Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148127.2684 | 92295.5038 | 55831.7646 | 190702.8428 | 127544.7997 | 63158.0431 |
Total P&L (%) | 148.1273 | 92.2955 | 55.8318 | 190.7028 | 127.5448 | 63.158 |
Avg Daily Profit (%) | 0.5562 | 0.3466 | 0.2097 | 0.4015 | 0.3092 | 0.184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46874 | -29149 | -62854 | -86214 | -48396 | -124593 |
Profit Factor | 1.3496 | 1.4477 | 1.2567 | 1.2912 | 1.3854 | 1.195 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 46.8468 | 46.1078 | 47.5904 | 46.8468 | 46.1078 | 47.5904 |
Ratio Avg Win / Avg Loss | 1.5313 | 1.6922 | 1.3839 | 1.4651 | 1.6193 | 1.316 |
Largest Winning Trade | 44494 | 44494 | 22459 | 62561 | 62561 | 45816 |
Largest Losing Trade | -11499 | -10235 | -11499 | -23116 | -18993 | -23116 |
Avg Bars in Trades | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Winners | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 12581 | 6435 | 6145 | 12581 | 6435 | 6145 |
Profit Streak | 0 | 0 | 273.8701 | 0 | 0 | 273.8701 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406877 | 302417 | 214997 | 306427 | 277206 | 14300 |
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{ "first_band": { "type": "dcm", "factors": { "length": 6, "offset": 126 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 209, "std": 1.99555 } } }
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{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713996000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759665177104, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 6, "offset": 126 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 209, "std": 1.99555 } } }
# | 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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