Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1954779.8084 | 1787212.575 | 167567.2335 | 21482889.9079 | 12129560.6245 | 9353329.2834 |
Total P&L (%) | 1954.7798 | 1787.2126 | 167.5672 | 21482.8899 | 12129.5606 | 9353.3293 |
Avg Daily Profit (%) | 0.7818 | 0.7147 | 0.067 | 0.2152 | 0.1924 | 0.1821 |
Buy And Hold Return (%) | 461.6933 | 461.6933 | 461.6933 | 461.6933 | 461.6933 | 461.6933 |
Max Trade Drawdown | -84891 | -63297 | -67806 | -24224526 | -12335614 | -17958361 |
Profit Factor | 4.7459 | 6.9516 | 1.7563 | 1.2698 | 1.2888 | 1.2486 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.3333 | 54.0541 | 52.6316 | 53.3333 | 54.0541 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.1526 | 5.9088 | 1.5807 | 1.1111 | 1.0954 | 1.1237 |
Largest Winning Trade | 1277327 | 1277327 | 43972 | 13488266 | 13488266 | 7728624 |
Largest Losing Trade | -49614 | -49614 | -34558 | -6720195 | -6720195 | -6233054 |
Avg Bars in Trades | 126 | 179 | 75 | 126 | 179 | 75 |
Avg Bars in Winners | 143 | 195 | 91 | 143 | 195 | 91 |
Avg Bars in Losers | 107 | 159 | 57 | 107 | 159 | 57 |
Bars Traded | 9485 | 6627 | 2858 | 9485 | 6627 | 2858 |
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 | -42241 | 689747 | -265549 | -52778 | 306683 | 288303 |
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 1.77078 } } }
{ "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": [ [ 1954779.8084349781, 1787212.5749739883, 167567.2334609901, 21482889.907931283, 12129560.624484012, 9353329.283447267 ], [ 1954.779808, 1787.212575, 167.567233, 21482.889908, 12129.560624, 9353.329283 ], [ 0.781756, 0.714742, 0.067013, 0.215168, 0.192404, 0.182087 ], [ 461.69334, 461.69334, 461.69334, 461.69334, 461.69334, 461.69334 ], [ -84891, -63297, -67806, -24224526, -12335614, -17958361 ], [ 4.745868, 6.951574, 1.756316, 1.269778, 1.288763, 1.248583 ], [ 75, 37, 38, 75, 37, 38 ], [ 40, 20, 20, 40, 20, 20 ], [ 35, 17, 18, 35, 17, 18 ], [ 53.333333, 54.054054, 52.631579, 53.333333, 54.054054, 52.631579 ], [ 4.152635, 5.908838, 1.580684, 1.111056, 1.095448, 1.123725 ], [ 1277327, 1277327, 43972, 13488266, 13488266, 7728624 ], [ -49614, -49614, -34558, -6720195, -6720195, -6233054 ], [ 126, 179, 75, 126, 179, 75 ], [ 143, 195, 91, 143, 195, 91 ], [ 107, 159, 57, 107, 159, 57 ], [ 9485, 6627, 2858, 9485, 6627, 2858 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -42241, 689747, -265549, -52778, 306683, 288303 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10002, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1547359200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084895642, "expiration_time": 1765563696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 1.77078 } } }
# | 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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