Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268236.7174 | 1074045.9383 | 194190.7791 | 2972344.4123 | 740104.1549 | 2232240.2574 |
Total P&L (%) | 1268.2367 | 1074.0459 | 194.1908 | 2972.3444 | 740.1042 | 2232.2403 |
Avg Daily Profit (%) | 0.548 | 0.4641 | 0.0839 | 0.1481 | 0.092 | 0.1362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200568 | -118773 | -240876 | -2390620 | -1424482 | -1417112 |
Profit Factor | 1.6009 | 2.0502 | 1.1785 | 1.2417 | 1.1174 | 1.3725 |
Total Trades | 645 | 322 | 323 | 645 | 322 | 323 |
Winning Trades | 192 | 85 | 107 | 192 | 85 | 107 |
Losing Trades | 453 | 237 | 216 | 453 | 237 | 216 |
Profitability (%) | 29.7674 | 26.3975 | 33.1269 | 29.7674 | 26.3975 | 33.1269 |
Ratio Avg Win / Avg Loss | 3.7772 | 5.7164 | 2.3791 | 2.9296 | 3.1155 | 2.7706 |
Largest Winning Trade | 614500 | 614500 | 56741 | 1239891 | 1239891 | 667981 |
Largest Losing Trade | -27640 | -18817 | -27640 | -440206 | -348189 | -440206 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 48 | 46 | 48 | 48 | 46 | 48 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 13829 | 6321 | 7507 | 13829 | 6321 | 7507 |
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 | 319923 | -8057 | -109122 | 27469 | -182253 | -14334 |
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{ "first_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13886, "evaluation_days": 2314.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559894400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759340064180, "expiration_time": 1765333152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 2 } } }
# | 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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