Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398412.8563 | 1260062.4324 | 138350.4239 | 13239405.6728 | 7423606.0125 | 5815799.6603 |
Total P&L (%) | 1398.4129 | 1260.0624 | 138.3504 | 13239.4057 | 7423.606 | 5815.7997 |
Avg Daily Profit (%) | 0.5587 | 0.5034 | 0.0553 | 0.1957 | 0.1728 | 0.1631 |
Buy And Hold Return (%) | 443.1852 | 443.1852 | 443.1852 | 443.1852 | 443.1852 | 443.1852 |
Max Trade Drawdown | -86209 | -48591 | -73327 | -5805219 | -5091693 | -4037414 |
Profit Factor | 3.8981 | 6.8897 | 1.5151 | 1.5079 | 1.5143 | 1.5 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 43.4783 | 41.3043 | 45.6522 | 43.4783 | 41.3043 | 45.6522 |
Ratio Avg Win / Avg Loss | 5.0676 | 9.7907 | 1.8037 | 1.9603 | 2.1519 | 1.7857 |
Largest Winning Trade | 744347 | 744347 | 55263 | 7450877 | 7450877 | 3113476 |
Largest Losing Trade | -35466 | -23796 | -35466 | -3325894 | -3325894 | -2076860 |
Avg Bars in Trades | 79 | 88 | 71 | 79 | 88 | 71 |
Avg Bars in Winners | 126 | 157 | 98 | 126 | 157 | 98 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 7345 | 4073 | 3273 | 7345 | 4073 | 3273 |
Profit Streak | 6.519 | 6.519 | 22.8523 | 6.519 | 6.519 | 22.8523 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503662 | 478466 | -283446 | 336229 | 276895 | 326507 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1398412.856308787, 1260062.4324304368, 138350.4238783503, 13239405.67282192, 7423606.01253718, 5815799.660284738 ], [ 1398.412856, 1260.062432, 138.350424, 13239.405673, 7423.606013, 5815.79966 ], [ 0.558695, 0.503421, 0.055274, 0.195689, 0.172767, 0.163146 ], [ 443.185222, 443.185222, 443.185222, 443.185222, 443.185222, 443.185222 ], [ -86209, -48591, -73327, -5805219, -5091693, -4037414 ], [ 3.898137, 6.889739, 1.515119, 1.507927, 1.514323, 1.499991 ], [ 92, 46, 46, 92, 46, 46 ], [ 40, 19, 21, 40, 19, 21 ], [ 52, 27, 25, 52, 27, 25 ], [ 43.478261, 41.304348, 45.652174, 43.478261, 41.304348, 45.652174 ], [ 5.067578, 9.790682, 1.803713, 1.960306, 2.151933, 1.785704 ], [ 744347, 744347, 55263, 7450877, 7450877, 3113476 ], [ -35466, -23796, -35466, -3325894, -3325894, -2076860 ], [ 79, 88, 71, 79, 88, 71 ], [ 126, 157, 98, 126, 157, 98 ], [ 44, 40, 48, 44, 40, 48 ], [ 7345, 4073, 3273, 7345, 4073, 3273 ], [ 6.518953, 6.518953, 22.852286, 6.518953, 6.518953, 22.852286 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503662, 478466, -283446, 336229, 276895, 326507 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7509, "evaluation_days": 2503, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547107200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292837522, "expiration_time": 1765764576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 2 } } }
# | 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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