Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980413.1882 | 760586.8958 | 219826.2925 | 4059710.2031 | 2041893.4469 | 2017816.7562 |
Total P&L (%) | 980.4132 | 760.5869 | 219.8263 | 4059.7102 | 2041.8934 | 2017.8168 |
Avg Daily Profit (%) | 0.6146 | 0.4768 | 0.1378 | 0.234 | 0.1923 | 0.1916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103533 | -95747 | -92746 | -1162167 | -825703 | -1071220 |
Profit Factor | 2.1461 | 2.6459 | 1.5589 | 1.4125 | 1.4018 | 1.4239 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 32.636 | 27.5 | 37.8151 | 32.636 | 27.5 | 37.8151 |
Ratio Avg Win / Avg Loss | 4.4298 | 6.9755 | 2.5635 | 2.9155 | 3.6957 | 2.3415 |
Largest Winning Trade | 421734 | 421734 | 30888 | 1634644 | 1634644 | 673203 |
Largest Losing Trade | -19741 | -15467 | -19741 | -353001 | -285374 | -353001 |
Avg Bars in Trades | 19 | 16 | 23 | 19 | 16 | 23 |
Avg Bars in Winners | 44 | 36 | 49 | 44 | 36 | 49 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 4710 | 1932 | 2778 | 4710 | 1932 | 2778 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375798 | -3304 | -11002 | 179496 | -8965 | 187871 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 980413.1882344894, 760586.8957682193, 219826.2924662706, 4059710.203139249, 2041893.4469430838, 2017816.756196165 ], [ 980.413188, 760.586896, 219.826292, 4059.710203, 2041.893447, 2017.816756 ], [ 0.614552, 0.476758, 0.137794, 0.233957, 0.192262, 0.191552 ], [ 10, 10, 10, 10, 10, 10 ], [ -103533, -95747, -92746, -1162167, -825703, -1071220 ], [ 2.146106, 2.645876, 1.55891, 1.412472, 1.401799, 1.423865 ], [ 239, 120, 119, 239, 120, 119 ], [ 78, 33, 45, 78, 33, 45 ], [ 161, 87, 74, 161, 87, 74 ], [ 32.635983, 27.5, 37.815126, 32.635983, 27.5, 37.815126 ], [ 4.429784, 6.97549, 2.563541, 2.915487, 3.695653, 2.341466 ], [ 421734, 421734, 30888, 1634644, 1634644, 673203 ], [ -19741, -15467, -19741, -353001, -285374, -353001 ], [ 19, 16, 23, 19, 16, 23 ], [ 44, 36, 49, 44, 36, 49 ], [ 7, 8, 7, 7, 8, 7 ], [ 4710, 1932, 2778, 4710, 1932, 2778 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375798, -3304, -11002, 179496, -8965, 187871 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622217600000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758795220205, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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