Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334599.9574 | 285230.9747 | 49368.9827 | 5142.1109 | 409273.8867 | -404131.7758 |
Total P&L (%) | 334.6 | 285.231 | 49.369 | 5.1421 | 409.2739 | -404.1318 |
Avg Daily Profit (%) | 0.1855 | 0.1582 | 0.0274 | 0.0028 | 0.0903 | 0 |
Buy And Hold Return (%) | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 |
Max Trade Drawdown | -116661 | -42621 | -164900 | -417591 | -105131 | -588467 |
Profit Factor | 1.7525 | 2.9152 | 1.167 | 1.005 | 2.7278 | 0.491 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 63.4146 | 68.2927 | 58.5366 | 63.4146 | 68.2927 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0111 | 1.3535 | 0.8266 | 0.5798 | 1.2665 | 0.3478 |
Largest Winning Trade | 72910 | 72910 | 49808 | 149208 | 149208 | 97247 |
Largest Losing Trade | -92510 | -31943 | -92510 | -299621 | -99723 | -299621 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 45 | 35 | 52 | 45 | 35 | 52 |
Bars Traded | 3382 | 1567 | 1815 | 3382 | 1567 | 1815 |
Profit Streak | 651.9375 | 775.4375 | 651.9375 | 651.9375 | 775.4375 | 651.9375 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 87834 | 468744 | -358524 | -576996 | -65646 | -578678 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "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": [ [ 334599.9574204726, 285230.974687247, 49368.9827332258, 5142.1108882337, 409273.8866793205, -404131.7757910867 ], [ 334.599957, 285.230975, 49.368983, 5.142111, 409.273887, -404.131776 ], [ 0.185528, 0.158154, 0.027374, 0.00278, 0.090299, 0 ], [ 75.851852, 75.851852, 75.851852, 75.851852, 75.851852, 75.851852 ], [ -116661, -42621, -164900, -417591, -105131, -588467 ], [ 1.752541, 2.915184, 1.166959, 1.004988, 2.727776, 0.491038 ], [ 82, 41, 41, 82, 41, 41 ], [ 52, 28, 24, 52, 28, 24 ], [ 30, 13, 17, 30, 13, 17 ], [ 63.414634, 68.292683, 58.536585, 63.414634, 68.292683, 58.536585 ], [ 1.011082, 1.353478, 0.826596, 0.579801, 1.266467, 0.347819 ], [ 72910, 72910, 49808, 149208, 149208, 97247 ], [ -92510, -31943, -92510, -299621, -99723, -299621 ], [ 41, 38, 44, 41, 38, 44 ], [ 38, 39, 38, 38, 39, 38 ], [ 45, 35, 52, 45, 35, 52 ], [ 3382, 1567, 1815, 3382, 1567, 1815 ], [ 651.937537, 775.437537, 651.937537, 651.937537, 775.437537, 651.937537 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 87834, 468744, -358524, -576996, -65646, -578678 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3607, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1557144000000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759271403182, "expiration_time": 1713061872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "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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