Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349272.8069 | 281869.5644 | 67403.2426 | 140643.4221 | -55689.5432 | 196332.9653 |
Total P&L (%) | 349.2728 | 281.8696 | 67.4032 | 140.6434 | -55.6895 | 196.333 |
Avg Daily Profit (%) | 0.1858 | 0.1499 | 0.0359 | 0.0467 | -0.0433 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129169 | -82212 | -77502 | -892855 | -649686 | -343772 |
Profit Factor | 1.5073 | 1.8374 | 1.1915 | 1.0476 | 0.9651 | 1.1445 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 55.2448 | 47.8873 | 62.5 | 55.2448 | 47.8873 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2211 | 1.9995 | 0.7149 | 0.8487 | 1.0502 | 0.6867 |
Largest Winning Trade | 108210 | 108210 | 49515 | 233638 | 233638 | 215791 |
Largest Losing Trade | -51856 | -40236 | -51856 | -190089 | -190089 | -171613 |
Avg Bars in Trades | 38 | 29 | 46 | 38 | 29 | 46 |
Avg Bars in Winners | 36 | 29 | 41 | 36 | 29 | 41 |
Avg Bars in Losers | 40 | 30 | 54 | 40 | 30 | 54 |
Bars Traded | 5474 | 2124 | 3350 | 5474 | 2124 | 3350 |
Profit Streak | 13.6819 | 0 | 23.0153 | 13.6819 | 0 | 23.0153 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378316 | -76913 | -233193 | -298646 | -666613 | -255507 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1602144000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760170917989, "expiration_time": 1765042560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "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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