Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356316.5858 | 1236196.5055 | 120120.0803 | 928902.7104 | -241583.7996 | 1170486.51 |
Total P&L (%) | 1356.3166 | 1236.1965 | 120.1201 | 928.9027 | -241.5838 | 1170.4865 |
Avg Daily Profit (%) | 0.651 | 0.5934 | 0.0577 | 0.112 | 0 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116227 | -100900 | -59184 | -2404752 | -2498942 | -1222908 |
Profit Factor | 3.2985 | 4.6991 | 1.4694 | 1.103 | 0.9563 | 1.3357 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 42.5532 | 38.2979 | 46.8085 | 42.5532 | 38.2979 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.453 | 7.5707 | 1.6698 | 1.489 | 1.5408 | 1.5179 |
Largest Winning Trade | 1184831 | 1184831 | 68476 | 1715707 | 1715707 | 813559 |
Largest Losing Trade | -39467 | -31080 | -39467 | -767975 | -767975 | -700985 |
Avg Bars in Trades | 258 | 238 | 278 | 258 | 238 | 278 |
Avg Bars in Winners | 410 | 367 | 446 | 410 | 367 | 446 |
Avg Bars in Losers | 146 | 159 | 131 | 146 | 159 | 131 |
Bars Traded | 24330 | 11227 | 13102 | 24330 | 11227 | 13102 |
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 | 559925 | 522161 | -114858 | -152994 | -582469 | -29349 |
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{ "first_band": { "type": "t3", "factors": { "length": 150, "offset": 0, "a": 0.15603 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579802400000, "first_datapoint_time": 1580983200000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759872494567, "expiration_time": 1766347200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 150, "offset": 0, "a": 0.15603 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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