Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342110.9153 | 274008.2694 | 68102.6459 | 70250.2907 | 267110.4886 | -196860.198 |
Total P&L (%) | 342.1109 | 274.0083 | 68.1026 | 70.2503 | 267.1105 | -196.8602 |
Avg Daily Profit (%) | 0.1918 | 0.1536 | 0.0382 | 0.0298 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110734 | -71787 | -104100 | -471738 | -143297 | -416271 |
Profit Factor | 1.6291 | 2.1563 | 1.222 | 1.062 | 1.6483 | 0.727 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 59.7403 | 61.5385 | 57.8947 | 59.7403 | 61.5385 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.0979 | 1.3477 | 0.8887 | 0.7157 | 1.0302 | 0.5287 |
Largest Winning Trade | 83473 | 83473 | 81538 | 158270 | 158270 | 137129 |
Largest Losing Trade | -77622 | -34099 | -77622 | -150512 | -81380 | -150512 |
Avg Bars in Trades | 43 | 25 | 61 | 43 | 25 | 61 |
Avg Bars in Winners | 36 | 14 | 60 | 36 | 14 | 60 |
Avg Bars in Losers | 53 | 42 | 63 | 53 | 42 | 63 |
Bars Traded | 3341 | 989 | 2352 | 3341 | 989 | 2352 |
Profit Streak | 0 | 0 | 57.8604 | 0 | 0 | 57.8604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35212 | 432348 | -142481 | -351746 | -91741 | -579180 |
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3567, "evaluation_days": 1783.5, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1612569600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759826338485, "expiration_time": 1764418032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "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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