Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187867.4094 | 211863.5417 | -23996.1323 | -94339.5452 | 193762.4607 | -288102.0058 |
Total P&L (%) | 187.8674 | 211.8635 | -23.9961 | -94.3395 | 193.7625 | -288.102 |
Avg Daily Profit (%) | 0.1319 | 0.1488 | -0.0169 | -0.2015 | 0.0757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104395 | -48650 | -107400 | -320320 | -122435 | -379279 |
Profit Factor | 1.4715 | 3.0285 | 0.9184 | 0.8784 | 1.9574 | 0.4974 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 57.8947 | 65.5172 | 50 | 57.8947 | 65.5172 | 50 |
Ratio Avg Win / Avg Loss | 1.0702 | 1.5939 | 0.9184 | 0.6388 | 1.0302 | 0.4974 |
Largest Winning Trade | 66244 | 44957 | 66244 | 97866 | 75626 | 97866 |
Largest Losing Trade | -98781 | -33221 | -98781 | -320320 | -88789 | -320320 |
Avg Bars in Trades | 44 | 25 | 63 | 44 | 25 | 63 |
Avg Bars in Winners | 40 | 22 | 65 | 40 | 22 | 65 |
Avg Bars in Losers | 49 | 30 | 62 | 49 | 30 | 62 |
Bars Traded | 2524 | 734 | 1790 | 2524 | 734 | 1790 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -194245 | 489153 | -601833 | -759254 | -87027 | -601833 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 82, "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": [ [ 187867.4093705372, 211863.5416647364, -23996.1322941991, -94339.5451592923, 193762.460689865, -288102.0058491572 ], [ 187.867409, 211.863542, -23.996132, -94.339545, 193.762461, -288.102006 ], [ 0.131929, 0.148781, -0.016851, -0.201459, 0.075703, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -104395, -48650, -107400, -320320, -122435, -379279 ], [ 1.471473, 3.028483, 0.918387, 0.878363, 1.957356, 0.497371 ], [ 57, 29, 28, 57, 29, 28 ], [ 33, 19, 14, 33, 19, 14 ], [ 24, 10, 14, 24, 10, 14 ], [ 57.894737, 65.517241, 50, 57.894737, 65.517241, 50 ], [ 1.070163, 1.593939, 0.918387, 0.63881, 1.030187, 0.497371 ], [ 66244, 44957, 66244, 97866, 75626, 97866 ], [ -98781, -33221, -98781, -320320, -88789, -320320 ], [ 44, 25, 63, 44, 25, 63 ], [ 40, 22, 65, 40, 22, 65 ], [ 49, 30, 62, 49, 30, 62 ], [ 2524, 734, 1790, 2524, 734, 1790 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -194245, 489153, -601833, -759254, -87027, -601833 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1642377600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527595606, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 82, "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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