Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483089.6589 | 1491070.7504 | -7981.0914 | -63896.2462 | 493745.3348 | -557641.5809 |
Total P&L (%) | 1483.0897 | 1491.0708 | -7.9811 | -63.8962 | 493.7453 | -557.6416 |
Avg Daily Profit (%) | 0.7985 | 0.8028 | -0.0043 | -0.0548 | 0.096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320182 | -257678 | -98405 | -2064937 | -1471944 | -626342 |
Profit Factor | 2.8415 | 3.578 | 0.9648 | 0.9747 | 1.2727 | 0.2171 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 41.8803 | 31.0345 | 52.5424 | 41.8803 | 31.0345 | 52.5424 |
Ratio Avg Win / Avg Loss | 3.9433 | 7.9512 | 0.8715 | 1.3526 | 2.8283 | 0.1961 |
Largest Winning Trade | 1605259 | 1605259 | 22282 | 1962955 | 1962955 | 22282 |
Largest Losing Trade | -54731 | -54731 | -32037 | -773348 | -773348 | -423063 |
Avg Bars in Trades | 187 | 322 | 55 | 187 | 322 | 55 |
Avg Bars in Winners | 208 | 465 | 59 | 208 | 465 | 59 |
Avg Bars in Losers | 172 | 257 | 51 | 172 | 257 | 51 |
Bars Traded | 21950 | 18681 | 3269 | 21950 | 18681 | 3269 |
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 | 566292 | -167788 | -757128 | -581958 | -251551 | -757128 |
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 91, "offset": 0, "std": 2.57209 } } }
{ "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": [ [ 1483089.6589238557, 1491070.7503572686, -7981.0914334125, -63896.2461540711, 493745.3347927839, -557641.5809468549 ], [ 1483.089659, 1491.07075, -7.981091, -63.896246, 493.745335, -557.641581 ], [ 0.798506, 0.802803, -0.004297, -0.054836, 0.095951, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -320182, -257678, -98405, -2064937, -1471944, -626342 ], [ 2.841499, 3.578029, 0.96484, 0.974671, 1.272726, 0.217092 ], [ 117, 58, 59, 117, 58, 59 ], [ 49, 18, 31, 49, 18, 31 ], [ 68, 40, 28, 68, 40, 28 ], [ 41.880342, 31.034483, 52.542373, 41.880342, 31.034483, 52.542373 ], [ 3.943305, 7.951176, 0.871469, 1.352605, 2.82828, 0.196083 ], [ 1605259, 1605259, 22282, 1962955, 1962955, 22282 ], [ -54731, -54731, -32037, -773348, -773348, -423063 ], [ 187, 322, 55, 187, 322, 55 ], [ 208, 465, 59, 208, 465, 59 ], [ 172, 257, 51, 172, 257, 51 ], [ 21950, 18681, 3269, 21950, 18681, 3269 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 566292, -167788, -757128, -581958, -251551, -757128 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22288, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600927200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759727310535, "expiration_time": 1765500249600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 91, "offset": 0, "std": 2.57209 } } }
# | 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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