Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175795.8456 | 163803.9597 | 11991.8859 | 22052.6481 | 88086.8349 | -66034.1868 |
Total P&L (%) | 175.7958 | 163.804 | 11.9919 | 22.0526 | 88.0868 | -66.0342 |
Avg Daily Profit (%) | 0.1612 | 0.1502 | 0.011 | 0.0183 | 0.0579 | -0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148446 | -111233 | -77730 | -413973 | -288544 | -254046 |
Profit Factor | 1.2072 | 1.3561 | 1.0309 | 1.0108 | 1.0802 | 0.9295 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 47.1154 | 43.5897 | 50.641 | 47.1154 | 43.5897 | 50.641 |
Ratio Avg Win / Avg Loss | 1.355 | 1.755 | 1.0048 | 1.1346 | 1.3979 | 0.9059 |
Largest Winning Trade | 65258 | 65258 | 24513 | 155215 | 155215 | 78199 |
Largest Losing Trade | -47291 | -32343 | -47291 | -99225 | -99225 | -77621 |
Avg Bars in Trades | 40 | 49 | 32 | 40 | 49 | 32 |
Avg Bars in Winners | 49 | 61 | 39 | 49 | 61 | 39 |
Avg Bars in Losers | 32 | 40 | 24 | 32 | 40 | 24 |
Bars Traded | 12770 | 7717 | 5053 | 12770 | 7717 | 5053 |
Profit Streak | 15.415 | 15.415 | 22.7484 | 15.415 | 15.415 | 22.7484 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301943 | 255053 | -467131 | -380984 | -249496 | -579393 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 60 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13088, "evaluation_days": 1090.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667606400000, "last_datapoint_time": 1760364000000, "evaluation_time": 1760371058163, "expiration_time": 1763756409600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 60 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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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