Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508695.7356 | 420172.2044 | 88523.5312 | 570306.0421 | -467868.7673 | 1038174.8094 |
Total P&L (%) | 508.6957 | 420.1722 | 88.5235 | 570.306 | -467.8688 | 1038.1748 |
Avg Daily Profit (%) | 0.2718 | 0.2245 | 0.0473 | 0.1017 | 0 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92077 | -67285 | -53836 | -2042086 | -1456714 | -830233 |
Profit Factor | 2.3343 | 3.1136 | 1.4852 | 1.0973 | 0.8576 | 1.4034 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 43.75 | 48.4848 | 46.1538 | 43.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.7234 | 4.0032 | 1.578 | 1.2802 | 1.1026 | 1.4911 |
Largest Winning Trade | 361479 | 361479 | 38325 | 693271 | 693271 | 545813 |
Largest Losing Trade | -23422 | -19121 | -23422 | -518649 | -518649 | -246972 |
Avg Bars in Trades | 82 | 95 | 69 | 82 | 95 | 69 |
Avg Bars in Winners | 110 | 131 | 92 | 110 | 131 | 92 |
Avg Bars in Losers | 58 | 68 | 47 | 58 | 68 | 47 |
Bars Traded | 5359 | 3068 | 2291 | 5359 | 3068 | 2291 |
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 | -124676 | 407416 | -128020 | -307984 | -581574 | -18893 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 1.83914 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5614, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759453581945, "expiration_time": 1764271296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 1.83914 } } }
# | 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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