Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -33579.7943 | 53644.9386 | -87224.7329 | -116323.2719 | 298869.0271 | -415192.2991 |
Total P&L (%) | -33.5798 | 53.6449 | -87.2247 | -116.3233 | 298.869 | -415.1923 |
Avg Daily Profit (%) | -0.0645 | 0.103 | -0.1675 | 0 | 0.266 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211906 | -81881 | -175322 | -520778 | -83140 | -591398 |
Profit Factor | 0.9651 | 1.1348 | 0.8458 | 0.9137 | 1.7514 | 0.5627 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 153 | 76 | 77 | 180 | 94 | 86 |
Losing Trades | 175 | 88 | 87 | 148 | 70 | 78 |
Profitability (%) | 46.6463 | 46.3415 | 46.9512 | 54.878 | 57.3171 | 52.439 |
Ratio Avg Win / Avg Loss | 1.1039 | 1.314 | 0.9556 | 0.7512 | 1.3042 | 0.5103 |
Largest Winning Trade | 47850 | 47850 | 35341 | 54283 | 54283 | 36349 |
Largest Losing Trade | -118927 | -18468 | -118927 | -408751 | -29089 | -408751 |
Avg Bars in Trades | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Winners | 76 | 71 | 82 | 74 | 71 | 78 |
Avg Bars in Losers | 74 | 70 | 77 | 76 | 70 | 81 |
Bars Traded | 24702 | 11596 | 13106 | 24702 | 11596 | 13106 |
Profit Streak | 0 | 0 | 8.0341 | 2.9716 | 17.6175 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579269 | -130508 | -581554 | -580174 | 451956 | -580727 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 3 } } }
{ "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": [ [ -33579.7942512248, 53644.9386424964, -87224.7328937211, -116323.2719368482, 298869.0271403528, -415192.2990772008 ], [ -33.579794, 53.644939, -87.224733, -116.323272, 298.869027, -415.192299 ], [ -0.064474, 0.102999, -0.167473, 0, 0.26598, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -211906, -81881, -175322, -520778, -83140, -591398 ], [ 0.965149, 1.134792, 0.845769, 0.913651, 1.751404, 0.562671 ], [ 328, 164, 164, 328, 164, 164 ], [ 153, 76, 77, 180, 94, 86 ], [ 175, 88, 87, 148, 70, 78 ], [ 46.646341, 46.341463, 46.95122, 54.878049, 57.317073, 52.439024 ], [ 1.103929, 1.313969, 0.955609, 0.751224, 1.304237, 0.51033 ], [ 47850, 47850, 35341, 54283, 54283, 36349 ], [ -118927, -18468, -118927, -408751, -29089, -408751 ], [ 75, 70, 79, 75, 70, 79 ], [ 76, 71, 82, 74, 71, 78 ], [ 74, 70, 77, 76, 70, 81 ], [ 24702, 11596, 13106, 24702, 11596, 13106 ], [ 0, 0, 8.034135, 2.971635, 17.617468, 0 ], [ 0, 0, 1, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579269, -130508, -581554, -580174, 451956, -580727 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715090400000, "first_datapoint_time": 1715389200000, "last_datapoint_time": 1760088600000, "evaluation_time": 1760089749265, "expiration_time": 1766568600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 3 } } }
# | 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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