Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -43944.6716 | 52591.8798 | -96536.5514 | -157511.8561 | 122980.8304 | -280492.6865 |
Total P&L (%) | -43.9447 | 52.5919 | -96.5366 | -157.5119 | 122.9808 | -280.4927 |
Avg Daily Profit (%) | -0.0844 | 0.101 | -0.1854 | 0 | 0.1541 | 0 |
Buy And Hold Return (%) | 38.0282 | 38.0282 | 38.0282 | 38.0282 | 38.0282 | 38.0282 |
Max Trade Drawdown | -208465 | -71972 | -150059 | -377624 | -19770 | -371697 |
Profit Factor | 0.8752 | 1.4659 | 0.5965 | 0.7042 | 2.608 | 0.3849 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 10 | 13 | 31 | 18 | 13 |
Losing Trades | 35 | 19 | 16 | 27 | 11 | 16 |
Profitability (%) | 39.6552 | 34.4828 | 44.8276 | 53.4483 | 62.069 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.3318 | 2.7852 | 0.7341 | 0.6133 | 1.5938 | 0.4738 |
Largest Winning Trade | 60678 | 60678 | 29057 | 60678 | 60678 | 43240 |
Largest Losing Trade | -137925 | -26207 | -137925 | -350987 | -19770 | -350987 |
Avg Bars in Trades | 415 | 446 | 384 | 415 | 446 | 384 |
Avg Bars in Winners | 499 | 679 | 361 | 447 | 478 | 405 |
Avg Bars in Losers | 360 | 324 | 402 | 378 | 394 | 366 |
Bars Traded | 24096 | 12960 | 11136 | 24096 | 12960 | 11136 |
Profit Streak | 0 | 0 | 0 | 26.4756 | 67.559 | 26.4756 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -763480 | -109250 | -583413 | -759382 | 403549 | -582871 |
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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": [ [ -43944.6715990151, 52591.8798085466, -96536.5514075617, -157511.8560991523, 122980.8304177197, -280492.6865168721 ], [ -43.944672, 52.59188, -96.536551, -157.511856, 122.98083, -280.492687 ], [ -0.084374, 0.100977, -0.185351, 0, 0.154087, 0 ], [ 38.028169, 38.028169, 38.028169, 38.028169, 38.028169, 38.028169 ], [ -208465, -71972, -150059, -377624, -19770, -371697 ], [ 0.875196, 1.465896, 0.596461, 0.704209, 2.608029, 0.384926 ], [ 58, 29, 29, 58, 29, 29 ], [ 23, 10, 13, 31, 18, 13 ], [ 35, 19, 16, 27, 11, 16 ], [ 39.655172, 34.482759, 44.827586, 53.448276, 62.068966, 44.827586 ], [ 1.331819, 2.785202, 0.734106, 0.613343, 1.593796, 0.473756 ], [ 60678, 60678, 29057, 60678, 60678, 43240 ], [ -137925, -26207, -137925, -350987, -19770, -350987 ], [ 415, 446, 384, 415, 446, 384 ], [ 499, 679, 361, 447, 478, 405 ], [ 360, 324, 402, 378, 394, 366 ], [ 24096, 12960, 11136, 24096, 12960, 11136 ], [ 0, 0, 0, 26.475646, 67.55898, 26.475646 ], [ 0, 0, 0, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -763480, -109250, -583413, -759382, 403549, -582871 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714257000000, "first_datapoint_time": 1714611600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759256695831, "expiration_time": 1765735200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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