Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431826.9471 | 324833.0673 | 106993.8798 | 870955.6588 | 1307080.5949 | -436124.9361 |
Total P&L (%) | 431.8269 | 324.8331 | 106.9939 | 870.9557 | 1307.0806 | -436.1249 |
Avg Daily Profit (%) | 0.2537 | 0.1909 | 0.0629 | 0.1336 | 0.1555 | 0 |
Buy And Hold Return (%) | 97.9678 | 97.9678 | 97.9678 | 97.9678 | 97.9678 | 97.9678 |
Max Trade Drawdown | -165606 | -48212 | -179141 | -1186147 | -296120 | -1620922 |
Profit Factor | 1.5948 | 2.1503 | 1.2412 | 1.1895 | 1.8597 | 0.8582 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 58.216 | 60.7477 | 55.6604 | 58.216 | 60.7477 | 55.6604 |
Ratio Avg Win / Avg Loss | 1.1446 | 1.3894 | 0.9887 | 0.8538 | 1.2016 | 0.6836 |
Largest Winning Trade | 82438 | 82438 | 48055 | 516531 | 516531 | 223790 |
Largest Losing Trade | -48212 | -48212 | -45674 | -371785 | -129605 | -371785 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 14 | 9 | 19 | 14 | 9 | 19 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 3321 | 1247 | 2074 | 3321 | 1247 | 2074 |
Profit Streak | 40.5679 | 40.5679 | 42.5679 | 40.5679 | 40.5679 | 42.5679 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434524 | 362904 | -246317 | -23933 | 448726 | -579051 |
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{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3404, "evaluation_days": 1702, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1613304000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758980263784, "expiration_time": 1763126784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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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