Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112777.5089 | 93837.8576 | 18939.6513 | 179554.6034 | 150636.298 | 28918.3055 |
Total P&L (%) | 112.7775 | 93.8379 | 18.9397 | 179.5546 | 150.6363 | 28.9183 |
Avg Daily Profit (%) | 1.2991 | 1.081 | 0.2182 | 1.1913 | 1.0641 | 0.293 |
Buy And Hold Return (%) | 77.5178 | 77.5178 | 77.5178 | 77.5178 | 77.5178 | 77.5178 |
Max Trade Drawdown | -19128 | -8058 | -12606 | -43779 | -17888 | -29248 |
Profit Factor | 2.8135 | 4.8493 | 1.5009 | 2.5045 | 4.1793 | 1.4018 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 44.5783 | 45.2381 | 43.9024 | 44.5783 | 45.2381 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.4978 | 5.8702 | 1.9178 | 3.1136 | 5.0592 | 1.7912 |
Largest Winning Trade | 20645 | 20645 | 11287 | 46151 | 46151 | 18881 |
Largest Losing Trade | -7639 | -4521 | -7639 | -18268 | -9517 | -18268 |
Avg Bars in Trades | 287 | 333 | 241 | 287 | 333 | 241 |
Avg Bars in Winners | 492 | 560 | 421 | 492 | 560 | 421 |
Avg Bars in Losers | 123 | 146 | 100 | 123 | 146 | 100 |
Bars Traded | 23903 | 14013 | 9890 | 23903 | 14013 | 9890 |
Profit Streak | 5.8298 | 10.1145 | 0 | 5.8298 | 10.1145 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10345 | -81537 | -159860 | 304206 | 384854 | -159826 |
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 240 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1750519500000, "first_datapoint_time": 1750629900000, "last_datapoint_time": 1758019200000, "evaluation_time": 1758019495925, "expiration_time": 1764499200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 240 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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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