Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112112.1144 | 53190.3807 | 58921.7337 | 84205.9019 | 25177.109 | 59028.7929 |
Total P&L (%) | 112.1121 | 53.1904 | 58.9217 | 84.2059 | 25.1771 | 59.0288 |
Avg Daily Profit (%) | 0.2193 | 0.104 | 0.1152 | 0.1195 | 0.0439 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73710 | -70636 | -36084 | -102407 | -88525 | -36842 |
Profit Factor | 1.2495 | 1.2204 | 1.2833 | 1.1624 | 1.089 | 1.2505 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 60 | 55.4545 | 64.5455 | 60 | 55.4545 | 64.5455 |
Ratio Avg Win / Avg Loss | 0.833 | 0.9803 | 0.7049 | 0.7749 | 0.8748 | 0.6869 |
Largest Winning Trade | 21568 | 21568 | 13121 | 18111 | 18111 | 13776 |
Largest Losing Trade | -31785 | -23170 | -31785 | -36842 | -31645 | -36842 |
Avg Bars in Trades | 109 | 121 | 97 | 109 | 121 | 97 |
Avg Bars in Winners | 82 | 86 | 79 | 82 | 86 | 79 |
Avg Bars in Losers | 150 | 165 | 130 | 150 | 165 | 130 |
Bars Traded | 24111 | 13415 | 10696 | 24111 | 13415 | 10696 |
Profit Streak | 23.3562 | 23.3562 | 23.377 | 23.3562 | 23.3562 | 23.377 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335996 | -55980 | -39090 | -73544 | -260755 | -71903 |
{ "trading_pair": "MKR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 24543, "evaluation_days": 511.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714118400000, "last_datapoint_time": 1757903400000, "evaluation_time": 1758843174195, "expiration_time": 1764264945600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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": [ [ 112112.1143892537, 53190.3806674144, 58921.7337218393, 84205.9019066465, 25177.1089701445, 59028.792936502 ], [ 112.112114, 53.190381, 58.921734, 84.205902, 25.177109, 59.028793 ], [ 0.219264, 0.104028, 0.115237, 0.119546, 0.043928, 0.090772 ], [ 10, 10, 10, 10, 10, 10 ], [ -73710, -70636, -36084, -102407, -88525, -36842 ], [ 1.249497, 1.220383, 1.28328, 1.162384, 1.089002, 1.250464 ], [ 220, 110, 110, 220, 110, 110 ], [ 132, 61, 71, 132, 61, 71 ], [ 88, 49, 39, 88, 49, 39 ], [ 60, 55.454545, 64.545455, 60, 55.454545, 64.545455 ], [ 0.832998, 0.980308, 0.7049, 0.774923, 0.874772, 0.686874 ], [ 21568, 21568, 13121, 18111, 18111, 13776 ], [ -31785, -23170, -31785, -36842, -31645, -36842 ], [ 109, 121, 97, 109, 121, 97 ], [ 82, 86, 79, 82, 86, 79 ], [ 150, 165, 130, 150, 165, 130 ], [ 24111, 13415, 10696, 24111, 13415, 10696 ], [ 23.356183, 23.356183, 23.377016, 23.356183, 23.356183, 23.377016 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335996, -55980, -39090, -73544, -260755, -71903 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 24543, "evaluation_days": 511.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714118400000, "last_datapoint_time": 1757903400000, "evaluation_time": 1758843174195, "expiration_time": 1764264945600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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) |
---|