Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2178769.796 | 2038219.8695 | 140549.9265 | 13967106.9858 | 5418325.3816 | 8548781.6042 |
Total P&L (%) | 2178.7698 | 2038.2199 | 140.5499 | 13967.107 | 5418.3254 | 8548.7816 |
Avg Daily Profit (%) | 1.1631 | 1.0881 | 0.075 | 0.2644 | 0.2143 | 0.2384 |
Buy And Hold Return (%) | 639.1587 | 639.1587 | 639.1587 | 639.1587 | 639.1587 | 639.1587 |
Max Trade Drawdown | -92853 | -75597 | -51725 | -15426462 | -13058367 | -10481194 |
Profit Factor | 4.5463 | 7.1746 | 1.4944 | 1.1836 | 1.1291 | 1.2507 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 39.4958 | 33.3333 | 45.7627 | 39.4958 | 33.3333 | 45.7627 |
Ratio Avg Win / Avg Loss | 6.9645 | 14.3492 | 1.7711 | 1.8131 | 2.2582 | 1.4823 |
Largest Winning Trade | 1404143 | 1404143 | 58318 | 16632811 | 16632811 | 7475607 |
Largest Losing Trade | -24357 | -20807 | -24357 | -5108088 | -3789956 | -5108088 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 106 | 90 | 117 | 106 | 90 | 117 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 7288 | 3156 | 4132 | 7288 | 3156 | 4132 |
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 | 519355 | -156938 | -434489 | -12660 | -245210 | -170180 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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": [ [ 2178769.7959635905, 2038219.8695034864, 140549.9264601046, 13967106.985822545, 5418325.381614734, 8548781.604207827 ], [ 2178.769796, 2038.21987, 140.549926, 13967.106986, 5418.325382, 8548.781604 ], [ 1.163096, 1.088066, 0.07503, 0.264405, 0.214331, 0.238373 ], [ 639.158723, 639.158723, 639.158723, 639.158723, 639.158723, 639.158723 ], [ -92853, -75597, -51725, -15426462, -13058367, -10481194 ], [ 4.5463, 7.174577, 1.494407, 1.183579, 1.129077, 1.25066 ], [ 119, 60, 59, 119, 60, 59 ], [ 47, 20, 27, 47, 20, 27 ], [ 72, 40, 32, 72, 40, 32 ], [ 39.495798, 33.333333, 45.762712, 39.495798, 33.333333, 45.762712 ], [ 6.964544, 14.349155, 1.771149, 1.813142, 2.258155, 1.482264 ], [ 1404143, 1404143, 58318, 16632811, 16632811, 7475607 ], [ -24357, -20807, -24357, -5108088, -3789956, -5108088 ], [ 61, 52, 70, 61, 52, 70 ], [ 106, 90, 117, 106, 90, 117 ], [ 31, 33, 30, 31, 33, 30 ], [ 7288, 3156, 4132, 7288, 3156, 4132 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519355, -156938, -434489, -12660, -245210, -170180 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7493, "evaluation_days": 1873.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599480000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239503766, "expiration_time": 1764089064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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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