Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636061.2831 | 381472.8477 | 254588.4354 | 2044592.6072 | -434002.2272 | 2478594.8344 |
Total P&L (%) | 636.0613 | 381.4728 | 254.5884 | 2044.5926 | -434.0022 | 2478.5948 |
Avg Daily Profit (%) | 0.3491 | 0.2094 | 0.1397 | 0.1684 | 0 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81990 | -67256 | -36834 | -2504819 | -2393816 | -992158 |
Profit Factor | 2.2904 | 2.2619 | 2.3356 | 1.1938 | 0.9321 | 1.5958 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 44.898 | 34.6939 | 55.102 | 44.898 | 34.6939 | 55.102 |
Ratio Avg Win / Avg Loss | 2.811 | 4.2577 | 1.9031 | 1.4651 | 1.7545 | 1.3003 |
Largest Winning Trade | 294503 | 294503 | 73755 | 1644422 | 1644422 | 953439 |
Largest Losing Trade | -50606 | -50606 | -18463 | -776756 | -776756 | -655994 |
Avg Bars in Trades | 219 | 201 | 237 | 219 | 201 | 237 |
Avg Bars in Winners | 309 | 265 | 336 | 309 | 265 | 336 |
Avg Bars in Losers | 146 | 167 | 115 | 146 | 167 | 115 |
Bars Traded | 21499 | 9865 | 11634 | 21499 | 9865 | 11634 |
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 | 430184 | 221423 | -1302 | -1302 | -583856 | 378121 |
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21865, "evaluation_days": 1822.08, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604376000000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760246278202, "expiration_time": 1765909008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "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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