Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589753.3534 | 676633.5614 | -86880.2079 | -26010.5972 | 143947.3564 | -169957.9536 |
Total P&L (%) | 589.7534 | 676.6336 | -86.8802 | -26.0106 | 143.9474 | -169.958 |
Avg Daily Profit (%) | 0.3137 | 0.3599 | -0.0462 | -0.016 | 0.0474 | 0 |
Buy And Hold Return (%) | 268.9677 | 268.9677 | 268.9677 | 268.9677 | 268.9677 | 268.9677 |
Max Trade Drawdown | -204106 | -163184 | -103546 | -1144641 | -1092032 | -455413 |
Profit Factor | 1.9516 | 3.0878 | 0.7062 | 0.9886 | 1.0962 | 0.7842 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.2169 | 53.6585 | 54.7619 | 54.2169 | 53.6585 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.648 | 2.6667 | 0.5834 | 0.8348 | 0.9467 | 0.6478 |
Largest Winning Trade | 394706 | 394706 | 19830 | 695785 | 695785 | 190952 |
Largest Losing Trade | -63071 | -63071 | -46683 | -767128 | -767128 | -329528 |
Avg Bars in Trades | 87 | 148 | 28 | 87 | 148 | 28 |
Avg Bars in Winners | 56 | 93 | 21 | 56 | 93 | 21 |
Avg Bars in Losers | 124 | 212 | 37 | 124 | 212 | 37 |
Bars Traded | 7276 | 6090 | 1187 | 7276 | 6090 | 1187 |
Profit Streak | 0 | 164.6874 | 0 | 0 | 164.6874 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229710 | 491573 | -579839 | -581508 | -409848 | -579839 |
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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": [ [ 589753.3534132265, 676633.5613557001, -86880.207942474, -26010.5971931929, 143947.3563664247, -169957.9535596175 ], [ 589.753353, 676.633561, -86.880208, -26.010597, 143.947356, -169.957954 ], [ 0.313699, 0.359911, -0.046213, -0.016023, 0.047446, 0 ], [ 268.967701, 268.967701, 268.967701, 268.967701, 268.967701, 268.967701 ], [ -204106, -163184, -103546, -1144641, -1092032, -455413 ], [ 1.951574, 3.087802, 0.706165, 0.988614, 1.09616, 0.784198 ], [ 83, 41, 42, 83, 41, 42 ], [ 45, 22, 23, 45, 22, 23 ], [ 38, 19, 19, 38, 19, 19 ], [ 54.216867, 53.658537, 54.761905, 54.216867, 53.658537, 54.761905 ], [ 1.647996, 2.666738, 0.583354, 0.83483, 0.946683, 0.647816 ], [ 394706, 394706, 19830, 695785, 695785, 190952 ], [ -63071, -63071, -46683, -767128, -767128, -329528 ], [ 87, 148, 28, 87, 148, 28 ], [ 56, 93, 21, 56, 93, 21 ], [ 124, 212, 37, 124, 212, 37 ], [ 7276, 6090, 1187, 7276, 6090, 1187 ], [ 0, 164.687353, 0, 0, 164.687353, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 229710, 491573, -579839, -581508, -409848, -579839 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7520, "evaluation_days": 1880, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120187278, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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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