Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1984563.1976 | -111435.1937 | -1873128.004 | -242808.8524 | 8092731.1926 | -8335540.045 |
Total P&L (%) | -1984.5632 | -111.4352 | -1873.128 | -242.8089 | 8092.7312 | -8335.54 |
Avg Daily Profit (%) | -1.0628 | -0.0597 | -1.0031 | 0 | 0.2362 | 0 |
Buy And Hold Return (%) | 525.3822 | 525.3822 | 525.3822 | 525.3822 | 525.3822 | 525.3822 |
Max Trade Drawdown | -2084444 | -181868 | -1933693 | -10786474 | -1357572 | -11086172 |
Profit Factor | 0.2068 | 0.6371 | 0.1466 | 0.9875 | 3.8171 | 0.4943 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 19 | 26 | 46 | 27 | 19 |
Losing Trades | 43 | 25 | 18 | 42 | 17 | 25 |
Profitability (%) | 51.1364 | 43.1818 | 59.0909 | 52.2727 | 61.3636 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.1976 | 0.8383 | 0.1015 | 0.9016 | 2.4034 | 0.6504 |
Largest Winning Trade | 30791 | 30791 | 29561 | 5250563 | 5250563 | 3038290 |
Largest Losing Trade | -1247760 | -53283 | -1247760 | -5298730 | -1347532 | -5298730 |
Avg Bars in Trades | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Winners | 49 | 49 | 48 | 106 | 117 | 89 |
Avg Bars in Losers | 116 | 116 | 114 | 55 | 40 | 65 |
Bars Traded | 7197 | 3864 | 3333 | 7197 | 3864 | 3333 |
Profit Streak | 20.2426 | 21.9926 | 0 | 0 | 0 | 26.2426 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579841 | -582821 | -579541 | -580248 | 605032 | -582353 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 27 } } }
{ "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": [ [ -1984563.1976496256, -111435.1936699566, -1873128.00397967, -242808.8524302242, 8092731.192606371, -8335540.045036599 ], [ -1984.563198, -111.435194, -1873.128004, -242.808852, 8092.731193, -8335.540045 ], [ -1.062827, -0.059679, -1.003148, 0, 0.236232, 0 ], [ 525.382228, 525.382228, 525.382228, 525.382228, 525.382228, 525.382228 ], [ -2084444, -181868, -1933693, -10786474, -1357572, -11086172 ], [ 0.2068, 0.637116, 0.146596, 0.987456, 3.817142, 0.494313 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 19, 26, 46, 27, 19 ], [ 43, 25, 18, 42, 17, 25 ], [ 51.136364, 43.181818, 59.090909, 52.272727, 61.363636, 43.181818 ], [ 0.197609, 0.83831, 0.101489, 0.90159, 2.403386, 0.650412 ], [ 30791, 30791, 29561, 5250563, 5250563, 3038290 ], [ -1247760, -53283, -1247760, -5298730, -1347532, -5298730 ], [ 81, 87, 75, 81, 87, 75 ], [ 49, 49, 48, 106, 117, 89 ], [ 116, 116, 114, 55, 40, 65 ], [ 7197, 3864, 3333, 7197, 3864, 3333 ], [ 20.242617, 21.992617, 0, 0, 0, 26.242617 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579841, -582821, -579541, -580248, 605032, -582353 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759016962139, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 27 } } }
# | 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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