Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93349.2889 | 85498.6605 | 7850.6285 | 21331.143 | 41908.1745 | -20577.0315 |
Total P&L (%) | 93.3493 | 85.4987 | 7.8506 | 21.3311 | 41.9082 | -20.577 |
Avg Daily Profit (%) | 0.1792 | 0.1642 | 0.0151 | 0.0371 | 0.0672 | -0.0442 |
Buy And Hold Return (%) | 10.9854 | 10.9854 | 10.9854 | 10.9854 | 10.9854 | 10.9854 |
Max Trade Drawdown | -128280 | -73098 | -78891 | -74735 | -36291 | -50534 |
Profit Factor | 1.208 | 1.4336 | 1.0312 | 1.0747 | 1.3593 | 0.8782 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 66.6667 | 67.0886 | 66.25 | 66.6667 | 67.0886 | 66.25 |
Ratio Avg Win / Avg Loss | 0.604 | 0.7033 | 0.5253 | 0.5373 | 0.6668 | 0.4474 |
Largest Winning Trade | 23822 | 23822 | 12817 | 11073 | 10397 | 11073 |
Largest Losing Trade | -36911 | -36911 | -35614 | -36905 | -23369 | -36905 |
Avg Bars in Trades | 153 | 154 | 152 | 153 | 154 | 152 |
Avg Bars in Winners | 83 | 82 | 83 | 83 | 82 | 83 |
Avg Bars in Losers | 293 | 299 | 287 | 293 | 299 | 287 |
Bars Traded | 24382 | 12171 | 12212 | 24382 | 12171 | 12212 |
Profit Streak | 13.1882 | 23.1674 | 13.1882 | 13.1882 | 23.1674 | 13.1882 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334408 | -17448 | -542924 | -286632 | -130777 | -597341 |
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{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 238, "poles": 3 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714192200000, "first_datapoint_time": 1714620600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759192261326, "expiration_time": 1765670400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 238, "poles": 3 } } }
# | 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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