Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1893657.9912 | 1813144.146 | 80513.8452 | 1122315.9494 | 1496939.353 | -374623.4036 |
Total P&L (%) | 1893.658 | 1813.1441 | 80.5138 | 1122.3159 | 1496.9394 | -374.6234 |
Avg Daily Profit (%) | 1.0166 | 0.9734 | 0.0432 | 0.1345 | 0.1489 | 0 |
Buy And Hold Return (%) | 14.7832 | 14.7832 | 14.7832 | 14.7832 | 14.7832 | 14.7832 |
Max Trade Drawdown | -212856 | -74888 | -156619 | -1968769 | -1690920 | -1643633 |
Profit Factor | 3.2235 | 5.6223 | 1.1753 | 1.0892 | 1.2502 | 0.9433 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 5.3725 | 10.7335 | 1.7177 | 1.8153 | 2.3868 | 1.3786 |
Largest Winning Trade | 1730824 | 1730824 | 63295 | 1590398 | 1590398 | 713150 |
Largest Losing Trade | -40742 | -23786 | -40742 | -715288 | -474976 | -715288 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 5437 | 2360 | 3077 | 5437 | 2360 | 3077 |
Profit Streak | 0.8555 | 0 | 7.1889 | 0.8555 | 0 | 7.1889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462022 | 556962 | -166099 | -141085 | 31750 | -582373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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": [ [ 1893657.991160081, 1813144.146009664, 80513.8451504163, 1122315.949407725, 1496939.352977762, -374623.4035700387 ], [ 1893.657991, 1813.144146, 80.513845, 1122.315949, 1496.939353, -374.623404 ], [ 1.016636, 0.973411, 0.043225, 0.134485, 0.148858, 0 ], [ 14.783227, 14.783227, 14.783227, 14.783227, 14.783227, 14.783227 ], [ -212856, -74888, -156619, -1968769, -1690920, -1643633 ], [ 3.223509, 5.62231, 1.175261, 1.089171, 1.250235, 0.943273 ], [ 192, 96, 96, 192, 96, 96 ], [ 72, 33, 39, 72, 33, 39 ], [ 120, 63, 57, 120, 63, 57 ], [ 37.5, 34.375, 40.625, 37.5, 34.375, 40.625 ], [ 5.372516, 10.733502, 1.717689, 1.815284, 2.386812, 1.37863 ], [ 1730824, 1730824, 63295, 1590398, 1590398, 713150 ], [ -40742, -23786, -40742, -715288, -474976, -715288 ], [ 28, 24, 32, 28, 24, 32 ], [ 50, 45, 54, 50, 45, 54 ], [ 15, 13, 16, 15, 13, 16 ], [ 5437, 2360, 3077, 5437, 2360, 3077 ], [ 0.85553, 0, 7.188863, 0.85553, 0, 7.188864 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462022, 556962, -166099, -141085, 31750, -582373 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5588, "evaluation_days": 1862.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600588800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760013117818, "expiration_time": 1764824832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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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