Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81465.8498 | 42627.7882 | 38838.0617 | 52807.0076 | 30037.9607 | 22769.0469 |
Total P&L (%) | 81.4659 | 42.6278 | 38.8381 | 52.807 | 30.038 | 22.769 |
Avg Daily Profit (%) | 0.1564 | 0.0818 | 0.0746 | 0.0814 | 0.0504 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52589 | -34682 | -50973 | -51692 | -30513 | -43540 |
Profit Factor | 1.289 | 1.313 | 1.2666 | 1.2049 | 1.249 | 1.166 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 61.9048 | 58.4906 | 65.3846 | 61.9048 | 58.4906 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.7932 | 0.9318 | 0.6705 | 0.7414 | 0.8864 | 0.6173 |
Largest Winning Trade | 31052 | 29996 | 31052 | 22054 | 18255 | 22054 |
Largest Losing Trade | -26671 | -21111 | -26671 | -33777 | -18845 | -33777 |
Avg Bars in Trades | 226 | 239 | 213 | 226 | 239 | 213 |
Avg Bars in Winners | 142 | 138 | 145 | 142 | 138 | 145 |
Avg Bars in Losers | 363 | 380 | 342 | 363 | 380 | 342 |
Bars Traded | 23789 | 12669 | 11120 | 23789 | 12669 | 11120 |
Profit Streak | 32.156 | 42.9477 | 32.156 | 32.156 | 42.9477 | 32.156 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304358 | -265152 | -274668 | -84670 | -308533 | -362095 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "offset": 105 } } }
{ "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": [ [ 81465.8498309861, 42627.7881779525, 38838.0616530336, 52807.0076348238, 30037.9607466924, 22769.0468881315 ], [ 81.46585, 42.627788, 38.838062, 52.807008, 30.037961, 22.769047 ], [ 0.156415, 0.081846, 0.07457, 0.081443, 0.050443, 0.039394 ], [ 10, 10, 10, 10, 10, 10 ], [ -52589, -34682, -50973, -51692, -30513, -43540 ], [ 1.289018, 1.313043, 1.266564, 1.204851, 1.249035, 1.165998 ], [ 105, 53, 52, 105, 53, 52 ], [ 65, 31, 34, 65, 31, 34 ], [ 40, 22, 18, 40, 22, 18 ], [ 61.904762, 58.490566, 65.384615, 61.904762, 58.490566, 65.384615 ], [ 0.793242, 0.931837, 0.670534, 0.741447, 0.886412, 0.617293 ], [ 31052, 29996, 31052, 22054, 18255, 22054 ], [ -26671, -21111, -26671, -33777, -18845, -33777 ], [ 226, 239, 213, 226, 239, 213 ], [ 142, 138, 145, 142, 138, 145 ], [ 363, 380, 342, 363, 380, 342 ], [ 23789, 12669, 11120, 23789, 12669, 11120 ], [ 32.156016, 42.947683, 32.156016, 32.156016, 42.947683, 32.156016 ], [ 7, 5, 3, 7, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304358, -265152, -274668, -84670, -308533, -362095 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713103200000, "first_datapoint_time": 1713693600000, "last_datapoint_time": 1758101400000, "evaluation_time": 1758102279805, "expiration_time": 1764581400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "offset": 105 } } }
# | 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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