Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208024.9157 | 282564.0932 | -74539.1775 | -84434.45 | -9778.2211 | -74656.2289 |
Total P&L (%) | 208.0249 | 282.5641 | -74.5392 | -84.4345 | -9.7782 | -74.6562 |
Avg Daily Profit (%) | 0.1114 | 0.1513 | -0.0399 | -0.0995 | -0.0055 | -0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144747 | -125439 | -144791 | -68696 | -20599 | -52302 |
Profit Factor | 1.235 | 1.7543 | 0.854 | 0.6236 | 0.888 | 0.4553 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.086 | 44.6809 | 43.4783 | 44.086 | 44.6809 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.5664 | 2.172 | 1.1102 | 0.7909 | 1.0994 | 0.5918 |
Largest Winning Trade | 150703 | 150703 | 67850 | 13550 | 13550 | 9483 |
Largest Losing Trade | -67643 | -33421 | -67643 | -26295 | -25666 | -26295 |
Avg Bars in Trades | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Winners | 59 | 45 | 73 | 59 | 45 | 73 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 3526 | 1414 | 2113 | 3526 | 1414 | 2113 |
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 | -45577 | 307555 | -581573 | -582829 | -581098 | -583240 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759856416166, "expiration_time": 1764680256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "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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