Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896795.7628 | 781463.4191 | 115332.3438 | 4882307.7618 | 2997952.2156 | 1884355.5462 |
Total P&L (%) | 896.7958 | 781.4634 | 115.3323 | 4882.3078 | 2997.9522 | 1884.3555 |
Avg Daily Profit (%) | 0.3586 | 0.3125 | 0.0461 | 0.1564 | 0.1374 | 0.1195 |
Buy And Hold Return (%) | 319.3921 | 319.3921 | 319.3921 | 319.3921 | 319.3921 | 319.3921 |
Max Trade Drawdown | -96828 | -62929 | -66207 | -6570927 | -4518037 | -3906214 |
Profit Factor | 2.5928 | 3.3926 | 1.4878 | 1.228 | 1.2348 | 1.2178 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 54.902 | 50.9804 | 58.8235 | 54.902 | 50.9804 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.1298 | 3.2621 | 1.0415 | 1.0087 | 1.1873 | 0.8525 |
Largest Winning Trade | 364188 | 364188 | 42356 | 3456624 | 3456624 | 2120051 |
Largest Losing Trade | -53309 | -30437 | -53309 | -3337185 | -1953554 | -3337185 |
Avg Bars in Trades | 70 | 101 | 40 | 70 | 101 | 40 |
Avg Bars in Winners | 89 | 136 | 49 | 89 | 136 | 49 |
Avg Bars in Losers | 47 | 64 | 27 | 47 | 64 | 27 |
Bars Traded | 7219 | 5154 | 2065 | 7219 | 5154 | 2065 |
Profit Streak | 133.745 | 133.745 | 142.745 | 133.745 | 133.745 | 142.745 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479281 | -167783 | -473817 | 344400 | -188900 | -213772 |
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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": [ [ 896795.7628345084, 781463.4190624163, 115332.3437720924, 4882307.761818355, 2997952.2156345937, 1884355.54618376 ], [ 896.795763, 781.463419, 115.332344, 4882.307762, 2997.952216, 1884.355546 ], [ 0.358575, 0.31246, 0.046114, 0.156399, 0.137372, 0.119539 ], [ 319.392074, 319.392074, 319.392074, 319.392074, 319.392074, 319.392074 ], [ -96828, -62929, -66207, -6570927, -4518037, -3906214 ], [ 2.59279, 3.392553, 1.487846, 1.227953, 1.234822, 1.217817 ], [ 102, 51, 51, 102, 51, 51 ], [ 56, 26, 30, 56, 26, 30 ], [ 46, 25, 21, 46, 25, 21 ], [ 54.901961, 50.980392, 58.823529, 54.901961, 50.980392, 58.823529 ], [ 2.129791, 3.26207, 1.041492, 1.008676, 1.187328, 0.852472 ], [ 364188, 364188, 42356, 3456624, 3456624, 2120051 ], [ -53309, -30437, -53309, -3337185, -1953554, -3337185 ], [ 70, 101, 40, 70, 101, 40 ], [ 89, 136, 49, 89, 136, 49 ], [ 47, 64, 27, 47, 64, 27 ], [ 7219, 5154, 2065, 7219, 5154, 2065 ], [ 133.744982, 133.744982, 142.744982, 133.744982, 133.744982, 142.744982 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 479281, -167783, -473817, 344400, -188900, -213772 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110766477, "expiration_time": 1765586592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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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