Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588776.267 | 423843.2127 | 164933.0543 | 940097.9493 | 28396.3851 | 911701.5642 |
Total P&L (%) | 588.7763 | 423.8432 | 164.9331 | 940.0979 | 28.3964 | 911.7016 |
Avg Daily Profit (%) | 0.3095 | 0.2228 | 0.0867 | 0.1232 | 0.0131 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111743 | -127544 | -72844 | -1254436 | -1218400 | -310363 |
Profit Factor | 2.0689 | 2.3521 | 1.6949 | 1.2637 | 1.0123 | 1.7289 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.8095 | 47.619 | 50 | 48.8095 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 2.1698 | 2.5873 | 1.6949 | 1.3253 | 1.1135 | 1.7289 |
Largest Winning Trade | 220397 | 220397 | 54130 | 683216 | 683216 | 427531 |
Largest Losing Trade | -39998 | -35095 | -39998 | -353497 | -353497 | -204255 |
Avg Bars in Trades | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Winners | 93 | 112 | 75 | 93 | 112 | 75 |
Avg Bars in Losers | 35 | 26 | 45 | 35 | 26 | 45 |
Bars Traded | 5365 | 2822 | 2543 | 5365 | 2822 | 2543 |
Profit Streak | 0 | 0 | 495.4791 | 0 | 0 | 495.4791 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456064 | 410872 | -73365 | -28522 | -386456 | -26183 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.92899 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558972800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759519793949, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.92899 } } }
# | 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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