Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103491.1909 | 1009878.0616 | 93613.1293 | 52805321.8542 | 67068356.8067 | -14263034.9525 |
Total P&L (%) | 1103.4912 | 1009.8781 | 93.6131 | 52805.3219 | 67068.3568 | -14263.035 |
Avg Daily Profit (%) | 0.5951 | 0.5446 | 0.0505 | 0.3388 | 0.3517 | 0 |
Buy And Hold Return (%) | 6619.2084 | 6619.2084 | 6619.2084 | 6619.2084 | 6619.2084 | 6619.2084 |
Max Trade Drawdown | -118105 | -79298 | -127757 | -15672760 | -14499261 | -25613825 |
Profit Factor | 2.1821 | 3.2617 | 1.1922 | 1.3459 | 1.9946 | 0.8326 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Profitability (%) | 43.6567 | 44.7761 | 42.5373 | 43.6567 | 44.7761 | 42.5373 |
Ratio Avg Win / Avg Loss | 2.8162 | 4.0227 | 1.6106 | 1.737 | 2.46 | 1.1248 |
Largest Winning Trade | 168523 | 168523 | 51111 | 17888470 | 17888470 | 7778345 |
Largest Losing Trade | -23534 | -22499 | -23534 | -8993432 | -8993432 | -7663718 |
Avg Bars in Trades | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Winners | 117 | 118 | 116 | 117 | 118 | 116 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 22081 | 11278 | 10803 | 22081 | 11278 | 10803 |
Profit Streak | 0.6965 | 6.9465 | 0.6965 | 0.6965 | 6.9465 | 0.6965 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154163 | -149634 | -305584 | 242888 | 433755 | -585470 |
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22251, "evaluation_days": 1854.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597960800000, "last_datapoint_time": 1757368800000, "evaluation_time": 1757371381870, "expiration_time": 1763136259200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "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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