Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104033.0721 | 292350.2969 | -188317.2248 | -332621.5719 | -641104.9372 | 308483.3653 |
Total P&L (%) | 104.0331 | 292.3503 | -188.3172 | -332.6216 | -641.1049 | 308.4834 |
Avg Daily Profit (%) | 0.0563 | 0.1582 | -0.1019 | 0 | 0 | 0.0762 |
Buy And Hold Return (%) | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 |
Max Trade Drawdown | -259056 | -81446 | -363781 | -6573410 | -2560926 | -4477418 |
Profit Factor | 1.1199 | 2.4349 | 0.7163 | 0.977 | 0.8819 | 1.0341 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 21 | 27 | 49 | 23 | 26 |
Losing Trades | 33 | 20 | 13 | 32 | 18 | 14 |
Profitability (%) | 59.2593 | 51.2195 | 67.5 | 60.4938 | 56.0976 | 65 |
Ratio Avg Win / Avg Loss | 0.7699 | 2.319 | 0.3449 | 0.638 | 0.6902 | 0.5568 |
Largest Winning Trade | 58878 | 58878 | 50338 | 1595381 | 733453 | 1595381 |
Largest Losing Trade | -239143 | -25055 | -239143 | -2690520 | -1214227 | -2690520 |
Avg Bars in Trades | 43 | 28 | 59 | 43 | 28 | 59 |
Avg Bars in Winners | 41 | 27 | 53 | 41 | 29 | 51 |
Avg Bars in Losers | 46 | 28 | 72 | 47 | 26 | 74 |
Bars Traded | 3530 | 1154 | 2376 | 3530 | 1154 | 2376 |
Profit Streak | 0 | 0 | 0 | 129.8487 | 328.3487 | 129.8487 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275922 | 359997 | -578481 | -594066 | -578308 | -275536 |
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{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
{ "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": [ [ 104033.0720558051, 292350.2969002337, -188317.2248444285, -332621.5719024254, -641104.9371546226, 308483.3652521974 ], [ 104.033072, 292.350297, -188.317225, -332.621572, -641.104937, 308.483365 ], [ 0.056295, 0.158198, -0.101903, 0, 0, 0.076181 ], [ 76.369182, 76.369182, 76.369182, 76.369182, 76.369182, 76.369182 ], [ -259056, -81446, -363781, -6573410, -2560926, -4477418 ], [ 1.119908, 2.434923, 0.716333, 0.977012, 0.881912, 1.034124 ], [ 81, 41, 40, 81, 41, 40 ], [ 48, 21, 27, 49, 23, 26 ], [ 33, 20, 13, 32, 18, 14 ], [ 59.259259, 51.219512, 67.5, 60.493827, 56.097561, 65 ], [ 0.769937, 2.318975, 0.344901, 0.638048, 0.690192, 0.556836 ], [ 58878, 58878, 50338, 1595381, 733453, 1595381 ], [ -239143, -25055, -239143, -2690520, -1214227, -2690520 ], [ 43, 28, 59, 43, 28, 59 ], [ 41, 27, 53, 41, 29, 51 ], [ 46, 28, 72, 47, 26, 74 ], [ 3530, 1154, 2376, 3530, 1154, 2376 ], [ 0, 0, 0, 129.848658, 328.348658, 129.848658 ], [ 0, 0, 0, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -275922, 359997, -578481, -594066, -578308, -275536 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758918124088, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
# | 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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