Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644008.1794 | 581118.5703 | 62889.6091 | 784091.2661 | 656151.6866 | 127939.5795 |
Total P&L (%) | 644.0082 | 581.1186 | 62.8896 | 784.0913 | 656.1517 | 127.9396 |
Avg Daily Profit (%) | 0.3494 | 0.3153 | 0.0341 | 0.1183 | 0.1098 | 0.0447 |
Buy And Hold Return (%) | 140.8137 | 140.8137 | 140.8137 | 140.8137 | 140.8137 | 140.8137 |
Max Trade Drawdown | -137660 | -121708 | -41226 | -355476 | -255504 | -132824 |
Profit Factor | 2.7192 | 3.8785 | 1.3641 | 2.1372 | 2.7135 | 1.4174 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.7143 | 51.4286 | 60 | 55.7143 | 51.4286 | 60 |
Ratio Avg Win / Avg Loss | 2.1614 | 3.663 | 0.9094 | 1.6988 | 2.5627 | 0.9449 |
Largest Winning Trade | 489110 | 489110 | 40492 | 351842 | 351842 | 86310 |
Largest Losing Trade | -50234 | -50234 | -28064 | -109326 | -102616 | -109326 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 58 | 87 | 34 | 58 | 87 | 34 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 3403 | 2200 | 1203 | 3403 | 2200 | 1203 |
Profit Streak | 216.3824 | 216.3824 | 502.8824 | 216.3824 | 216.3824 | 502.8824 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83585 | 541318 | -311585 | -127892 | -41256 | -297137 |
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{ "first_band": { "type": "linreg", "factors": { "length": 28, "offset": 87 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3686, "evaluation_days": 1843, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1609027200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759525842205, "expiration_time": 1764269856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 28, "offset": 87 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "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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