Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115336.1786 | 83963.5063 | 31372.6723 | 106157.8139 | 79740.5174 | 26417.2965 |
Total P&L (%) | 115.3362 | 83.9635 | 31.3727 | 106.1578 | 79.7405 | 26.4173 |
Avg Daily Profit (%) | 0.2888 | 0.2103 | 0.0786 | 0.1813 | 0.1469 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69059 | -39747 | -50346 | -158066 | -102093 | -114529 |
Profit Factor | 1.3026 | 1.4949 | 1.1483 | 1.1574 | 1.2621 | 1.0714 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 43.3498 | 42.1569 | 44.5545 | 43.3498 | 42.1569 | 44.5545 |
Ratio Avg Win / Avg Loss | 1.7022 | 2.0511 | 1.429 | 1.5125 | 1.7317 | 1.3332 |
Largest Winning Trade | 36548 | 36548 | 22421 | 53017 | 53017 | 50547 |
Largest Losing Trade | -15592 | -13728 | -15592 | -41465 | -36952 | -41465 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 130 | 135 | 126 | 130 | 135 | 126 |
Avg Bars in Losers | 61 | 59 | 64 | 61 | 59 | 64 |
Bars Traded | 18613 | 9344 | 9269 | 18613 | 9344 | 9269 |
Profit Streak | 148.623 | 151.748 | 148.623 | 148.623 | 151.748 | 148.623 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306930 | 257752 | -150831 | -39884 | 41453 | -262375 |
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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": [ [ 115336.1786164886, 83963.506314117, 31372.6723023716, 106157.8138592911, 79740.5173873917, 26417.2964718994 ], [ 115.336179, 83.963506, 31.372672, 106.157814, 79.740517, 26.417296 ], [ 0.288839, 0.210271, 0.078567, 0.181345, 0.146947, 0.058723 ], [ 10, 10, 10, 10, 10, 10 ], [ -69059, -39747, -50346, -158066, -102093, -114529 ], [ 1.302553, 1.494892, 1.1483, 1.157396, 1.262118, 1.07135 ], [ 203, 102, 101, 203, 102, 101 ], [ 88, 43, 45, 88, 43, 45 ], [ 115, 59, 56, 115, 59, 56 ], [ 43.349754, 42.156863, 44.554455, 43.349754, 42.156863, 44.554455 ], [ 1.7022, 2.051131, 1.428995, 1.512506, 1.731743, 1.333236 ], [ 36548, 36548, 22421, 53017, 53017, 50547 ], [ -15592, -13728, -15592, -41465, -36952, -41465 ], [ 91, 91, 91, 91, 91, 91 ], [ 130, 135, 126, 130, 135, 126 ], [ 61, 59, 64, 61, 59, 64 ], [ 18613, 9344, 9269, 18613, 9344, 9269 ], [ 148.622991, 151.747991, 148.622991, 148.622991, 151.747991, 148.622991 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306930, 257752, -150831, -39884, 41453, -262375 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714032000000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759490826401, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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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