Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597248.5901 | 350777.8369 | 246470.7532 | 1878422.4132 | -417243.2168 | 2295665.63 |
Total P&L (%) | 597.2486 | 350.7778 | 246.4708 | 1878.4224 | -417.2432 | 2295.6656 |
Avg Daily Profit (%) | 0.3295 | 0.1935 | 0.136 | 0.1648 | 0 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106079 | -88509 | -71731 | -2066722 | -1989977 | -1417022 |
Profit Factor | 2.3036 | 2.4271 | 2.1607 | 1.2273 | 0.907 | 1.6073 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.8824 | 37.2093 | 54.7619 | 45.8824 | 37.2093 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.7171 | 4.0957 | 1.7849 | 1.4476 | 1.5305 | 1.3278 |
Largest Winning Trade | 236191 | 236191 | 67797 | 1110409 | 1019264 | 1110409 |
Largest Losing Trade | -35349 | -33525 | -35349 | -822080 | -628804 | -822080 |
Avg Bars in Trades | 124 | 80 | 169 | 124 | 80 | 169 |
Avg Bars in Winners | 198 | 119 | 252 | 198 | 119 | 252 |
Avg Bars in Losers | 62 | 57 | 69 | 62 | 57 | 69 |
Bars Traded | 10584 | 3459 | 7125 | 10584 | 3459 | 7125 |
Profit Streak | 0 | 0 | 146.0235 | 0 | 0 | 146.0235 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437621 | 261598 | -6184 | 216072 | -582923 | 395701 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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": [ [ 597248.5901328188, 350777.8369023151, 246470.7532305037, 1878422.4132112465, -417243.2168299953, 2295665.6300412416 ], [ 597.24859, 350.777837, 246.470753, 1878.422413, -417.243217, 2295.66563 ], [ 0.329456, 0.193497, 0.135959, 0.164789, 0, 0.175363 ], [ 10, 10, 10, 10, 10, 10 ], [ -106079, -88509, -71731, -2066722, -1989977, -1417022 ], [ 2.303608, 2.42708, 2.160684, 1.227271, 0.906968, 1.607288 ], [ 85, 43, 42, 85, 43, 42 ], [ 39, 16, 23, 39, 16, 23 ], [ 46, 27, 19, 46, 27, 19 ], [ 45.882353, 37.209302, 54.761905, 45.882353, 37.209302, 54.761905 ], [ 2.717076, 4.095698, 1.784913, 1.44755, 1.530508, 1.327759 ], [ 236191, 236191, 67797, 1110409, 1019264, 1110409 ], [ -35349, -33525, -35349, -822080, -628804, -822080 ], [ 124, 80, 169, 124, 80, 169 ], [ 198, 119, 252, 198, 119, 252 ], [ 62, 57, 69, 62, 57, 69 ], [ 10584, 3459, 7125, 10584, 3459, 7125 ], [ 0, 0, 146.023525, 0, 0, 146.023525 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437621, 261598, -6184, 216072, -582923, 395701 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605801600000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759394032525, "expiration_time": 1764090864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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