Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174857.6173 | 1090541.4714 | 84316.146 | 2397828.1197 | 896874.5125 | 1500953.6072 |
Total P&L (%) | 1174.8576 | 1090.5415 | 84.3161 | 2397.8281 | 896.8745 | 1500.9536 |
Avg Daily Profit (%) | 0.564 | 0.5235 | 0.0405 | 0.1546 | 0.1104 | 0.1332 |
Buy And Hold Return (%) | 284.2235 | 284.2235 | 284.2235 | 284.2235 | 284.2235 | 284.2235 |
Max Trade Drawdown | -135334 | -144995 | -51038 | -8404879 | -8806360 | -2727498 |
Profit Factor | 2.3935 | 2.7774 | 1.3673 | 1.0569 | 1.0287 | 1.1378 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 39.916 | 35.2941 | 44.5378 | 39.916 | 35.2941 | 44.5378 |
Ratio Avg Win / Avg Loss | 3.6028 | 5.092 | 1.7027 | 1.5909 | 1.8859 | 1.4169 |
Largest Winning Trade | 595152 | 595152 | 50327 | 5786097 | 5786097 | 1599551 |
Largest Losing Trade | -36772 | -36772 | -13564 | -2189494 | -2189494 | -941538 |
Avg Bars in Trades | 102 | 181 | 24 | 102 | 181 | 24 |
Avg Bars in Winners | 144 | 294 | 24 | 144 | 294 | 24 |
Avg Bars in Losers | 75 | 119 | 23 | 75 | 119 | 23 |
Bars Traded | 24416 | 21545 | 2871 | 24416 | 21545 | 2871 |
Profit Streak | 0 | 0 | 38.5579 | 0 | 0 | 38.5579 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393422 | 280042 | -304552 | -151887 | -241936 | -86399 |
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{ "first_band": { "type": "dcl", "factors": { "length": 120, "offset": 53 } }, "second_band": { "type": "alma", "factors": { "length": 23, "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": [ [ 1174857.61730665, 1090541.47135074, 84316.1459559109, 2397828.1196630327, 896874.5125077107, 1500953.6071553195 ], [ 1174.857617, 1090.541471, 84.316146, 2397.82812, 896.874513, 1500.953607 ], [ 0.563954, 0.523481, 0.040473, 0.15459, 0.110439, 0.133207 ], [ 284.223472, 284.223472, 284.223472, 284.223472, 284.223472, 284.223472 ], [ -135334, -144995, -51038, -8404879, -8806360, -2727498 ], [ 2.39349, 2.777447, 1.367294, 1.056868, 1.028679, 1.137811 ], [ 238, 119, 119, 238, 119, 119 ], [ 95, 42, 53, 95, 42, 53 ], [ 143, 77, 66, 143, 77, 66 ], [ 39.915966, 35.294118, 44.537815, 39.915966, 35.294118, 44.537815 ], [ 3.602833, 5.091986, 1.702668, 1.590865, 1.885911, 1.416896 ], [ 595152, 595152, 50327, 5786097, 5786097, 1599551 ], [ -36772, -36772, -13564, -2189494, -2189494, -941538 ], [ 102, 181, 24, 102, 181, 24 ], [ 144, 294, 24, 144, 294, 24 ], [ 75, 119, 23, 75, 119, 23 ], [ 24416, 21545, 2871, 24416, 21545, 2871 ], [ 0, 0, 38.557916, 0, 0, 38.557916 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393422, 280042, -304552, -151887, -241936, -86399 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579111200000, "first_datapoint_time": 1580349600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759173803987, "expiration_time": 1765648540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 120, "offset": 53 } }, "second_band": { "type": "alma", "factors": { "length": 23, "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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