Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604462.842 | 1518925.1469 | 85537.6951 | 1458336.042 | 457844.6144 | 1000491.4276 |
Total P&L (%) | 1604.4628 | 1518.9251 | 85.5377 | 1458.336 | 457.8446 | 1000.4914 |
Avg Daily Profit (%) | 0.8623 | 0.8163 | 0.046 | 0.1477 | 0.0924 | 0.129 |
Buy And Hold Return (%) | 73.7589 | 73.7589 | 73.7589 | 73.7589 | 73.7589 | 73.7589 |
Max Trade Drawdown | -77128 | -69191 | -78738 | -1494316 | -1384679 | -1063437 |
Profit Factor | 3.8553 | 6.2062 | 1.3166 | 1.182 | 1.1001 | 1.291 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.8598 | 40.7407 | 49.0566 | 44.8598 | 40.7407 | 49.0566 |
Ratio Avg Win / Avg Loss | 4.7388 | 9.0271 | 1.3672 | 1.4529 | 1.6001 | 1.3406 |
Largest Winning Trade | 1423051 | 1423051 | 62202 | 1232332 | 1232332 | 797685 |
Largest Losing Trade | -39452 | -39452 | -27831 | -700637 | -700637 | -436822 |
Avg Bars in Trades | 100 | 73 | 127 | 100 | 73 | 127 |
Avg Bars in Winners | 146 | 105 | 181 | 146 | 105 | 181 |
Avg Bars in Losers | 62 | 51 | 76 | 62 | 51 | 76 |
Bars Traded | 10738 | 3972 | 6766 | 10738 | 3972 | 6766 |
Profit Streak | 2.9655 | 2.9655 | 57.2988 | 2.9655 | 2.9655 | 57.2988 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 653820 | -162664 | -426324 | -17794 | -363799 | -199290 |
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{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11164, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602648000000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849817095, "expiration_time": 1764661248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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