Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811995.2456 | 754799.3031 | 57195.9424 | 843542.1794 | 1078428.8998 | -234886.7204 |
Total P&L (%) | 811.9952 | 754.7993 | 57.1959 | 843.5422 | 1078.4289 | -234.8867 |
Avg Daily Profit (%) | 0.3511 | 0.3263 | 0.0247 | 0.0971 | 0.1067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124402 | -110287 | -105300 | -12661021 | -8459389 | -5270165 |
Profit Factor | 2.2821 | 3.4344 | 1.1769 | 1.0344 | 1.0873 | 0.9806 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 54.8387 | 53.3333 | 54.0984 | 54.8387 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9363 | 2.8283 | 1.0298 | 0.8777 | 0.8954 | 0.8581 |
Largest Winning Trade | 268747 | 268747 | 81699 | 4421042 | 3747465 | 4421042 |
Largest Losing Trade | -47117 | -40776 | -47117 | -5270165 | -3589886 | -5270165 |
Avg Bars in Trades | 68 | 47 | 89 | 68 | 47 | 89 |
Avg Bars in Winners | 86 | 44 | 131 | 86 | 44 | 131 |
Avg Bars in Losers | 46 | 51 | 40 | 46 | 51 | 40 |
Bars Traded | 4159 | 1483 | 2676 | 4159 | 1483 | 2676 |
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 | -151795 | 585831 | -186215 | -412720 | -175729 | -580393 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 93, "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": [ [ 811995.2455835469, 754799.3031433562, 57195.9424401906, 843542.1794284936, 1078428.8997861883, -234886.7203576935 ], [ 811.995246, 754.799303, 57.195942, 843.542179, 1078.4289, -234.88672 ], [ 0.351057, 0.326329, 0.024728, 0.097084, 0.106705, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124402, -110287, -105300, -12661021, -8459389, -5270165 ], [ 2.282088, 3.434372, 1.176924, 1.034442, 1.087267, 0.980642 ], [ 61, 31, 30, 61, 31, 30 ], [ 33, 17, 16, 33, 17, 16 ], [ 28, 14, 14, 28, 14, 14 ], [ 54.098361, 54.83871, 53.333333, 54.098361, 54.83871, 53.333333 ], [ 1.936317, 2.828306, 1.029809, 0.877708, 0.895396, 0.858062 ], [ 268747, 268747, 81699, 4421042, 3747465, 4421042 ], [ -47117, -40776, -47117, -5270165, -3589886, -5270165 ], [ 68, 47, 89, 68, 47, 89 ], [ 86, 44, 131, 86, 44, 131 ], [ 46, 51, 40, 46, 51, 40 ], [ 4159, 1483, 2676, 4159, 1483, 2676 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151795, 585831, -186215, -412720, -175729, -580393 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4626, "evaluation_days": 2313, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564747200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172045174, "expiration_time": 1765142496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 93, "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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