Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485293.8675 | 382182.9654 | 103110.9021 | 2119754.3207 | 1513611.061 | 606143.2597 |
Total P&L (%) | 485.2939 | 382.183 | 103.1109 | 2119.7543 | 1513.6111 | 606.1433 |
Avg Daily Profit (%) | 0.2693 | 0.212 | 0.0572 | 0.1721 | 0.1544 | 0.1085 |
Buy And Hold Return (%) | 119.8148 | 119.8148 | 119.8148 | 119.8148 | 119.8148 | 119.8148 |
Max Trade Drawdown | -108286 | -65726 | -66031 | -4071330 | -2674935 | -2245586 |
Profit Factor | 1.7224 | 2.2725 | 1.2776 | 1.141 | 1.1883 | 1.0867 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Losing Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Profitability (%) | 55 | 57.5 | 52.5 | 55 | 57.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4092 | 1.6797 | 1.1559 | 0.9336 | 0.8783 | 0.9832 |
Largest Winning Trade | 105142 | 105142 | 58042 | 1216538 | 1216538 | 1058509 |
Largest Losing Trade | -33689 | -33689 | -31574 | -1460820 | -1460820 | -918853 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Losers | 42 | 43 | 40 | 42 | 43 | 40 |
Bars Traded | 10651 | 5849 | 4802 | 10651 | 5849 | 4802 |
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 | 363347 | 354405 | -282268 | -57366 | -6639 | -175785 |
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{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 35, "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": [ [ 485293.8674922457, 382182.9653742009, 103110.9021180446, 2119754.3206564053, 1513611.061005212, 606143.2596511942 ], [ 485.293867, 382.182965, 103.110902, 2119.754321, 1513.611061, 606.14326 ], [ 0.269259, 0.212049, 0.05721, 0.172147, 0.154423, 0.10851 ], [ 119.814815, 119.814815, 119.814815, 119.814815, 119.814815, 119.814815 ], [ -108286, -65726, -66031, -4071330, -2674935, -2245586 ], [ 1.722408, 2.272514, 1.277601, 1.141022, 1.188336, 1.086658 ], [ 240, 120, 120, 240, 120, 120 ], [ 132, 69, 63, 132, 69, 63 ], [ 108, 51, 57, 108, 51, 57 ], [ 55, 57.5, 52.5, 55, 57.5, 52.5 ], [ 1.409243, 1.679684, 1.155925, 0.933563, 0.878336, 0.983167 ], [ 105142, 105142, 58042, 1216538, 1216538, 1058509 ], [ -33689, -33689, -31574, -1460820, -1460820, -918853 ], [ 44, 48, 40, 44, 48, 40 ], [ 46, 52, 39, 46, 52, 39 ], [ 42, 43, 40, 42, 43, 40 ], [ 10651, 5849, 4802, 10651, 5849, 4802 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363347, 354405, -282268, -57366, -6639, -175785 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1554019200000, "last_datapoint_time": 1708387200000, "evaluation_time": 1760116540156, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 35, "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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