Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369222.2483 | 309719.6579 | 59502.5904 | 201442.1529 | 236801.7588 | -35359.6059 |
Total P&L (%) | 369.2222 | 309.7197 | 59.5026 | 201.4422 | 236.8018 | -35.3596 |
Avg Daily Profit (%) | 0.1973 | 0.1655 | 0.0318 | 0.059 | 0.0649 | -0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92994 | -59620 | -81328 | -755175 | -370150 | -740693 |
Profit Factor | 1.5967 | 2.2117 | 1.1638 | 1.0547 | 1.159 | 0.9839 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 53.7736 | 49.0566 | 58.4906 | 53.7736 | 49.0566 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.3726 | 2.2967 | 0.8259 | 0.9067 | 1.2035 | 0.6982 |
Largest Winning Trade | 161469 | 161469 | 42692 | 315496 | 315496 | 182548 |
Largest Losing Trade | -50278 | -24240 | -50278 | -448676 | -208208 | -448676 |
Avg Bars in Trades | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Winners | 36 | 23 | 47 | 36 | 23 | 47 |
Avg Bars in Losers | 31 | 24 | 39 | 31 | 24 | 39 |
Bars Traded | 3615 | 1272 | 2343 | 3615 | 1272 | 2343 |
Profit Streak | 0 | 0 | 71.2279 | 0 | 0 | 71.2279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369588 | -168609 | -371471 | -275374 | -332047 | -759174 |
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{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 107, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3742, "evaluation_days": 1871, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759382894377, "expiration_time": 1764212832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 107, "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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