Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3230370.287 | 3190468.1998 | 39902.0872 | 23149764.5919 | 27916790.8655 | -4767026.2736 |
Total P&L (%) | 3230.3703 | 3190.4682 | 39.9021 | 23149.7646 | 27916.7909 | -4767.0263 |
Avg Daily Profit (%) | 1.581 | 1.5615 | 0.0195 | 0.267 | 0.2762 | 0 |
Buy And Hold Return (%) | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 |
Max Trade Drawdown | -114074 | -81138 | -87775 | -13882244 | -13170185 | -10543568 |
Profit Factor | 6.7249 | 12.061 | 1.1447 | 1.4317 | 2.0217 | 0.8187 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 50 | 48.2759 | 49.1525 | 50 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.9568 | 12.061 | 1.2264 | 1.4811 | 2.0217 | 0.8772 |
Largest Winning Trade | 1803914 | 1803914 | 83748 | 11668720 | 11668720 | 9365898 |
Largest Losing Trade | -61094 | -52979 | -61094 | -6399827 | -6399827 | -5466453 |
Avg Bars in Trades | 127 | 116 | 138 | 127 | 116 | 138 |
Avg Bars in Winners | 179 | 164 | 195 | 179 | 164 | 195 |
Avg Bars in Losers | 77 | 68 | 85 | 77 | 68 | 85 |
Bars Traded | 7523 | 3501 | 4021 | 7523 | 3501 | 4021 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277531 | -102173 | -394664 | -170329 | 449408 | -581503 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 132 } }, "second_band": { "type": "alma", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564207200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759068211121, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 132 } }, "second_band": { "type": "alma", "factors": { "length": 33, "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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