Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424178.8723 | 238634.4971 | 185544.3752 | 1546939.5931 | 753079.4224 | 793860.1707 |
Total P&L (%) | 424.1789 | 238.6345 | 185.5444 | 1546.9396 | 753.0794 | 793.8602 |
Avg Daily Profit (%) | 0.4072 | 0.2291 | 0.1781 | 0.2693 | 0.206 | 0.2105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43313 | -56251 | -68392 | -989746 | -751011 | -1530171 |
Profit Factor | 1.6723 | 1.7602 | 1.5853 | 1.3345 | 1.3606 | 1.3131 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 54.7718 | 51.6667 | 57.8512 | 54.7718 | 51.6667 | 57.8512 |
Ratio Avg Win / Avg Loss | 1.3809 | 1.6466 | 1.155 | 1.102 | 1.2728 | 0.9567 |
Largest Winning Trade | 46410 | 46410 | 45986 | 622144 | 386075 | 622144 |
Largest Losing Trade | -43062 | -30388 | -43062 | -598728 | -463031 | -598728 |
Avg Bars in Trades | 102 | 110 | 95 | 102 | 110 | 95 |
Avg Bars in Winners | 101 | 114 | 89 | 101 | 114 | 89 |
Avg Bars in Losers | 104 | 104 | 103 | 104 | 104 | 103 |
Bars Traded | 24749 | 13201 | 11548 | 24749 | 13201 | 11548 |
Profit Streak | 10.7982 | 20.0066 | 10.7982 | 10.7982 | 20.0066 | 10.7982 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519270 | 422759 | 384909 | 428409 | 326863 | 289980 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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": [ [ 424178.8722889266, 238634.4971194567, 185544.3751694697, 1546939.5930991587, 753079.422365663, 793860.170733496 ], [ 424.178872, 238.634497, 185.544375, 1546.939593, 753.079422, 793.860171 ], [ 0.40723, 0.229099, 0.178131, 0.269318, 0.206015, 0.210507 ], [ 10, 10, 10, 10, 10, 10 ], [ -43313, -56251, -68392, -989746, -751011, -1530171 ], [ 1.672302, 1.760167, 1.585292, 1.334533, 1.360609, 1.313058 ], [ 241, 120, 121, 241, 120, 121 ], [ 132, 62, 70, 132, 62, 70 ], [ 109, 58, 51, 109, 58, 51 ], [ 54.771784, 51.666667, 57.85124, 54.771784, 51.666667, 57.85124 ], [ 1.380916, 1.646608, 1.154998, 1.102, 1.272828, 0.956656 ], [ 46410, 46410, 45986, 622144, 386075, 622144 ], [ -43062, -30388, -43062, -598728, -463031, -598728 ], [ 102, 110, 95, 102, 110, 95 ], [ 101, 114, 89, 101, 114, 89 ], [ 104, 104, 103, 104, 104, 103 ], [ 24749, 13201, 11548, 24749, 13201, 11548 ], [ 10.798232, 20.006565, 10.798232, 10.798232, 20.006565, 10.798232 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519270, 422759, 384909, 428409, 326863, 289980 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758892167216, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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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