Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618126.2918 | 471877.8927 | 146248.3991 | 1297423.7697 | 651140.5615 | 646283.2082 |
Total P&L (%) | 618.1263 | 471.8779 | 146.2484 | 1297.4238 | 651.1406 | 646.2832 |
Avg Daily Profit (%) | 0.3488 | 0.2662 | 0.0825 | 0.1489 | 0.1138 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97430 | -87156 | -71434 | -2025802 | -1107739 | -918063 |
Profit Factor | 2.5927 | 3.2443 | 1.8224 | 1.25 | 1.236 | 1.266 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 3.0913 | 4.5961 | 1.8224 | 1.4904 | 1.7509 | 1.266 |
Largest Winning Trade | 282199 | 282199 | 66614 | 1091404 | 1055305 | 1091404 |
Largest Losing Trade | -43329 | -43329 | -34406 | -713841 | -713841 | -568104 |
Avg Bars in Trades | 90 | 66 | 114 | 90 | 66 | 114 |
Avg Bars in Winners | 146 | 103 | 182 | 146 | 103 | 182 |
Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
Bars Traded | 5133 | 1940 | 3193 | 5133 | 1940 | 3193 |
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 | -166952 | 395324 | -100380 | -175270 | -43210 | -62274 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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": [ [ 618126.2918242653, 471877.8926853039, 146248.3991389612, 1297423.7696982706, 651140.5615008858, 646283.2081973853 ], [ 618.126292, 471.877893, 146.248399, 1297.42377, 651.140562, 646.283208 ], [ 0.348765, 0.266247, 0.082518, 0.14891, 0.113837, 0.113471 ], [ 10, 10, 10, 10, 10, 10 ], [ -97430, -87156, -71434, -2025802, -1107739, -918063 ], [ 2.592734, 3.244322, 1.822373, 1.250005, 1.235958, 1.265957 ], [ 57, 29, 28, 57, 29, 28 ], [ 26, 12, 14, 26, 12, 14 ], [ 31, 17, 14, 31, 17, 14 ], [ 45.614035, 41.37931, 50, 45.614035, 41.37931, 50 ], [ 3.091337, 4.596123, 1.822373, 1.49039, 1.75094, 1.265957 ], [ 282199, 282199, 66614, 1091404, 1055305, 1091404 ], [ -43329, -43329, -34406, -713841, -713841, -568104 ], [ 90, 66, 114, 90, 66, 114 ], [ 146, 103, 182, 146, 103, 182 ], [ 42, 40, 45, 42, 40, 45 ], [ 5133, 1940, 3193, 5133, 1940, 3193 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166952, 395324, -100380, -175270, -43210, -62274 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5317, "evaluation_days": 1772.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609977600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758892483397, "expiration_time": 1763467488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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