Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038997.2681 | 1064136.2238 | -25138.9557 | 316160.1206 | 447969.826 | -131809.7054 |
Total P&L (%) | 1038.9973 | 1064.1362 | -25.139 | 316.1601 | 447.9698 | -131.8097 |
Avg Daily Profit (%) | 0.4769 | 0.4884 | -0.0115 | 0.0655 | 0.0781 | 0 |
Buy And Hold Return (%) | 263.8634 | 263.8634 | 263.8634 | 263.8634 | 263.8634 | 263.8634 |
Max Trade Drawdown | -123226 | -74267 | -132904 | -1001496 | -749659 | -423749 |
Profit Factor | 2.7228 | 4.9463 | 0.9246 | 1.1061 | 1.2852 | 0.9065 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 32.4675 | 33.3333 | 31.5789 | 32.4675 | 33.3333 | 31.5789 |
Ratio Avg Win / Avg Loss | 5.6635 | 9.8926 | 2.0033 | 2.3007 | 2.5705 | 1.9641 |
Largest Winning Trade | 693037 | 693037 | 66733 | 826726 | 826726 | 316802 |
Largest Losing Trade | -41645 | -38463 | -41645 | -311094 | -311094 | -207279 |
Avg Bars in Trades | 78 | 70 | 86 | 78 | 70 | 86 |
Avg Bars in Winners | 171 | 143 | 201 | 171 | 143 | 201 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 6057 | 2756 | 3301 | 6057 | 2756 | 3301 |
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 | -39773 | 345770 | -585150 | -365447 | -102922 | -585150 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6536, "evaluation_days": 2178.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577347200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760198160070, "expiration_time": 1765816704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "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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