Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301384.2286 | 418664.7871 | -117280.5586 | -83830.3245 | 185900.9734 | -269731.2979 |
Total P&L (%) | 301.3842 | 418.6648 | -117.2806 | -83.8303 | 185.901 | -269.7313 |
Avg Daily Profit (%) | 0.163 | 0.2264 | -0.0634 | -0.0985 | 0.0568 | 0 |
Buy And Hold Return (%) | 51.0775 | 51.0775 | 51.0775 | 51.0775 | 51.0775 | 51.0775 |
Max Trade Drawdown | -203950 | -93121 | -177374 | -486412 | -263988 | -294666 |
Profit Factor | 1.2163 | 1.6345 | 0.8401 | 0.9534 | 1.22 | 0.7175 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Losing Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Profitability (%) | 43.4018 | 46.4706 | 40.3509 | 43.4018 | 46.4706 | 40.3509 |
Ratio Avg Win / Avg Loss | 1.5862 | 1.8828 | 1.2419 | 1.2433 | 1.4054 | 1.0606 |
Largest Winning Trade | 424480 | 424480 | 49800 | 403916 | 403916 | 84517 |
Largest Losing Trade | -39641 | -24275 | -39641 | -98490 | -98490 | -64913 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Losers | 57 | 49 | 65 | 57 | 49 | 65 |
Bars Traded | 22000 | 10261 | 11739 | 22000 | 10261 | 11739 |
Profit Streak | 2.871 | 0 | 4.2876 | 2.871 | 0 | 4.2876 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 187296 | 356533 | -582475 | -581163 | -121039 | -582475 |
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 186, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22194, "evaluation_days": 1849.5, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760144052333, "expiration_time": 1765893484800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 186, "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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