Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888196.7699 | 865292.1801 | 22904.5898 | -3476286.2919 | 2246955.9067 | -5723242.1986 |
Total P&L (%) | 888.1968 | 865.2922 | 22.9046 | -3476.2863 | 2246.9559 | -5723.2422 |
Avg Daily Profit (%) | 0.4108 | 0.4002 | 0.0106 | 0 | 0.1461 | 0 |
Buy And Hold Return (%) | 540.4255 | 540.4255 | 540.4255 | 540.4255 | 540.4255 | 540.4255 |
Max Trade Drawdown | -138751 | -63991 | -144523 | -11267852 | -4442920 | -7820222 |
Profit Factor | 2.821 | 5.3066 | 1.0799 | 0.7898 | 1.3204 | 0.3993 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 19 | 17 | 31 | 19 | 12 |
Losing Trades | 29 | 14 | 15 | 34 | 14 | 20 |
Profitability (%) | 55.3846 | 57.5758 | 53.125 | 47.6923 | 57.5758 | 37.5 |
Ratio Avg Win / Avg Loss | 2.2725 | 3.9101 | 0.9528 | 0.8663 | 0.9729 | 0.6654 |
Largest Winning Trade | 556820 | 556820 | 77714 | 3307934 | 3307934 | 1271413 |
Largest Losing Trade | -138751 | -37299 | -138751 | -3361814 | -3361814 | -3077749 |
Avg Bars in Trades | 61 | 47 | 76 | 61 | 47 | 76 |
Avg Bars in Winners | 81 | 52 | 114 | 61 | 41 | 92 |
Avg Bars in Losers | 37 | 41 | 34 | 62 | 55 | 66 |
Bars Traded | 4024 | 1574 | 2450 | 4024 | 1574 | 2450 |
Profit Streak | 0 | 0 | 0 | 138.6433 | 320.1433 | 138.6433 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129342 | 330412 | -478437 | -716260 | 41472 | -584710 |
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 888196.7699409369, 865292.1801156988, 22904.5898252379, -3476286.291902782, 2246955.906655162, -5723242.198557945 ], [ 888.19677, 865.29218, 22.90459, -3476.286292, 2246.955907, -5723.242199 ], [ 0.410822, 0.400228, 0.010594, 0, 0.146069, 0 ], [ 540.425532, 540.425532, 540.425532, 540.425532, 540.425532, 540.425532 ], [ -138751, -63991, -144523, -11267852, -4442920, -7820222 ], [ 2.821038, 5.306619, 1.079857, 0.789833, 1.320368, 0.399254 ], [ 65, 33, 32, 65, 33, 32 ], [ 36, 19, 17, 31, 19, 12 ], [ 29, 14, 15, 34, 14, 20 ], [ 55.384615, 57.575758, 53.125, 47.692308, 57.575758, 37.5 ], [ 2.272503, 3.91014, 0.952815, 0.866268, 0.972903, 0.665424 ], [ 556820, 556820, 77714, 3307934, 3307934, 1271413 ], [ -138751, -37299, -138751, -3361814, -3361814, -3077749 ], [ 61, 47, 76, 61, 47, 76 ], [ 81, 52, 114, 61, 41, 92 ], [ 37, 41, 34, 62, 55, 66 ], [ 4024, 1574, 2450, 4024, 1574, 2450 ], [ 0, 0, 0, 138.643297, 320.143297, 138.643297 ], [ 0, 0, 0, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129342, 330412, -478437, -716260, 41472, -584710 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1580428800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758943580864, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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