Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595391.7949 | 478087.8523 | 117303.9426 | 1821815.8607 | 1454973.9369 | 366841.9238 |
Total P&L (%) | 595.3918 | 478.0879 | 117.3039 | 1821.8159 | 1454.9739 | 366.8419 |
Avg Daily Profit (%) | 0.3227 | 0.2591 | 0.0636 | 0.1603 | 0.1488 | 0.0835 |
Buy And Hold Return (%) | 167.2374 | 167.2374 | 167.2374 | 167.2374 | 167.2374 | 167.2374 |
Max Trade Drawdown | -83340 | -57147 | -53334 | -605098 | -171138 | -618495 |
Profit Factor | 2.1565 | 3.2936 | 1.3829 | 2.0436 | 3.4512 | 1.3184 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 58.7156 | 61.8182 | 55.5556 | 58.7156 | 61.8182 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5163 | 2.0343 | 1.1063 | 1.4369 | 2.1316 | 1.0547 |
Largest Winning Trade | 85952 | 85952 | 51454 | 572026 | 572026 | 546674 |
Largest Losing Trade | -83340 | -27587 | -83340 | -433959 | -171138 | -433959 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 31 | 23 | 40 | 31 | 23 | 40 |
Avg Bars in Losers | 32 | 36 | 29 | 32 | 36 | 29 |
Bars Traded | 3493 | 1581 | 1911 | 3493 | 1581 | 1911 |
Profit Streak | 0 | 0 | 84.4793 | 0 | 0 | 84.4793 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431825 | -167059 | -451595 | 428094 | -165582 | -265185 |
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3690, "evaluation_days": 1845, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759707011805, "expiration_time": 1764447840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
# | 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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