Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -18117.74 | 382051.1585 | -400168.8985 | -99994.0792 | -52044.0264 | -47950.0527 |
Total P&L (%) | -18.1177 | 382.0512 | -400.1689 | -99.9941 | -52.044 | -47.9501 |
Avg Daily Profit (%) | -0.0078 | 0.1647 | -0.1725 | -0.4188 | -0.0317 | -0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312849 | -130155 | -508500 | -77849 | -39801 | -25976 |
Profit Factor | 0.9863 | 1.7482 | 0.5051 | 0.1328 | 0.1079 | 0.1582 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 41 | 21 | 20 | 39 | 15 | 24 |
Losing Trades | 52 | 25 | 27 | 54 | 31 | 23 |
Profitability (%) | 44.086 | 45.6522 | 42.5532 | 41.9355 | 32.6087 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.2509 | 2.0812 | 0.6818 | 0.1838 | 0.2231 | 0.1516 |
Largest Winning Trade | 248099 | 248099 | 44533 | 5602 | 5602 | 4972 |
Largest Losing Trade | -159026 | -85838 | -159026 | -30309 | -30309 | -22514 |
Avg Bars in Trades | 91 | 132 | 50 | 91 | 132 | 50 |
Avg Bars in Winners | 98 | 123 | 73 | 92 | 145 | 59 |
Avg Bars in Losers | 84 | 139 | 34 | 89 | 125 | 41 |
Bars Traded | 8468 | 6075 | 2393 | 8468 | 6075 | 2393 |
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 | -581163 | 324597 | -583592 | -583666 | -587467 | -580281 |
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{ "first_band": { "type": "rma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9278, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564336800000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759745968002, "expiration_time": 1765742544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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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