Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184301.1702 | 128571.072 | 55730.0982 | 150009.3571 | 128186.5816 | 21822.7755 |
Total P&L (%) | 184.3012 | 128.5711 | 55.7301 | 150.0094 | 128.1866 | 21.8228 |
Avg Daily Profit (%) | 0.3539 | 0.2469 | 0.107 | 0.1761 | 0.1585 | 0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91525 | -62505 | -53474 | -93772 | -36504 | -106724 |
Profit Factor | 1.3177 | 1.4609 | 1.185 | 1.2496 | 1.4837 | 1.0649 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 71.0526 | 72.3684 | 69.7368 | 71.0526 | 72.3684 | 69.7368 |
Ratio Avg Win / Avg Loss | 0.5368 | 0.5578 | 0.5142 | 0.5091 | 0.5665 | 0.4621 |
Largest Winning Trade | 30785 | 30785 | 13806 | 27458 | 27458 | 14407 |
Largest Losing Trade | -53474 | -30947 | -53474 | -72867 | -33259 | -72867 |
Avg Bars in Trades | 81 | 82 | 79 | 81 | 82 | 79 |
Avg Bars in Winners | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Losers | 159 | 165 | 154 | 159 | 165 | 154 |
Bars Traded | 24634 | 12603 | 12031 | 24634 | 12603 | 12031 |
Profit Streak | 1.8122 | 1.8122 | 14.1039 | 1.8122 | 1.8122 | 14.1039 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338706 | 279064 | -65915 | 269024 | 256904 | -294853 |
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{ "first_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714080600000, "first_datapoint_time": 1714415400000, "last_datapoint_time": 1759078800000, "evaluation_time": 1759080578003, "expiration_time": 1765558800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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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