Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1279642.3934 | 183135.723 | -1462778.1164 | 9400474.8364 | -80445.3163 | 9480920.1527 |
Total P&L (%) | -1279.6424 | 183.1357 | -1462.7781 | 9400.4748 | -80.4453 | 9480.9202 |
Avg Daily Profit (%) | -0.5102 | 0.073 | -0.5832 | 0.1817 | -0.065 | 0.1821 |
Buy And Hold Return (%) | 386.3888 | 386.3888 | 386.3888 | 386.3888 | 386.3888 | 386.3888 |
Max Trade Drawdown | -1638342 | -111154 | -1654514 | -4726840 | -5810130 | -1807586 |
Profit Factor | 0.4196 | 1.595 | 0.2289 | 1.5094 | 0.9939 | 2.7912 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 29 | 28 | 57 | 28 | 29 |
Losing Trades | 44 | 21 | 23 | 44 | 22 | 22 |
Profitability (%) | 56.4356 | 58 | 54.902 | 56.4356 | 56 | 56.8627 |
Ratio Avg Win / Avg Loss | 0.3239 | 1.155 | 0.188 | 1.1651 | 0.7809 | 2.1175 |
Largest Winning Trade | 93601 | 93601 | 37653 | 3798854 | 3500724 | 3798854 |
Largest Losing Trade | -1310514 | -49006 | -1310514 | -3111530 | -3111530 | -1692046 |
Avg Bars in Trades | 48 | 58 | 38 | 48 | 58 | 38 |
Avg Bars in Winners | 39 | 35 | 43 | 39 | 30 | 48 |
Avg Bars in Losers | 60 | 89 | 33 | 59 | 93 | 25 |
Bars Traded | 4877 | 2904 | 1973 | 4877 | 2904 | 1973 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579674 | -438354 | -760197 | 372534 | -760055 | -165954 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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": [ [ -1279642.3933729653, 183135.7229939484, -1462778.1163669135, 9400474.836363731, -80445.3163344308, 9480920.152698163 ], [ -1279.642393, 183.135723, -1462.778116, 9400.474836, -80.445316, 9480.920153 ], [ -0.510224, 0.073021, -0.583245, 0.181741, -0.065049, 0.182078 ], [ 386.388771, 386.388771, 386.388771, 386.388771, 386.388771, 386.388771 ], [ -1638342, -111154, -1654514, -4726840, -5810130, -1807586 ], [ 0.419581, 1.595032, 0.228864, 1.509376, 0.993888, 2.791227 ], [ 101, 50, 51, 101, 50, 51 ], [ 57, 29, 28, 57, 28, 29 ], [ 44, 21, 23, 44, 22, 22 ], [ 56.435644, 58, 54.901961, 56.435644, 56, 56.862745 ], [ 0.323887, 1.155023, 0.187995, 1.165132, 0.780912, 2.117483 ], [ 93601, 93601, 37653, 3798854, 3500724, 3798854 ], [ -1310514, -49006, -1310514, -3111530, -3111530, -1692046 ], [ 48, 58, 38, 48, 58, 38 ], [ 39, 35, 43, 39, 30, 48 ], [ 60, 89, 33, 59, 93, 25 ], [ 4877, 2904, 1973, 4877, 2904, 1973 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579674, -438354, -760197, 372534, -760055, -165954 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5016, "evaluation_days": 2508, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547035200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759699638296, "expiration_time": 1766166336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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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