Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214101.1698 | 1180398.4645 | 33702.7054 | 289743.8957 | -1367488.4963 | 1657232.392 |
Total P&L (%) | 1214.1012 | 1180.3985 | 33.7027 | 289.7439 | -1367.4885 | 1657.2324 |
Avg Daily Profit (%) | 0.652 | 0.6339 | 0.0181 | 0.0731 | 0 | 0.1541 |
Buy And Hold Return (%) | 94.2 | 94.2 | 94.2 | 94.2 | 94.2 | 94.2 |
Max Trade Drawdown | -170797 | -165794 | -53166 | -5838948 | -5606404 | -1194835 |
Profit Factor | 3.2452 | 4.4126 | 1.173 | 1.0253 | 0.8235 | 1.4478 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.0566 | 7.2679 | 1.122 | 1.2816 | 1.3563 | 1.3849 |
Largest Winning Trade | 1107645 | 1107645 | 36289 | 2985383 | 2985383 | 871890 |
Largest Losing Trade | -37607 | -37607 | -24573 | -1458969 | -1458969 | -837383 |
Avg Bars in Trades | 40 | 65 | 14 | 40 | 65 | 14 |
Avg Bars in Winners | 49 | 98 | 12 | 49 | 98 | 12 |
Avg Bars in Losers | 32 | 45 | 16 | 32 | 45 | 16 |
Bars Traded | 3603 | 2953 | 650 | 3603 | 2953 | 650 |
Profit Streak | 0 | 32.8619 | 0 | 0 | 32.8619 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582636 | 538727 | -364227 | -293009 | -583257 | 328320 |
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{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 4.1677 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759956072277, "expiration_time": 1764751104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 4.1677 } } }
# | 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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