Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125394.8049 | -4490.1221 | 129884.9269 | 81541.4464 | -29900.7809 | 111442.2273 |
Total P&L (%) | 125.3948 | -4.4901 | 129.8849 | 81.5414 | -29.9008 | 111.4422 |
Avg Daily Profit (%) | 0.2408 | -0.0086 | 0.2494 | 0.1146 | -0.0682 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59350 | -36920 | -49053 | -184877 | -72930 | -142071 |
Profit Factor | 1.4008 | 0.9702 | 1.8002 | 1.1315 | 0.8922 | 1.325 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 64 | 56 | 72 | 64 | 56 | 72 |
Ratio Avg Win / Avg Loss | 0.7879 | 0.7623 | 0.7001 | 0.6364 | 0.701 | 0.5153 |
Largest Winning Trade | 27946 | 13314 | 27946 | 42624 | 23423 | 42624 |
Largest Losing Trade | -49053 | -21938 | -49053 | -142071 | -72930 | -142071 |
Avg Bars in Trades | 233 | 123 | 343 | 233 | 123 | 343 |
Avg Bars in Winners | 218 | 122 | 293 | 218 | 122 | 293 |
Avg Bars in Losers | 260 | 124 | 473 | 260 | 124 | 473 |
Bars Traded | 23354 | 6172 | 17182 | 23354 | 6172 | 17182 |
Profit Streak | 9.9877 | 24.7377 | 9.9877 | 9.9877 | 24.7377 | 9.9877 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346254 | -760080 | -168428 | -115040 | -760080 | -179518 |
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{ "first_band": { "type": "dcu", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 191 } } }
{ "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": [ [ 125394.8048775368, -4490.122069745, 129884.9269472819, 81541.4464014652, -29900.7809167071, 111442.2273181723 ], [ 125.394805, -4.490122, 129.884927, 81.541446, -29.900781, 111.442227 ], [ 0.24076, -0.008621, 0.249381, 0.114559, -0.068187, 0.14387 ], [ 10, 10, 10, 10, 10, 10 ], [ -59350, -36920, -49053, -184877, -72930, -142071 ], [ 1.400757, 0.970182, 1.800225, 1.131453, 0.892227, 1.325029 ], [ 100, 50, 50, 100, 50, 50 ], [ 64, 28, 36, 64, 28, 36 ], [ 36, 22, 14, 36, 22, 14 ], [ 64, 56, 72, 64, 56, 72 ], [ 0.787926, 0.762286, 0.700087, 0.636442, 0.701035, 0.515289 ], [ 27946, 13314, 27946, 42624, 23423, 42624 ], [ -49053, -21938, -49053, -142071, -72930, -142071 ], [ 233, 123, 343, 233, 123, 343 ], [ 218, 122, 293, 218, 122, 293 ], [ 260, 124, 473, 260, 124, 473 ], [ 23354, 6172, 17182, 23354, 6172, 17182 ], [ 9.987688, 24.737688, 9.987688, 9.987688, 24.737688, 9.987688 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346254, -760080, -168428, -115040, -760080, -179518 ] ] }
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714174200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758967936215, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 191 } } }
# | 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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