Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810008.4925 | 729090.4653 | 80918.0271 | 2188623.2624 | 1394066.4515 | 794556.8109 |
Total P&L (%) | 810.0085 | 729.0905 | 80.918 | 2188.6233 | 1394.0665 | 794.5568 |
Avg Daily Profit (%) | 0.3238 | 0.2915 | 0.0324 | 0.1252 | 0.1082 | 0.0876 |
Buy And Hold Return (%) | 315.708 | 315.708 | 315.708 | 315.708 | 315.708 | 315.708 |
Max Trade Drawdown | -91150 | -38183 | -68490 | -1537381 | -1026455 | -1217666 |
Profit Factor | 2.9268 | 4.5444 | 1.3769 | 1.376 | 1.4394 | 1.3001 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7494 | 5.1503 | 1.0709 | 1.2926 | 1.6313 | 1.0112 |
Largest Winning Trade | 479343 | 479343 | 44636 | 1269936 | 1269936 | 678311 |
Largest Losing Trade | -51537 | -21226 | -51537 | -1217666 | -592865 | -1217666 |
Avg Bars in Trades | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Winners | 157 | 160 | 154 | 157 | 160 | 154 |
Avg Bars in Losers | 66 | 58 | 76 | 66 | 58 | 76 |
Bars Traded | 7254 | 3405 | 3849 | 7254 | 3405 | 3849 |
Profit Streak | 0 | 0 | 79.2983 | 0 | 0 | 79.2983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132109 | 367434 | -313561 | -168206 | -49224 | -77659 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547164800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759158573229, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 4.1111 } }, "second_band": { "type": "hma", "factors": { "length": 134, "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": [ [ 810008.4924568963, 729090.4653464713, 80918.0271104252, 2188623.2623525364, 1394066.4514691755, 794556.8108833609 ], [ 810.008492, 729.090465, 80.918027, 2188.623262, 1394.066451, 794.556811 ], [ 0.323831, 0.291481, 0.03235, 0.125233, 0.108164, 0.087638 ], [ 315.708034, 315.708034, 315.708034, 315.708034, 315.708034, 315.708034 ], [ -91150, -38183, -68490, -1537381, -1026455, -1217666 ], [ 2.926779, 4.544408, 1.3769, 1.37602, 1.439421, 1.30006 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 15, 18, 33, 15, 18 ], [ 31, 17, 14, 31, 17, 14 ], [ 51.5625, 46.875, 56.25, 51.5625, 46.875, 56.25 ], [ 2.749399, 5.150329, 1.070923, 1.292624, 1.631344, 1.011158 ], [ 479343, 479343, 44636, 1269936, 1269936, 678311 ], [ -51537, -21226, -51537, -1217666, -592865, -1217666 ], [ 113, 106, 120, 113, 106, 120 ], [ 157, 160, 154, 157, 160, 154 ], [ 66, 58, 76, 66, 58, 76 ], [ 7254, 3405, 3849, 7254, 3405, 3849 ], [ 0, 0, 79.298301, 0, 0, 79.298301 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132109, 367434, -313561, -168206, -49224, -77659 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547164800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759158573229, "expiration_time": 1765616256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 4.1111 } }, "second_band": { "type": "hma", "factors": { "length": 134, "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) |
---|