Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124304.833 | 84752.8877 | 39551.9453 | 135793.9956 | 78649.1805 | 57144.8151 |
Total P&L (%) | 124.3048 | 84.7529 | 39.5519 | 135.794 | 78.6492 | 57.1448 |
Avg Daily Profit (%) | 0.3113 | 0.2122 | 0.0991 | 0.215 | 0.1454 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84534 | -61866 | -35465 | -217040 | -174102 | -74598 |
Profit Factor | 1.6162 | 1.8834 | 1.3738 | 1.3202 | 1.364 | 1.2747 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.1212 | 2.472 | 1.8032 | 1.7328 | 1.7902 | 1.6731 |
Largest Winning Trade | 47839 | 47839 | 27992 | 89259 | 89259 | 48073 |
Largest Losing Trade | -22270 | -14083 | -22270 | -53068 | -38726 | -53068 |
Avg Bars in Trades | 247 | 236 | 259 | 247 | 236 | 259 |
Avg Bars in Winners | 389 | 390 | 388 | 389 | 390 | 388 |
Avg Bars in Losers | 140 | 119 | 161 | 140 | 119 | 161 |
Bars Traded | 18346 | 8749 | 9597 | 18346 | 8749 | 9597 |
Profit Streak | 142.4831 | 181.8164 | 0 | 142.4831 | 181.8164 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60156 | 326920 | -64930 | -62720 | 16310 | -45187 |
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 143, "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": [ [ 124304.8329629159, 84752.887699912, 39551.9452630038, 135793.9956209268, 78649.1804790685, 57144.8151418585 ], [ 124.304833, 84.752888, 39.551945, 135.793996, 78.64918, 57.144815 ], [ 0.311299, 0.212248, 0.099051, 0.215049, 0.14542, 0.113259 ], [ 10, 10, 10, 10, 10, 10 ], [ -84534, -61866, -35465, -217040, -174102, -74598 ], [ 1.616186, 1.883431, 1.373849, 1.320205, 1.363974, 1.274734 ], [ 74, 37, 37, 74, 37, 37 ], [ 32, 16, 16, 32, 16, 16 ], [ 42, 21, 21, 42, 21, 21 ], [ 43.243243, 43.243243, 43.243243, 43.243243, 43.243243, 43.243243 ], [ 2.121245, 2.472004, 1.803177, 1.732769, 1.790216, 1.673088 ], [ 47839, 47839, 27992, 89259, 89259, 48073 ], [ -22270, -14083, -22270, -53068, -38726, -53068 ], [ 247, 236, 259, 247, 236, 259 ], [ 389, 390, 388, 389, 390, 388 ], [ 140, 119, 161, 140, 119, 161 ], [ 18346, 8749, 9597, 18346, 8749, 9597 ], [ 142.483091, 181.816425, 0, 142.483091, 181.816425, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60156, 326920, -64930, -62720, 16310, -45187 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714163400000, "last_datapoint_time": 1748226600000, "evaluation_time": 1758954939085, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 143, "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) |
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