Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80104.3206 | 19573.7476 | 60530.5731 | 60758.525 | 4368.2747 | 56390.2503 |
Total P&L (%) | 80.1043 | 19.5737 | 60.5306 | 60.7585 | 4.3683 | 56.3903 |
Avg Daily Profit (%) | 0.1538 | 0.0376 | 0.1162 | 0.0912 | 0.0082 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82627 | -57525 | -55221 | -76731 | -60386 | -41961 |
Profit Factor | 1.2612 | 1.1227 | 1.4115 | 1.2163 | 1.0289 | 1.4352 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 63.2258 | 62.3377 | 64.1026 | 63.2258 | 62.3377 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.7336 | 0.6783 | 0.7905 | 0.7075 | 0.6216 | 0.8037 |
Largest Winning Trade | 19434 | 19434 | 16213 | 12726 | 12726 | 12301 |
Largest Losing Trade | -21085 | -21085 | -16790 | -19515 | -19515 | -16431 |
Avg Bars in Trades | 156 | 158 | 155 | 156 | 158 | 155 |
Avg Bars in Winners | 112 | 113 | 110 | 112 | 113 | 110 |
Avg Bars in Losers | 233 | 231 | 235 | 233 | 231 | 235 |
Bars Traded | 24311 | 12176 | 12135 | 24311 | 12176 | 12135 |
Profit Streak | 11.3174 | 11.3174 | 24.3174 | 11.3174 | 11.3174 | 24.3174 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319948 | -277124 | -70836 | -70447 | -578084 | -111397 |
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{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 155 } } }
{ "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": [ [ 80104.3206323053, 19573.7475534472, 60530.5730788581, 60758.5250460877, 4368.274722, 56390.2503240876 ], [ 80.104321, 19.573748, 60.530573, 60.758525, 4.368275, 56.39025 ], [ 0.153801, 0.037582, 0.116219, 0.091191, 0.008209, 0.085897 ], [ 10, 10, 10, 10, 10, 10 ], [ -82627, -57525, -55221, -76731, -60386, -41961 ], [ 1.261245, 1.122685, 1.411549, 1.216335, 1.028875, 1.4352 ], [ 155, 77, 78, 155, 77, 78 ], [ 98, 48, 50, 98, 48, 50 ], [ 57, 29, 28, 57, 29, 28 ], [ 63.225806, 62.337662, 64.102564, 63.225806, 62.337662, 64.102564 ], [ 0.733582, 0.678289, 0.790468, 0.70746, 0.621612, 0.803712 ], [ 19434, 19434, 16213, 12726, 12726, 12301 ], [ -21085, -21085, -16790, -19515, -19515, -16431 ], [ 156, 158, 155, 156, 158, 155 ], [ 112, 113, 110, 112, 113, 110 ], [ 233, 231, 235, 233, 231, 235 ], [ 24311, 12176, 12135, 24311, 12176, 12135 ], [ 11.317352, 11.317352, 24.317352, 11.317352, 11.317352, 24.317352 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319948, -277124, -70836, -70447, -578084, -111397 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715079600000, "first_datapoint_time": 1715466600000, "last_datapoint_time": 1760077800000, "evaluation_time": 1760078219194, "expiration_time": 1766557800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 155 } } }
# | 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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