Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1767733.6799 | 1717503.134 | 50230.5459 | 315146.4232 | 1408955.2626 | -1093808.8393 |
Total P&L (%) | 1767.7337 | 1717.5031 | 50.2305 | 315.1464 | 1408.9553 | -1093.8088 |
Avg Daily Profit (%) | 0.7611 | 0.7395 | 0.0216 | 0.0613 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115024 | -141320 | -83886 | -2378776 | -1660270 | -1469342 |
Profit Factor | 4.1863 | 5.9687 | 1.2402 | 1.0569 | 1.4582 | 0.5562 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 38.7097 | 29.0323 | 48.3871 | 38.7097 | 29.0323 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.6283 | 14.5901 | 1.3229 | 1.6734 | 3.5644 | 0.5933 |
Largest Winning Trade | 1640327 | 1640327 | 77642 | 2013437 | 2013437 | 581342 |
Largest Losing Trade | -51863 | -51863 | -49035 | -1068421 | -710699 | -1068421 |
Avg Bars in Trades | 216 | 306 | 126 | 216 | 306 | 126 |
Avg Bars in Winners | 365 | 638 | 201 | 365 | 638 | 201 |
Avg Bars in Losers | 122 | 170 | 55 | 122 | 170 | 55 |
Bars Traded | 13413 | 9500 | 3913 | 13413 | 9500 | 3913 |
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 | -143136 | 326565 | -166235 | -431068 | -46411 | -581445 |
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{ "first_band": { "type": "dcl", "factors": { "length": 154, "offset": 224 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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": [ [ 1767733.6799151641, 1717503.134010878, 50230.5459042863, 315146.423249052, 1408955.2625859624, -1093808.8393369103 ], [ 1767.73368, 1717.503134, 50.230546, 315.146423, 1408.955263, -1093.808839 ], [ 0.761134, 0.739506, 0.021628, 0.061309, 0.116925, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -115024, -141320, -83886, -2378776, -1660270, -1469342 ], [ 4.186321, 5.968674, 1.240197, 1.056888, 1.458164, 0.556189 ], [ 62, 31, 31, 62, 31, 31 ], [ 24, 9, 15, 24, 9, 15 ], [ 38, 22, 16, 38, 22, 16 ], [ 38.709677, 29.032258, 48.387097, 38.709677, 29.032258, 48.387097 ], [ 6.628341, 14.590093, 1.322877, 1.673405, 3.564402, 0.593269 ], [ 1640327, 1640327, 77642, 2013437, 2013437, 581342 ], [ -51863, -51863, -49035, -1068421, -710699, -1068421 ], [ 216, 306, 126, 216, 306, 126 ], [ 365, 638, 201, 365, 638, 201 ], [ 122, 170, 55, 122, 170, 55 ], [ 13413, 9500, 3913, 13413, 9500, 3913 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143136, 326565, -166235, -431068, -46411, -581445 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13935, "evaluation_days": 2322.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760055566191, "expiration_time": 1766059920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 154, "offset": 224 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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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