Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722811.2708 | 625469.9633 | 97341.3075 | 1982605.3781 | 1426257.7505 | 556347.6276 |
Total P&L (%) | 722.8113 | 625.47 | 97.3413 | 1982.6054 | 1426.2578 | 556.3476 |
Avg Daily Profit (%) | 0.3921 | 0.3393 | 0.0528 | 0.1648 | 0.1479 | 0.1021 |
Buy And Hold Return (%) | 236.5356 | 236.5356 | 236.5356 | 236.5356 | 236.5356 | 236.5356 |
Max Trade Drawdown | -80938 | -74640 | -80947 | -602843 | -249806 | -353037 |
Profit Factor | 3.0356 | 5.1604 | 1.4754 | 2.1011 | 2.8414 | 1.5423 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 58.4615 | 57.5758 | 59.375 | 58.4615 | 57.5758 | 59.375 |
Ratio Avg Win / Avg Loss | 2.1569 | 3.8024 | 1.0095 | 1.4929 | 2.0937 | 1.0552 |
Largest Winning Trade | 466204 | 466204 | 45271 | 461622 | 443471 | 461622 |
Largest Losing Trade | -48658 | -48658 | -31905 | -353037 | -249806 | -353037 |
Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Winners | 97 | 82 | 113 | 97 | 82 | 113 |
Avg Bars in Losers | 56 | 65 | 47 | 56 | 65 | 47 |
Bars Traded | 5243 | 2478 | 2765 | 5243 | 2478 | 2765 |
Profit Streak | 86.9598 | 97.9598 | 0 | 86.9598 | 97.9598 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121928 | 548291 | -285847 | -123723 | 401397 | -58044 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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": [ [ 722811.2708088034, 625469.9632837108, 97341.3075250927, 1982605.3780948147, 1426257.75047041, 556347.627624405 ], [ 722.811271, 625.469963, 97.341308, 1982.605378, 1426.25775, 556.347628 ], [ 0.39205, 0.339253, 0.052798, 0.164818, 0.147934, 0.102105 ], [ 236.535626, 236.535626, 236.535626, 236.535626, 236.535626, 236.535626 ], [ -80938, -74640, -80947, -602843, -249806, -353037 ], [ 3.03561, 5.160442, 1.475425, 2.101121, 2.841397, 1.542259 ], [ 65, 33, 32, 65, 33, 32 ], [ 38, 19, 19, 38, 19, 19 ], [ 27, 14, 13, 27, 14, 13 ], [ 58.461538, 57.575758, 59.375, 58.461538, 57.575758, 59.375 ], [ 2.156881, 3.802431, 1.009501, 1.492902, 2.093661, 1.05523 ], [ 466204, 466204, 45271, 461622, 443471, 461622 ], [ -48658, -48658, -31905, -353037, -249806, -353037 ], [ 80, 75, 86, 80, 75, 86 ], [ 97, 82, 113, 97, 82, 113 ], [ 56, 65, 47, 56, 65, 47 ], [ 5243, 2478, 2765, 5243, 2478, 2765 ], [ 86.959765, 97.959765, 0, 86.959765, 97.959765, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121928, 548291, -285847, -123723, 401397, -58044 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5531, "evaluation_days": 1843.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759590123732, "expiration_time": 1764343584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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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