, "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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