Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290977.3538 | 1284381.0489 | 6596.3049 | 191484.6034 | 463063.0187 | -271578.4153 |
Total P&L (%) | 1290.9774 | 1284.381 | 6.5963 | 191.4846 | 463.063 | -271.5784 |
Avg Daily Profit (%) | 0.6937 | 0.6902 | 0.0035 | 0.0575 | 0.0929 | 0 |
Buy And Hold Return (%) | 50.318 | 50.318 | 50.318 | 50.318 | 50.318 | 50.318 |
Max Trade Drawdown | -150575 | -98075 | -79178 | -1004420 | -648354 | -585092 |
Profit Factor | 3.5547 | 5.8773 | 1.0273 | 1.0766 | 1.344 | 0.7645 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.0704 | 41.6667 | 48.5714 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.3323 | 8.2282 | 1.0877 | 1.3121 | 1.8816 | 0.8095 |
Largest Winning Trade | 1266400 | 1266400 | 64953 | 1108950 | 1108950 | 197664 |
Largest Losing Trade | -45560 | -45560 | -35077 | -287765 | -287765 | -282783 |
Avg Bars in Trades | 148 | 127 | 170 | 148 | 127 | 170 |
Avg Bars in Winners | 206 | 185 | 226 | 206 | 185 | 226 |
Avg Bars in Losers | 100 | 85 | 117 | 100 | 85 | 117 |
Bars Traded | 10541 | 4576 | 5965 | 10541 | 4576 | 5965 |
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 | -74202 | 627211 | -544968 | -347973 | -70707 | -581343 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 79 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11166, "evaluation_days": 1861, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759875524903, "expiration_time": 1764690912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 79 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "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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