Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493169.8305 | 397506.1615 | 95663.669 | 1872147.5723 | 1774699.2962 | 97448.2761 |
Total P&L (%) | 493.1698 | 397.5062 | 95.6637 | 1872.1476 | 1774.6993 | 97.4483 |
Avg Daily Profit (%) | 0.2625 | 0.2115 | 0.0509 | 0.1588 | 0.1561 | 0.0362 |
Buy And Hold Return (%) | 188.4337 | 188.4337 | 188.4337 | 188.4337 | 188.4337 | 188.4337 |
Max Trade Drawdown | -143667 | -81188 | -92246 | -1159972 | -499602 | -1222887 |
Profit Factor | 1.5921 | 2.0221 | 1.2155 | 1.2772 | 1.5424 | 1.028 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 57.0175 | 54.386 | 59.6491 | 57.0175 | 54.386 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.2002 | 1.696 | 0.8222 | 0.9628 | 1.2936 | 0.6954 |
Largest Winning Trade | 54319 | 54319 | 50804 | 704068 | 704068 | 328069 |
Largest Losing Trade | -45026 | -21609 | -45026 | -651668 | -350147 | -651668 |
Avg Bars in Trades | 97 | 83 | 111 | 97 | 83 | 111 |
Avg Bars in Winners | 105 | 77 | 131 | 105 | 77 | 131 |
Avg Bars in Losers | 86 | 90 | 81 | 86 | 90 | 81 |
Bars Traded | 22207 | 9522 | 12685 | 22207 | 9522 | 12685 |
Profit Streak | 60.2309 | 0 | 66.3142 | 60.2309 | 0 | 66.3142 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332474 | 205972 | -291245 | 310558 | 343630 | -500149 |
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1597075200000, "last_datapoint_time": 1757901600000, "evaluation_time": 1759203149500, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 493169.8305156406, 397506.1615473789, 95663.6689682617, 1872147.572262148, 1774699.2961789484, 97448.276083199 ], [ 493.169831, 397.506162, 95.663669, 1872.147572, 1774.699296, 97.448276 ], [ 0.262453, 0.211543, 0.05091, 0.158805, 0.156104, 0.036211 ], [ 188.433708, 188.433708, 188.433708, 188.433708, 188.433708, 188.433708 ], [ -143667, -81188, -92246, -1159972, -499602, -1222887 ], [ 1.592095, 2.022113, 1.21545, 1.277216, 1.542404, 1.02799 ], [ 228, 114, 114, 228, 114, 114 ], [ 130, 62, 68, 130, 62, 68 ], [ 98, 52, 46, 98, 52, 46 ], [ 57.017544, 54.385965, 59.649123, 57.017544, 54.385965, 59.649123 ], [ 1.200195, 1.695966, 0.822216, 0.962824, 1.293629, 0.695405 ], [ 54319, 54319, 50804, 704068, 704068, 328069 ], [ -45026, -21609, -45026, -651668, -350147, -651668 ], [ 97, 83, 111, 97, 83, 111 ], [ 105, 77, 131, 105, 77, 131 ], [ 86, 90, 81, 86, 90, 81 ], [ 22207, 9522, 12685, 22207, 9522, 12685 ], [ 60.230897, 0, 66.31423, 60.230897, 0, 66.31423 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332474, 205972, -291245, 310558, 343630, -500149 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1597075200000, "last_datapoint_time": 1757901600000, "evaluation_time": 1759203149500, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 2 } } }
# | 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) |
---|