Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -592232.5954 | -9482.6764 | -582749.9189 | 283723.9534 | -190368.1893 | 474092.1427 |
Total P&L (%) | -592.2326 | -9.4827 | -582.7499 | 283.724 | -190.3682 | 474.0921 |
Avg Daily Profit (%) | -0.6642 | -0.0106 | -0.6535 | 0.1509 | 0 | 0.1962 |
Buy And Hold Return (%) | 34.416 | 34.416 | 34.416 | 34.416 | 34.416 | 34.416 |
Max Trade Drawdown | -641773 | -71262 | -606067 | -386297 | -271735 | -237084 |
Profit Factor | 0.2879 | 0.9313 | 0.16 | 1.3512 | 0.5577 | 2.2562 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 21 | 21 | 28 | 13 | 15 |
Losing Trades | 21 | 10 | 11 | 35 | 18 | 17 |
Profitability (%) | 66.6667 | 67.7419 | 65.625 | 44.4444 | 41.9355 | 46.875 |
Ratio Avg Win / Avg Loss | 0.144 | 0.4435 | 0.0838 | 1.689 | 0.7723 | 2.557 |
Largest Winning Trade | 18362 | 18362 | 12128 | 720118 | 107914 | 720118 |
Largest Losing Trade | -424303 | -45450 | -424303 | -269415 | -269415 | -136991 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 9 | 8 | 9 | 32 | 30 | 33 |
Avg Bars in Losers | 97 | 99 | 95 | 43 | 43 | 44 |
Bars Traded | 2438 | 1180 | 1258 | 2438 | 1180 | 1258 |
Profit Streak | 8.9189 | 0 | 52.9189 | 8.9189 | 0 | 52.9189 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728948 | -578518 | -577247 | -144059 | -583954 | 438232 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "trading_pair": "SUI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2675, "evaluation_days": 891.67, "actual_first_datapoint_time": 1683100800000, "first_datapoint_time": 1687190400000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760133796568, "expiration_time": 1762704000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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