Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304462.406 | 27970.0599 | 276492.3461 | 342029.6804 | 54090.3295 | 287939.3509 |
Total P&L (%) | 304.4624 | 27.9701 | 276.4923 | 342.0297 | 54.0903 | 287.9394 |
Avg Daily Profit (%) | 0.1997 | 0.0183 | 0.1814 | 0.0975 | 0.0284 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94216 | -61970 | -100257 | -276872 | -82068 | -323545 |
Profit Factor | 1.8715 | 1.192 | 2.3573 | 1.4823 | 1.2284 | 1.6096 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 60 | 55.2632 | 64.8649 | 60 | 55.2632 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.2477 | 0.965 | 1.2769 | 0.9882 | 0.9944 | 0.8719 |
Largest Winning Trade | 50611 | 16818 | 50611 | 103057 | 57372 | 103057 |
Largest Losing Trade | -56528 | -22463 | -56528 | -192563 | -33338 | -192563 |
Avg Bars in Trades | 36 | 6 | 66 | 36 | 6 | 66 |
Avg Bars in Winners | 37 | 6 | 65 | 37 | 6 | 65 |
Avg Bars in Losers | 33 | 7 | 68 | 33 | 7 | 68 |
Bars Traded | 2715 | 261 | 2454 | 2715 | 261 | 2454 |
Profit Streak | 110.9728 | 110.9728 | 229.4728 | 110.9728 | 110.9728 | 229.4728 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48253 | -180665 | 508628 | -121540 | -156136 | -70627 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633737600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758842451145, "expiration_time": 1762666704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 3.74349 } }, "second_band": { "type": "hma", "factors": { "length": 145, "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": [ [ 304462.4060033482, 27970.0599212338, 276492.3460821144, 342029.6804146664, 54090.3295195297, 287939.3508951368 ], [ 304.462406, 27.97006, 276.492346, 342.02968, 54.09033, 287.939351 ], [ 0.199713, 0.018347, 0.181366, 0.097536, 0.028365, 0.088966 ], [ 10, 10, 10, 10, 10, 10 ], [ -94216, -61970, -100257, -276872, -82068, -323545 ], [ 1.871476, 1.19203, 2.35729, 1.482344, 1.228428, 1.609647 ], [ 75, 38, 37, 75, 38, 37 ], [ 45, 21, 24, 45, 21, 24 ], [ 30, 17, 13, 30, 17, 13 ], [ 60, 55.263158, 64.864865, 60, 55.263158, 64.864865 ], [ 1.247651, 0.964976, 1.276865, 0.98823, 0.994442, 0.871892 ], [ 50611, 16818, 50611, 103057, 57372, 103057 ], [ -56528, -22463, -56528, -192563, -33338, -192563 ], [ 36, 6, 66, 36, 6, 66 ], [ 37, 6, 65, 37, 6, 65 ], [ 33, 7, 68, 33, 7, 68 ], [ 2715, 261, 2454, 2715, 261, 2454 ], [ 110.972814, 110.972814, 229.472814, 110.972814, 110.972814, 229.472814 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -48253, -180665, 508628, -121540, -156136, -70627 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633737600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758842451145, "expiration_time": 1762666704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 3.74349 } }, "second_band": { "type": "hma", "factors": { "length": 145, "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) |
---|