Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242071.1672 | -1778.3666 | 243849.5338 | 22305.0552 | -216512.4876 | 238817.5428 |
Total P&L (%) | 242.0712 | -1.7784 | 243.8495 | 22.3051 | -216.5125 | 238.8175 |
Avg Daily Profit (%) | 0.1588 | -0.0012 | 0.16 | 0.0132 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123568 | -112308 | -82923 | -479005 | -356415 | -347984 |
Profit Factor | 1.3329 | 0.9957 | 1.7688 | 1.0117 | 0.7844 | 1.2643 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 211 | 99 | 112 | 211 | 99 | 112 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 79.3233 | 74.4361 | 84.2105 | 79.3233 | 74.4361 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.3474 | 0.3419 | 0.3316 | 0.2637 | 0.2694 | 0.237 |
Largest Winning Trade | 24389 | 23787 | 24389 | 78916 | 46469 | 78916 |
Largest Losing Trade | -71440 | -58562 | -71440 | -226344 | -201221 | -226344 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Losers | 84 | 77 | 97 | 84 | 77 | 97 |
Bars Traded | 8850 | 3928 | 4922 | 8850 | 3928 | 4922 |
Profit Streak | 16.3282 | 16.3282 | 58.3282 | 16.3282 | 16.3282 | 58.3282 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460214 | -575719 | 500200 | -382983 | -575719 | -81775 |
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1630454400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758786756683, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 238, "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": [ [ 242071.167209575, -1778.3666345744, 243849.5338441492, 22305.0552323128, -216512.4875859483, 238817.5428182614 ], [ 242.071167, -1.778367, 243.849534, 22.305055, -216.512488, 238.817543 ], [ 0.158822, -0.001167, 0.159988, 0.013211, 0, 0.080095 ], [ 10, 10, 10, 10, 10, 10 ], [ -123568, -112308, -82923, -479005, -356415, -347984 ], [ 1.332853, 0.995663, 1.768765, 1.011689, 0.784447, 1.264257 ], [ 266, 133, 133, 266, 133, 133 ], [ 211, 99, 112, 211, 99, 112 ], [ 55, 34, 21, 55, 34, 21 ], [ 79.323308, 74.43609, 84.210526, 79.323308, 74.43609, 84.210526 ], [ 0.347426, 0.341945, 0.331643, 0.26371, 0.269406, 0.237048 ], [ 24389, 23787, 24389, 78916, 46469, 78916 ], [ -71440, -58562, -71440, -226344, -201221, -226344 ], [ 33, 29, 37, 33, 29, 37 ], [ 19, 13, 25, 19, 13, 25 ], [ 84, 77, 97, 84, 77, 97 ], [ 8850, 3928, 4922, 8850, 3928, 4922 ], [ 16.328202, 16.328202, 58.328202, 16.328202, 16.328202, 58.328202 ], [ 9, 4, 10, 9, 4, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460214, -575719, 500200, -382983, -575719, -81775 ] ] }
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1630454400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758786756683, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 238, "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) |
---|