Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2092016.7977 | 2054039.0092 | 37977.7884 | -965210.2292 | -402384.0342 | -562826.195 |
Total P&L (%) | 2092.0168 | 2054.039 | 37.9778 | -965.2102 | -402.384 | -562.8262 |
Avg Daily Profit (%) | 0.8859 | 0.8699 | 0.0161 | 0 | 0 | 0 |
Buy And Hold Return (%) | 498.4306 | 498.4306 | 498.4306 | 498.4306 | 498.4306 | 498.4306 |
Max Trade Drawdown | -167531 | -97015 | -168067 | -1049664 | -530607 | -635163 |
Profit Factor | 5.7849 | 11.5864 | 1.1562 | 0.535 | 0.5987 | 0.4753 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 12 | 19 | 31 | 19 | 12 |
Losing Trades | 32 | 19 | 13 | 32 | 12 | 20 |
Profitability (%) | 49.2063 | 38.7097 | 59.375 | 49.2063 | 61.2903 | 37.5 |
Ratio Avg Win / Avg Loss | 5.9715 | 18.3451 | 0.7911 | 0.5522 | 0.3781 | 0.7922 |
Largest Winning Trade | 1870060 | 1870060 | 44605 | 122944 | 122944 | 114017 |
Largest Losing Trade | -111474 | -42319 | -111474 | -380256 | -380256 | -256103 |
Avg Bars in Trades | 106 | 98 | 114 | 106 | 98 | 114 |
Avg Bars in Winners | 172 | 171 | 173 | 45 | 43 | 49 |
Avg Bars in Losers | 42 | 51 | 28 | 165 | 185 | 153 |
Bars Traded | 6708 | 3041 | 3667 | 6708 | 3041 | 3667 |
Profit Streak | 0 | 113.1281 | 0 | 55.4615 | 0 | 79.4615 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131744 | 567813 | -386369 | -731524 | -579354 | -585113 |
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{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 247 } }, "second_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 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": [ [ 2092016.797661508, 2054039.0092424299, 37977.7884190772, -965210.2292402984, -402384.0342205559, -562826.1950197425 ], [ 2092.016798, 2054.039009, 37.977788, -965.210229, -402.384034, -562.826195 ], [ 0.885949, 0.869865, 0.016083, 0, 0, 0 ], [ 498.430629, 498.430629, 498.430629, 498.430629, 498.430629, 498.430629 ], [ -167531, -97015, -168067, -1049664, -530607, -635163 ], [ 5.784851, 11.586352, 1.156165, 0.534952, 0.598722, 0.475343 ], [ 63, 31, 32, 63, 31, 32 ], [ 31, 12, 19, 31, 19, 12 ], [ 32, 19, 13, 32, 12, 20 ], [ 49.206349, 38.709677, 59.375, 49.206349, 61.290323, 37.5 ], [ 5.97146, 18.345058, 0.791061, 0.552208, 0.37814, 0.792238 ], [ 1870060, 1870060, 44605, 122944, 122944, 114017 ], [ -111474, -42319, -111474, -380256, -380256, -256103 ], [ 106, 98, 114, 106, 98, 114 ], [ 172, 171, 173, 45, 43, 49 ], [ 42, 51, 28, 165, 185, 153 ], [ 6708, 3041, 3667, 6708, 3041, 3667 ], [ 0, 113.128149, 0, 55.461482, 0, 79.461482 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131744, 567813, -386369, -731524, -579354, -585113 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7084, "evaluation_days": 2361.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758855872084, "expiration_time": 1764965376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 247 } }, "second_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 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) |
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