Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535569.8337 | 381803.619 | 153766.2147 | 612576.7976 | 69685.5801 | 542891.2175 |
Total P&L (%) | 535.5698 | 381.8036 | 153.7662 | 612.5768 | 69.6856 | 542.8912 |
Avg Daily Profit (%) | 0.2862 | 0.204 | 0.0822 | 0.105 | 0.0283 | 0.0995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108540 | -143514 | -40662 | -920642 | -1093581 | -152048 |
Profit Factor | 2.0526 | 1.9571 | 2.399 | 1.2029 | 1.0275 | 2.1243 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 58.4158 | 48 | 68.6275 | 58.4158 | 48 | 68.6275 |
Ratio Avg Win / Avg Loss | 1.4612 | 2.1202 | 1.0967 | 0.8563 | 1.1131 | 0.9711 |
Largest Winning Trade | 282411 | 282411 | 22153 | 675526 | 675526 | 90663 |
Largest Losing Trade | -49913 | -49913 | -25268 | -493293 | -493293 | -123556 |
Avg Bars in Trades | 107 | 191 | 24 | 107 | 191 | 24 |
Avg Bars in Winners | 73 | 140 | 27 | 73 | 140 | 27 |
Avg Bars in Losers | 154 | 239 | 16 | 154 | 239 | 16 |
Bars Traded | 10826 | 9590 | 1236 | 10826 | 9590 | 1236 |
Profit Streak | 179.6893 | 179.6893 | 213.856 | 179.6893 | 179.6893 | 213.856 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516104 | -168489 | -255757 | -51793 | -525316 | -234445 |
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 1.27438 } } }
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{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11227, "evaluation_days": 1871.17, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599796800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758947556430, "expiration_time": 1763565264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 1.27438 } } }
# | 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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