Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247793.5082 | 14366.9809 | 233426.5273 | 121410.7293 | -280345.6932 | 401756.4225 |
Total P&L (%) | 247.7935 | 14.367 | 233.4265 | 121.4107 | -280.3457 | 401.7564 |
Avg Daily Profit (%) | 0.1607 | 0.0093 | 0.1513 | 0.0515 | 0 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87937 | -105137 | -51258 | -503161 | -563565 | -227202 |
Profit Factor | 1.3908 | 1.0375 | 1.9293 | 1.0603 | 0.7728 | 1.5161 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 51.2195 | 44.2623 | 58.0645 | 51.2195 | 44.2623 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.3246 | 1.3065 | 1.3934 | 1.0098 | 0.9731 | 1.0949 |
Largest Winning Trade | 80964 | 80964 | 54458 | 254356 | 254356 | 153069 |
Largest Losing Trade | -42851 | -30429 | -42851 | -166018 | -121698 | -166018 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 4448 | 2347 | 2101 | 4448 | 2347 | 2101 |
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 | 302682 | -553469 | -143377 | -277746 | -744689 | -205026 |
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4627, "evaluation_days": 1542.33, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1629417600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760276226612, "expiration_time": 1764253728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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": [ [ 247793.5081961337, 14366.9808578392, 233426.5273382947, 121410.7293152455, -280345.6931978356, 401756.4225130811 ], [ 247.793508, 14.366981, 233.426527, 121.410729, -280.345693, 401.756423 ], [ 0.160662, 0.009315, 0.151347, 0.051549, 0, 0.104633 ], [ 10, 10, 10, 10, 10, 10 ], [ -87937, -105137, -51258, -503161, -563565, -227202 ], [ 1.390778, 1.03752, 1.92931, 1.060337, 0.772769, 1.516084 ], [ 123, 61, 62, 123, 61, 62 ], [ 63, 27, 36, 63, 27, 36 ], [ 60, 34, 26, 60, 34, 26 ], [ 51.219512, 44.262295, 58.064516, 51.219512, 44.262295, 58.064516 ], [ 1.324551, 1.306506, 1.393391, 1.009844, 0.973117, 1.094949 ], [ 80964, 80964, 54458, 254356, 254356, 153069 ], [ -42851, -30429, -42851, -166018, -121698, -166018 ], [ 36, 38, 33, 36, 38, 33 ], [ 45, 46, 45, 45, 46, 45 ], [ 26, 32, 18, 26, 32, 18 ], [ 4448, 2347, 2101, 4448, 2347, 2101 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302682, -553469, -143377, -277746, -744689, -205026 ] ] }
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4627, "evaluation_days": 1542.33, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1629417600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760276226612, "expiration_time": 1764253728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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) |
---|