Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263484.8047 | 174393.9932 | 89090.8116 | 242964.4414 | 74606.4883 | 168357.953 |
Total P&L (%) | 263.4848 | 174.394 | 89.0908 | 242.9644 | 74.6065 | 168.358 |
Avg Daily Profit (%) | 0.2529 | 0.1674 | 0.0855 | 0.1184 | 0.0535 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175657 | -154874 | -66917 | -1299234 | -991149 | -388056 |
Profit Factor | 1.3877 | 1.3743 | 1.4171 | 1.0772 | 1.0347 | 1.1681 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 58.6364 | 57.2727 | 60 | 58.6364 | 57.2727 | 60 |
Ratio Avg Win / Avg Loss | 0.979 | 1.0253 | 0.9447 | 0.7599 | 0.772 | 0.7788 |
Largest Winning Trade | 59967 | 59967 | 19845 | 194768 | 194768 | 127337 |
Largest Losing Trade | -43656 | -43656 | -17757 | -390295 | -390295 | -183526 |
Avg Bars in Trades | 111 | 191 | 31 | 111 | 191 | 31 |
Avg Bars in Winners | 77 | 130 | 26 | 77 | 130 | 26 |
Avg Bars in Losers | 160 | 272 | 40 | 160 | 272 | 40 |
Bars Traded | 24578 | 21076 | 3502 | 24578 | 21076 | 3502 |
Profit Streak | 16.8109 | 16.8109 | 19.0609 | 16.8109 | 16.8109 | 19.0609 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373180 | 328817 | -77537 | -168932 | -304166 | -101546 |
{ "trading_pair": "SNX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669269600000, "first_datapoint_time": 1669860000000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759271265459, "expiration_time": 1765749600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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": [ [ 263484.8047376659, 174393.9931576927, 89090.8115799733, 242964.4413543858, 74606.4883152199, 168357.9530391662 ], [ 263.484805, 174.393993, 89.090812, 242.964441, 74.606488, 168.357953 ], [ 0.252945, 0.167418, 0.085527, 0.118385, 0.053521, 0.094811 ], [ 10, 10, 10, 10, 10, 10 ], [ -175657, -154874, -66917, -1299234, -991149, -388056 ], [ 1.387746, 1.374298, 1.417077, 1.077165, 1.034745, 1.168126 ], [ 220, 110, 110, 220, 110, 110 ], [ 129, 63, 66, 129, 63, 66 ], [ 91, 47, 44, 91, 47, 44 ], [ 58.636364, 57.272727, 60, 58.636364, 57.272727, 60 ], [ 0.978952, 1.02527, 0.944718, 0.759861, 0.771953, 0.778751 ], [ 59967, 59967, 19845, 194768, 194768, 127337 ], [ -43656, -43656, -17757, -390295, -390295, -183526 ], [ 111, 191, 31, 111, 191, 31 ], [ 77, 130, 26, 77, 130, 26 ], [ 160, 272, 40, 160, 272, 40 ], [ 24578, 21076, 3502, 24578, 21076, 3502 ], [ 16.810943, 16.810943, 19.060943, 16.810943, 16.810943, 19.060943 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373180, 328817, -77537, -168932, -304166, -101546 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669269600000, "first_datapoint_time": 1669860000000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759271265459, "expiration_time": 1765749600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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) |
---|