Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455621.2847 | 318788.9695 | 136832.3152 | 391905.845 | 192779.9273 | 199125.9177 |
Total P&L (%) | 455.6213 | 318.789 | 136.8323 | 391.9058 | 192.7799 | 199.1259 |
Avg Daily Profit (%) | 0.2368 | 0.1657 | 0.0711 | 0.0828 | 0.0558 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91177 | -100477 | -49799 | -778790 | -441295 | -466896 |
Profit Factor | 1.9695 | 2.1857 | 1.6805 | 1.1351 | 1.1204 | 1.1533 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 44.6602 | 38.4615 | 50.9804 | 44.6602 | 38.4615 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.4405 | 3.4971 | 1.6159 | 1.4066 | 1.7926 | 1.1089 |
Largest Winning Trade | 329723 | 329723 | 50160 | 459114 | 459114 | 340524 |
Largest Losing Trade | -27092 | -24859 | -27092 | -332340 | -222331 | -332340 |
Avg Bars in Trades | 54 | 63 | 45 | 54 | 63 | 45 |
Avg Bars in Winners | 76 | 95 | 61 | 76 | 95 | 61 |
Avg Bars in Losers | 36 | 42 | 28 | 36 | 42 | 28 |
Bars Traded | 5611 | 3285 | 2326 | 5611 | 3285 | 2326 |
Profit Streak | 0 | 0 | 26.219 | 0 | 0 | 26.219 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355474 | -173056 | -274201 | -156082 | -389893 | -348178 |
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5773, "evaluation_days": 1924.33, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1596384000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759295717498, "expiration_time": 1764264672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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": [ [ 455621.2847366114, 318788.9694895985, 136832.315247013, 391905.845014825, 192779.9273085133, 199125.9177063117 ], [ 455.621285, 318.788969, 136.832315, 391.905845, 192.779927, 199.125918 ], [ 0.236769, 0.165662, 0.071106, 0.082822, 0.05584, 0.056955 ], [ 10, 10, 10, 10, 10, 10 ], [ -91177, -100477, -49799, -778790, -441295, -466896 ], [ 1.969535, 2.185674, 1.680519, 1.135113, 1.12038, 1.153274 ], [ 103, 52, 51, 103, 52, 51 ], [ 46, 20, 26, 46, 20, 26 ], [ 57, 32, 25, 57, 32, 25 ], [ 44.660194, 38.461538, 50.980392, 44.660194, 38.461538, 50.980392 ], [ 2.440511, 3.497078, 1.615884, 1.406553, 1.792609, 1.108917 ], [ 329723, 329723, 50160, 459114, 459114, 340524 ], [ -27092, -24859, -27092, -332340, -222331, -332340 ], [ 54, 63, 45, 54, 63, 45 ], [ 76, 95, 61, 76, 95, 61 ], [ 36, 42, 28, 36, 42, 28 ], [ 5611, 3285, 2326, 5611, 3285, 2326 ], [ 0, 0, 26.218952, 0, 0, 26.218952 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355474, -173056, -274201, -156082, -389893, -348178 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5773, "evaluation_days": 1924.33, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1596384000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759295717498, "expiration_time": 1764264672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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) |
---|