Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408105.5742 | 319727.1639 | 88378.4103 | 383275.6062 | 314086.9432 | 69188.663 |
Total P&L (%) | 408.1056 | 319.7272 | 88.3784 | 383.2756 | 314.0869 | 69.1887 |
Avg Daily Profit (%) | 0.2188 | 0.1714 | 0.0474 | 0.0845 | 0.0762 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182653 | -100669 | -102827 | -3545323 | -1850905 | -2403898 |
Profit Factor | 1.414 | 1.7842 | 1.1529 | 1.032 | 1.0577 | 1.0106 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 52.6786 | 51.7857 | 53.5714 | 52.6786 | 51.7857 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.2702 | 1.6612 | 0.9992 | 0.9271 | 0.9848 | 0.8759 |
Largest Winning Trade | 83688 | 83688 | 50131 | 804203 | 804203 | 653993 |
Largest Losing Trade | -50757 | -24405 | -50757 | -1139528 | -418762 | -1139528 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5470 | 2736 | 2734 | 5470 | 2736 | 2734 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372948 | 396486 | -183148 | -265309 | -249660 | -365309 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.02245, "nc": 0.90161 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5596, "evaluation_days": 1865.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601136000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758929019988, "expiration_time": 1763737344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.02245, "nc": 0.90161 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "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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