Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563961.4331 | 511777.4298 | 52184.0033 | 674877.7854 | 480442.0084 | 194435.777 |
Total P&L (%) | 563.9614 | 511.7774 | 52.184 | 674.8778 | 480.442 | 194.4358 |
Avg Daily Profit (%) | 0.3066 | 0.2782 | 0.0284 | 0.1114 | 0.0957 | 0.0587 |
Buy And Hold Return (%) | 189.8817 | 189.8817 | 189.8817 | 189.8817 | 189.8817 | 189.8817 |
Max Trade Drawdown | -118009 | -103271 | -43353 | -211151 | -166921 | -145718 |
Profit Factor | 2.3469 | 3.2682 | 1.2703 | 1.6914 | 1.8687 | 1.4596 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 2.2047 | 2.8837 | 1.2703 | 1.5889 | 1.6488 | 1.4596 |
Largest Winning Trade | 314909 | 314909 | 42753 | 214679 | 183413 | 214679 |
Largest Losing Trade | -44383 | -41227 | -44383 | -135277 | -132206 | -135277 |
Avg Bars in Trades | 79 | 99 | 59 | 79 | 99 | 59 |
Avg Bars in Winners | 111 | 123 | 99 | 111 | 123 | 99 |
Avg Bars in Losers | 45 | 72 | 19 | 45 | 72 | 19 |
Bars Traded | 5091 | 3186 | 1905 | 5091 | 3186 | 1905 |
Profit Streak | 91.7099 | 94.3766 | 91.7099 | 91.7099 | 94.3766 | 91.7099 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131656 | 464539 | -320327 | -185231 | -63912 | -271232 |
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.7703 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 4 } } }
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{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5518, "evaluation_days": 1839.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194136427, "expiration_time": 1763957952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.7703 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 4 } } }
# | 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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