Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2824198.4188 | 2557875.32 | 266323.0987 | 28448736.3834 | 7087090.3768 | 21361646.0067 |
Total P&L (%) | 2824.1984 | 2557.8753 | 266.3231 | 28448.7364 | 7087.0904 | 21361.646 |
Avg Daily Profit (%) | 1.22 | 1.1049 | 0.115 | 0.2445 | 0.1848 | 0.2322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80377 | -115037 | -44850 | -35753728 | -37521812 | -14835697 |
Profit Factor | 5.3683 | 7.9445 | 1.9574 | 1.1669 | 1.0648 | 1.3498 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 41.1111 | 40 | 42.2222 | 41.1111 | 40 | 42.2222 |
Ratio Avg Win / Avg Loss | 7.6898 | 11.9167 | 2.6785 | 1.6715 | 1.5972 | 1.847 |
Largest Winning Trade | 2137719 | 2137719 | 81306 | 21917814 | 21917814 | 17087843 |
Largest Losing Trade | -38147 | -29119 | -38147 | -10472633 | -10472633 | -7668536 |
Avg Bars in Trades | 101 | 85 | 117 | 101 | 85 | 117 |
Avg Bars in Winners | 168 | 143 | 191 | 168 | 143 | 191 |
Avg Bars in Losers | 55 | 47 | 63 | 55 | 47 | 63 |
Bars Traded | 9154 | 3862 | 5292 | 9154 | 3862 | 5292 |
Profit Streak | 0 | 0 | 46.3539 | 0 | 0 | 46.3539 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661643 | 652897 | -38099 | -30613 | -144049 | 266797 |
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{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.77474 } } }
{ "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": [ [ 2824198.418750491, 2557875.320043714, 266323.0987067775, 28448736.383440036, 7087090.376774657, 21361646.00666539 ], [ 2824.198419, 2557.87532, 266.323099, 28448.736383, 7087.090377, 21361.646007 ], [ 1.219956, 1.104914, 0.115042, 0.24454, 0.18483, 0.232185 ], [ 10, 10, 10, 10, 10, 10 ], [ -80377, -115037, -44850, -35753728, -37521812, -14835697 ], [ 5.368333, 7.944479, 1.957363, 1.16691, 1.064801, 1.349751 ], [ 90, 45, 45, 90, 45, 45 ], [ 37, 18, 19, 37, 18, 19 ], [ 53, 27, 26, 53, 27, 26 ], [ 41.111111, 40, 42.222222, 41.111111, 40, 42.222222 ], [ 7.689775, 11.916719, 2.678497, 1.671519, 1.597201, 1.847028 ], [ 2137719, 2137719, 81306, 21917814, 21917814, 17087843 ], [ -38147, -29119, -38147, -10472633, -10472633, -7668536 ], [ 101, 85, 117, 101, 85, 117 ], [ 168, 143, 191, 168, 143, 191 ], [ 55, 47, 63, 55, 47, 63 ], [ 9154, 3862, 5292, 9154, 3862, 5292 ], [ 0, 0, 46.353937, 0, 0, 46.353937 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 661643, 652897, -38099, -30613, -144049, 266797 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9260, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759350580159, "expiration_time": 1765342080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.77474 } } }
# | 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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