Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644880.6361 | 471026.7986 | 173853.8375 | 836357.133 | 7356.286 | 829000.847 |
Total P&L (%) | 644.8806 | 471.0268 | 173.8538 | 836.3571 | 7.3563 | 829.0008 |
Avg Daily Profit (%) | 0.3366 | 0.2459 | 0.0908 | 0.1168 | 0.0037 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75579 | -81332 | -56231 | -1392559 | -808600 | -850765 |
Profit Factor | 2.5558 | 2.9868 | 1.9798 | 1.2087 | 1.0032 | 1.4763 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 40 | 51.6129 | 45.9016 | 40 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0121 | 4.4802 | 1.8561 | 1.4246 | 1.5049 | 1.384 |
Largest Winning Trade | 465051 | 465051 | 61904 | 890465 | 595465 | 890465 |
Largest Losing Trade | -36726 | -35918 | -36726 | -543496 | -458437 | -543496 |
Avg Bars in Trades | 181 | 128 | 232 | 181 | 128 | 232 |
Avg Bars in Winners | 281 | 216 | 330 | 281 | 216 | 330 |
Avg Bars in Losers | 95 | 69 | 126 | 95 | 69 | 126 |
Bars Traded | 11050 | 3855 | 7195 | 11050 | 3855 | 7195 |
Profit Streak | 0 | 63.8222 | 0 | 0 | 63.8222 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153515 | 372261 | -67870 | -204679 | -572866 | -35831 |
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 69 } }, "second_band": { "type": "swma", "factors": { "length": 78, "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": [ [ 644880.6360844437, 471026.7985530052, 173853.8375314386, 836357.1329854701, 7356.2860079974, 829000.8469774732 ], [ 644.880636, 471.026799, 173.853838, 836.357133, 7.356286, 829.000847 ], [ 0.336635, 0.245881, 0.090754, 0.116833, 0.003705, 0.116421 ], [ 10, 10, 10, 10, 10, 10 ], [ -75579, -81332, -56231, -1392559, -808600, -850765 ], [ 2.555752, 2.986807, 1.979809, 1.208723, 1.003246, 1.476317 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 12, 16, 28, 12, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 45.901639, 40, 51.612903, 45.901639, 40, 51.612903 ], [ 3.012137, 4.48021, 1.856071, 1.424566, 1.504868, 1.384047 ], [ 465051, 465051, 61904, 890465, 595465, 890465 ], [ -36726, -35918, -36726, -543496, -458437, -543496 ], [ 181, 128, 232, 181, 128, 232 ], [ 281, 216, 330, 281, 216, 330 ], [ 95, 69, 126, 95, 69, 126 ], [ 11050, 3855, 7195, 11050, 3855, 7195 ], [ 0, 63.822184, 0, 0, 63.822184, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153515, 372261, -67870, -204679, -572866, -35831 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11494, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808636681, "expiration_time": 1764760608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 69 } }, "second_band": { "type": "swma", "factors": { "length": 78, "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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