Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812887.6614 | 822840.891 | -9953.2295 | 41540.9026 | 398289.9179 | -356749.0153 |
Total P&L (%) | 812.8877 | 822.8409 | -9.9532 | 41.5409 | 398.2899 | -356.749 |
Avg Daily Profit (%) | 0.3903 | 0.395 | -0.0048 | 0.0167 | 0.0771 | 0 |
Buy And Hold Return (%) | 126.0692 | 126.0692 | 126.0692 | 126.0692 | 126.0692 | 126.0692 |
Max Trade Drawdown | -199648 | -181544 | -41563 | -2881802 | -2410871 | -501907 |
Profit Factor | 2.3782 | 2.6255 | 0.881 | 1.0075 | 1.0824 | 0.513 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 44.7619 | 38.4615 | 50.9434 | 44.7619 | 38.4615 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.9348 | 4.2008 | 0.8484 | 1.2433 | 1.7319 | 0.494 |
Largest Winning Trade | 497126 | 497126 | 13935 | 1660775 | 1660775 | 134515 |
Largest Losing Trade | -59538 | -59538 | -17181 | -1755638 | -1755638 | -269351 |
Avg Bars in Trades | 232 | 460 | 9 | 232 | 460 | 9 |
Avg Bars in Winners | 265 | 609 | 10 | 265 | 609 | 10 |
Avg Bars in Losers | 206 | 366 | 8 | 206 | 366 | 8 |
Bars Traded | 24413 | 23929 | 484 | 24413 | 23929 | 484 |
Profit Streak | 7.4157 | 0 | 67.3323 | 7.4157 | 0 | 67.3323 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458927 | -170145 | -759874 | -549735 | -406210 | -759874 |
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{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 3.97035 } } }
{ "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": [ [ 812887.6614317353, 822840.8909522577, -9953.2295205229, 41540.9026093901, 398289.9178994244, -356749.0152900346 ], [ 812.887661, 822.840891, -9.95323, 41.540903, 398.289918, -356.749015 ], [ 0.390264, 0.395042, -0.004778, 0.016681, 0.077134, 0 ], [ 126.069246, 126.069246, 126.069246, 126.069246, 126.069246, 126.069246 ], [ -199648, -181544, -41563, -2881802, -2410871, -501907 ], [ 2.378168, 2.625525, 0.880987, 1.007466, 1.082435, 0.512981 ], [ 105, 52, 53, 105, 52, 53 ], [ 47, 20, 27, 47, 20, 27 ], [ 58, 32, 26, 58, 32, 26 ], [ 44.761905, 38.461538, 50.943396, 44.761905, 38.461538, 50.943396 ], [ 2.934761, 4.200839, 0.848358, 1.243256, 1.731896, 0.493982 ], [ 497126, 497126, 13935, 1660775, 1660775, 134515 ], [ -59538, -59538, -17181, -1755638, -1755638, -269351 ], [ 232, 460, 9, 232, 460, 9 ], [ 265, 609, 10, 265, 609, 10 ], [ 206, 366, 8, 206, 366, 8 ], [ 24413, 23929, 484, 24413, 23929, 484 ], [ 7.415668, 0, 67.332334, 7.415668, 0, 67.332334 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458927, -170145, -759874, -549735, -406210, -759874 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579377600000, "first_datapoint_time": 1579860000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413513693, "expiration_time": 1765885104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 3.97035 } } }
# | 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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