Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590745.9659 | 530812.9524 | 59933.0136 | 1011337.2342 | 817890.5072 | 193446.727 |
Total P&L (%) | 590.746 | 530.813 | 59.933 | 1011.3372 | 817.8905 | 193.4467 |
Avg Daily Profit (%) | 0.3142 | 0.2823 | 0.0319 | 0.1282 | 0.118 | 0.0573 |
Buy And Hold Return (%) | 234.3103 | 234.3103 | 234.3103 | 234.3103 | 234.3103 | 234.3103 |
Max Trade Drawdown | -87334 | -33550 | -58531 | -742776 | -411984 | -419222 |
Profit Factor | 3.0979 | 4.999 | 1.4026 | 1.4284 | 1.6967 | 1.163 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50 | 47.2222 | 52.7778 | 50 | 47.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.0979 | 5.5871 | 1.255 | 1.4284 | 1.8963 | 1.0406 |
Largest Winning Trade | 379420 | 379420 | 50601 | 589112 | 589112 | 308816 |
Largest Losing Trade | -39919 | -29210 | -39919 | -362348 | -348885 | -362348 |
Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Winners | 75 | 85 | 65 | 75 | 85 | 65 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 3516 | 2003 | 1513 | 3516 | 2003 | 1513 |
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 | -72381 | 372025 | -315009 | -106339 | -35612 | -323076 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 225 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } } }
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{ "trading_pair": "MKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1605225600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759945829414, "expiration_time": 1762767360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 225 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "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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