Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937688.2648 | 866951.3437 | 70736.9211 | 1077718.3646 | 904370.1195 | 173348.2451 |
Total P&L (%) | 937.6883 | 866.9513 | 70.7369 | 1077.7184 | 904.3701 | 173.3482 |
Avg Daily Profit (%) | 0.5069 | 0.4687 | 0.0382 | 0.1334 | 0.1248 | 0.0544 |
Buy And Hold Return (%) | 99.9934 | 99.9934 | 99.9934 | 99.9934 | 99.9934 | 99.9934 |
Max Trade Drawdown | -135050 | -107416 | -69232 | -337375 | -260807 | -252528 |
Profit Factor | 2.9556 | 4.5925 | 1.297 | 1.8692 | 2.5492 | 1.2642 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 39.3939 | 43.75 | 41.5385 | 39.3939 | 43.75 |
Ratio Avg Win / Avg Loss | 4.1597 | 7.0654 | 1.6676 | 2.6307 | 3.9218 | 1.6254 |
Largest Winning Trade | 719929 | 719929 | 58277 | 359180 | 359180 | 342556 |
Largest Losing Trade | -41657 | -30101 | -41657 | -252528 | -120265 | -252528 |
Avg Bars in Trades | 323 | 320 | 326 | 323 | 320 | 326 |
Avg Bars in Winners | 561 | 622 | 504 | 561 | 622 | 504 |
Avg Bars in Losers | 153 | 123 | 187 | 153 | 123 | 187 |
Bars Traded | 21005 | 10566 | 10439 | 21005 | 10566 | 10439 |
Profit Streak | 0 | 0 | 93.6358 | 0 | 0 | 93.6358 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123262 | 492506 | -308324 | -150534 | -25293 | -129898 |
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{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 208 } }, "second_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22198, "evaluation_days": 1849.83, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1602943200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760174135265, "expiration_time": 1765923321600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 208 } }, "second_band": { "type": "dcm", "factors": { "length": 191, "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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