Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307288.0706 | 288932.4136 | 18355.6569 | -20606.7667 | -23527.5899 | 2920.8232 |
Total P&L (%) | 307.2881 | 288.9324 | 18.3557 | -20.6068 | -23.5276 | 2.9208 |
Avg Daily Profit (%) | 0.2823 | 0.2655 | 0.0169 | -0.0212 | -0.0246 | 0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138345 | -119159 | -48544 | -445468 | -421975 | -110307 |
Profit Factor | 1.2249 | 1.3413 | 1.0353 | 0.9935 | 0.9881 | 1.0025 |
Total Trades | 862 | 431 | 431 | 862 | 431 | 431 |
Winning Trades | 340 | 145 | 195 | 340 | 145 | 195 |
Losing Trades | 522 | 286 | 236 | 522 | 286 | 236 |
Profitability (%) | 39.4432 | 33.6427 | 45.2436 | 39.4432 | 33.6427 | 45.2436 |
Ratio Avg Win / Avg Loss | 1.8806 | 2.6456 | 1.253 | 1.5252 | 1.949 | 1.2133 |
Largest Winning Trade | 372852 | 372852 | 15549 | 332759 | 332759 | 34578 |
Largest Losing Trade | -23248 | -23248 | -14348 | -107949 | -107949 | -30188 |
Avg Bars in Trades | 14 | 24 | 5 | 14 | 24 | 5 |
Avg Bars in Winners | 21 | 42 | 5 | 21 | 42 | 5 |
Avg Bars in Losers | 10 | 15 | 5 | 10 | 15 | 5 |
Bars Traded | 12849 | 10580 | 2269 | 12849 | 10580 | 2269 |
Profit Streak | 0 | 15.6982 | 0 | 0 | 15.6982 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350472 | 209599 | -359865 | -577325 | -581806 | -572703 |
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{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 4.60575 } } }
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{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13060, "evaluation_days": 1088.33, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666382400000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760165126474, "expiration_time": 1763547552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 4.60575 } } }
# | 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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