Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89935.2474 | 73449.828 | 16485.4195 | 67733.7268 | 72536.1144 | -4802.3876 |
Total P&L (%) | 89.9352 | 73.4498 | 16.4854 | 67.7337 | 72.5361 | -4.8024 |
Avg Daily Profit (%) | 0.3584 | 0.2927 | 0.0657 | 0.2063 | 0.2176 | -0.0196 |
Buy And Hold Return (%) | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 |
Max Trade Drawdown | -38637 | -23589 | -35157 | -70926 | -21621 | -67315 |
Profit Factor | 1.5783 | 2.1066 | 1.1849 | 1.2772 | 1.8501 | 0.9698 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.8125 | 56.25 | 59.375 | 57.8125 | 56.25 | 59.375 |
Ratio Avg Win / Avg Loss | 1.1517 | 1.6385 | 0.8107 | 0.932 | 1.439 | 0.6635 |
Largest Winning Trade | 79507 | 79507 | 25738 | 60069 | 60069 | 34906 |
Largest Losing Trade | -19238 | -19238 | -15109 | -27957 | -21621 | -27957 |
Avg Bars in Trades | 366 | 349 | 383 | 366 | 349 | 383 |
Avg Bars in Winners | 340 | 284 | 393 | 340 | 284 | 393 |
Avg Bars in Losers | 402 | 434 | 368 | 402 | 434 | 368 |
Bars Traded | 23462 | 11190 | 12272 | 23462 | 11190 | 12272 |
Profit Streak | 34.3232 | 39.469 | 34.3232 | 34.3232 | 39.469 | 34.3232 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134004 | 369574 | -289446 | -139670 | 287368 | -580479 |
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{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } } }
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{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736449200000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759983321718, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "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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