Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514073.9998 | 335955.4409 | 178118.5589 | 1886522.3897 | 3615282.1093 | -1728759.7196 |
Total P&L (%) | 514.074 | 335.9554 | 178.1186 | 1886.5224 | 3615.2821 | -1728.7597 |
Avg Daily Profit (%) | 0.2834 | 0.1852 | 0.0982 | 0.1649 | 0.1995 | 0 |
Buy And Hold Return (%) | 144.933 | 144.933 | 144.933 | 144.933 | 144.933 | 144.933 |
Max Trade Drawdown | -80642 | -75669 | -90277 | -3592338 | -643149 | -3702445 |
Profit Factor | 2.7581 | 3.8992 | 2.009 | 1.2913 | 3.5026 | 0.6564 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 59.375 | 62.5 | 56.25 | 59.375 | 62.5 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8871 | 2.3395 | 1.5626 | 0.8835 | 2.1016 | 0.5105 |
Largest Winning Trade | 122746 | 122746 | 59108 | 1333452 | 1333452 | 838965 |
Largest Losing Trade | -75487 | -40360 | -75487 | -3527993 | -404585 | -3527993 |
Avg Bars in Trades | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Winners | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Losers | 98 | 118 | 80 | 98 | 118 | 80 |
Bars Traded | 5073 | 2628 | 2445 | 5073 | 2628 | 2445 |
Profit Streak | 13.4182 | 0 | 18.4182 | 13.4182 | 0 | 18.4182 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130292 | 406850 | -151269 | -135579 | 587455 | -579437 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 514073.9997824815, 335955.4408651073, 178118.5589173747, 1886522.3897400757, 3615282.109348059, -1728759.7196079835 ], [ 514.074, 335.955441, 178.118559, 1886.52239, 3615.282109, -1728.75972 ], [ 0.283393, 0.185201, 0.098191, 0.164908, 0.199484, 0 ], [ 144.933024, 144.933024, 144.933024, 144.933024, 144.933024, 144.933024 ], [ -80642, -75669, -90277, -3592338, -643149, -3702445 ], [ 2.75807, 3.899168, 2.009009, 1.291331, 3.502604, 0.656372 ], [ 64, 32, 32, 64, 32, 32 ], [ 38, 20, 18, 38, 20, 18 ], [ 26, 12, 14, 26, 12, 14 ], [ 59.375, 62.5, 56.25, 59.375, 62.5, 56.25 ], [ 1.887101, 2.339501, 1.562563, 0.883543, 2.101563, 0.510512 ], [ 122746, 122746, 59108, 1333452, 1333452, 838965 ], [ -75487, -40360, -75487, -3527993, -404585, -3527993 ], [ 79, 82, 76, 79, 82, 76 ], [ 66, 60, 73, 66, 60, 73 ], [ 98, 118, 80, 98, 118, 80 ], [ 5073, 2628, 2445, 5073, 2628, 2445 ], [ 13.41823, 0, 18.41823, 13.41823, 0, 18.41823 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130292, 406850, -151269, -135579, 587455, -579437 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5442, "evaluation_days": 1814, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1609833600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759428135099, "expiration_time": 1764122688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "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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