Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924839.9003 | 881172.3098 | 43667.5905 | 20194824.5306 | 26147690.5037 | -5952865.9731 |
Total P&L (%) | 924.8399 | 881.1723 | 43.6676 | 20194.8245 | 26147.6905 | -5952.866 |
Avg Daily Profit (%) | 0.4949 | 0.4716 | 0.0234 | 0.2847 | 0.2985 | 0 |
Buy And Hold Return (%) | 6457.8061 | 6457.8061 | 6457.8061 | 6457.8061 | 6457.8061 | 6457.8061 |
Max Trade Drawdown | -99258 | -101646 | -121824 | -12117248 | -5777283 | -10636279 |
Profit Factor | 1.7386 | 2.5732 | 1.0631 | 1.252 | 1.7277 | 0.8654 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 207 | 106 | 101 | 207 | 106 | 101 |
Losing Trades | 207 | 101 | 106 | 207 | 101 | 106 |
Profitability (%) | 50 | 51.2077 | 48.7923 | 50 | 51.2077 | 48.7923 |
Ratio Avg Win / Avg Loss | 1.7386 | 2.4518 | 1.1157 | 1.252 | 1.6462 | 0.9082 |
Largest Winning Trade | 120872 | 120872 | 56254 | 8602631 | 8602631 | 3485351 |
Largest Losing Trade | -31475 | -24647 | -31475 | -3916662 | -3916662 | -3741031 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 11119 | 5764 | 5355 | 11119 | 5764 | 5355 |
Profit Streak | 14.6318 | 53.1318 | 14.6318 | 14.6318 | 53.1318 | 14.6318 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148408 | -148077 | -477612 | 326506 | 446787 | -579851 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11212, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758611385681, "expiration_time": 1763400384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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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