Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546521.5452 | 570166.5921 | -23645.0469 | 45896.3253 | -8665.4608 | 54561.7861 |
Total P&L (%) | 546.5215 | 570.1666 | -23.645 | 45.8963 | -8.6655 | 54.5618 |
Avg Daily Profit (%) | 0.2964 | 0.3092 | -0.0128 | 0.0205 | -0.0049 | 0.0236 |
Buy And Hold Return (%) | 134.6456 | 134.6456 | 134.6456 | 134.6456 | 134.6456 | 134.6456 |
Max Trade Drawdown | -150998 | -109485 | -97108 | -990794 | -1051133 | -348247 |
Profit Factor | 2.0412 | 2.6218 | 0.8636 | 1.0171 | 0.9958 | 1.0896 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 52.1127 | 57.1429 | 47.2222 | 52.1127 | 57.1429 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.8757 | 1.9663 | 0.9652 | 0.9346 | 0.7469 | 1.2178 |
Largest Winning Trade | 478466 | 478466 | 18680 | 538114 | 538114 | 126468 |
Largest Losing Trade | -51134 | -50927 | -51134 | -545602 | -545602 | -144395 |
Avg Bars in Trades | 96 | 181 | 14 | 96 | 181 | 14 |
Avg Bars in Winners | 58 | 94 | 15 | 58 | 94 | 15 |
Avg Bars in Losers | 137 | 296 | 12 | 137 | 296 | 12 |
Bars Traded | 6854 | 6348 | 506 | 6854 | 6348 | 506 |
Profit Streak | 71.0509 | 0 | 294.8009 | 71.0509 | 0 | 294.8009 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79596 | 463466 | -580994 | -624799 | -579861 | -449306 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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": [ [ 546521.5452193804, 570166.5921457239, -23645.0469263434, 45896.3253078643, -8665.4608260095, 54561.7861338739 ], [ 546.521545, 570.166592, -23.645047, 45.896325, -8.665461, 54.561786 ], [ 0.296418, 0.309243, -0.012824, 0.020489, -0.004916, 0.023619 ], [ 134.645623, 134.645623, 134.645623, 134.645623, 134.645623, 134.645623 ], [ -150998, -109485, -97108, -990794, -1051133, -348247 ], [ 2.04117, 2.62175, 0.863588, 1.017116, 0.995819, 1.089572 ], [ 71, 35, 36, 71, 35, 36 ], [ 37, 20, 17, 37, 20, 17 ], [ 34, 15, 19, 34, 15, 19 ], [ 52.112676, 57.142857, 47.222222, 52.112676, 57.142857, 47.222222 ], [ 1.87567, 1.966313, 0.965187, 0.934647, 0.746864, 1.217757 ], [ 478466, 478466, 18680, 538114, 538114, 126468 ], [ -51134, -50927, -51134, -545602, -545602, -144395 ], [ 96, 181, 14, 96, 181, 14 ], [ 58, 94, 15, 58, 94, 15 ], [ 137, 296, 12, 137, 296, 12 ], [ 6854, 6348, 506, 6854, 6348, 506 ], [ 71.050914, 0, 294.800914, 71.050915, 0, 294.800915 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79596, 463466, -580994, -624799, -579861, -449306 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7375, "evaluation_days": 1843.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605199017, "expiration_time": 1764358200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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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