Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372372.4236 | 55710.9791 | 316661.4446 | 866894.9268 | 145077.5023 | 721817.4245 |
Total P&L (%) | 372.3724 | 55.711 | 316.6614 | 866.8949 | 145.0775 | 721.8174 |
Avg Daily Profit (%) | 0.2414 | 0.0361 | 0.2053 | 0.1472 | 0.0581 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63355 | -74655 | -58063 | -491254 | -519383 | -176367 |
Profit Factor | 2.1127 | 1.2269 | 4.5514 | 1.7726 | 1.1649 | 3.9772 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 71.6418 | 61.7647 | 81.8182 | 71.6418 | 61.7647 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.8363 | 0.7595 | 1.0114 | 0.7016 | 0.7211 | 0.8838 |
Largest Winning Trade | 45390 | 45390 | 35171 | 301862 | 301862 | 93330 |
Largest Losing Trade | -60054 | -60054 | -36618 | -491254 | -491254 | -108804 |
Avg Bars in Trades | 88 | 110 | 65 | 88 | 110 | 65 |
Avg Bars in Winners | 54 | 60 | 49 | 54 | 60 | 49 |
Avg Bars in Losers | 174 | 190 | 137 | 174 | 190 | 137 |
Bars Traded | 5912 | 3748 | 2164 | 5912 | 3748 | 2164 |
Profit Streak | 93.7718 | 93.7718 | 571.7718 | 93.7718 | 93.7718 | 571.7718 |
Trades During Streak | 6 | 3 | 13 | 6 | 3 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107495 | -144765 | 703706 | -112247 | -153211 | -400 |
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1542.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629633600000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315480355, "expiration_time": 1764290160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.205 } } }
{ "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": [ [ 372372.423641102, 55710.9790580103, 316661.4445830915, 866894.9268081315, 145077.5022648983, 721817.4245432331 ], [ 372.372424, 55.710979, 316.661445, 866.894927, 145.077502, 721.817425 ], [ 0.241408, 0.036117, 0.205291, 0.147202, 0.058131, 0.136647 ], [ 10, 10, 10, 10, 10, 10 ], [ -63355, -74655, -58063, -491254, -519383, -176367 ], [ 2.112723, 1.226944, 4.551367, 1.77255, 1.164922, 3.977224 ], [ 67, 34, 33, 67, 34, 33 ], [ 48, 21, 27, 48, 21, 27 ], [ 19, 13, 6, 19, 13, 6 ], [ 71.641791, 61.764706, 81.818182, 71.641791, 61.764706, 81.818182 ], [ 0.836286, 0.759537, 1.011415, 0.701634, 0.721142, 0.883828 ], [ 45390, 45390, 35171, 301862, 301862, 93330 ], [ -60054, -60054, -36618, -491254, -491254, -108804 ], [ 88, 110, 65, 88, 110, 65 ], [ 54, 60, 49, 54, 60, 49 ], [ 174, 190, 137, 174, 190, 137 ], [ 5912, 3748, 2164, 5912, 3748, 2164 ], [ 93.771763, 93.771763, 571.771763, 93.771763, 93.771763, 571.771763 ], [ 6, 3, 13, 6, 3, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107495, -144765, 703706, -112247, -153211, -400 ] ] }
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1542.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629633600000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315480355, "expiration_time": 1764290160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.205 } } }
# | 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) |
---|