Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414115.0383 | 364092.0188 | 50023.0195 | 152995.3173 | -10086.3469 | 163081.6642 |
Total P&L (%) | 414.115 | 364.092 | 50.023 | 152.9953 | -10.0863 | 163.0817 |
Avg Daily Profit (%) | 0.1809 | 0.159 | 0.0218 | 0.0405 | -0.0046 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95235 | -122347 | -73378 | -258978 | -291273 | -83623 |
Profit Factor | 1.8709 | 2.378 | 1.2368 | 1.1681 | 0.9826 | 1.4951 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 40.625 | 41.9355 | 41.2698 | 40.625 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.6624 | 3.4755 | 1.7124 | 1.6623 | 1.4362 | 2.0702 |
Largest Winning Trade | 218116 | 218116 | 46250 | 242609 | 242609 | 110474 |
Largest Losing Trade | -43288 | -32622 | -43288 | -120697 | -120697 | -71827 |
Avg Bars in Trades | 101 | 103 | 100 | 101 | 103 | 100 |
Avg Bars in Winners | 172 | 158 | 186 | 172 | 158 | 186 |
Avg Bars in Losers | 51 | 64 | 38 | 51 | 64 | 38 |
Bars Traded | 6406 | 3297 | 3109 | 6406 | 3297 | 3109 |
Profit Streak | 80.0798 | 102.0798 | 0 | 80.0798 | 102.0798 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143106 | 312580 | -167376 | -327353 | -582228 | -137255 |
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{ "first_band": { "type": "t3", "factors": { "length": 214, "offset": 0, "a": 0.75573 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "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": [ [ 414115.0382924399, 364092.0187622985, 50023.0195301415, 152995.3172748684, -10086.3468839361, 163081.6641588044 ], [ 414.115038, 364.092019, 50.02302, 152.995317, -10.086347, 163.081664 ], [ 0.180862, 0.159015, 0.021847, 0.040547, -0.004643, 0.042255 ], [ 10, 10, 10, 10, 10, 10 ], [ -95235, -122347, -73378, -258978, -291273, -83623 ], [ 1.870886, 2.377962, 1.236756, 1.16811, 0.982631, 1.495113 ], [ 63, 32, 31, 63, 32, 31 ], [ 26, 13, 13, 26, 13, 13 ], [ 37, 19, 18, 37, 19, 18 ], [ 41.269841, 40.625, 41.935484, 41.269841, 40.625, 41.935484 ], [ 2.662415, 3.475483, 1.712432, 1.66231, 1.436153, 2.070156 ], [ 218116, 218116, 46250, 242609, 242609, 110474 ], [ -43288, -32622, -43288, -120697, -120697, -71827 ], [ 101, 103, 100, 101, 103, 100 ], [ 172, 158, 186, 172, 158, 186 ], [ 51, 64, 38, 51, 64, 38 ], [ 6406, 3297, 3109, 6406, 3297, 3109 ], [ 80.079769, 102.079769, 0, 80.079769, 102.07977, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143106, 312580, -167376, -327353, -582228, -137255 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6869, "evaluation_days": 2289.67, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567296000000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758995692086, "expiration_time": 1764894816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 214, "offset": 0, "a": 0.75573 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "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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