Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012342.6531 | 847756.6712 | 164585.9818 | 9282847.9517 | 6172491.6492 | 3110356.3025 |
Total P&L (%) | 1012.3427 | 847.7567 | 164.586 | 9282.848 | 6172.4916 | 3110.3563 |
Avg Daily Profit (%) | 0.4374 | 0.3663 | 0.0711 | 0.1964 | 0.179 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97839 | -120192 | -96823 | -3976781 | -5100798 | -3277433 |
Profit Factor | 2.902 | 3.7901 | 1.7206 | 1.4125 | 1.4673 | 1.3347 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 55.0725 | 48.5714 | 61.7647 | 55.0725 | 48.5714 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.3674 | 4.0131 | 1.0651 | 1.1523 | 1.5536 | 0.8262 |
Largest Winning Trade | 197052 | 197052 | 80784 | 3691652 | 3203550 | 3691652 |
Largest Losing Trade | -58865 | -38973 | -58865 | -3125576 | -1808850 | -3125576 |
Avg Bars in Trades | 120 | 94 | 147 | 120 | 94 | 147 |
Avg Bars in Winners | 168 | 135 | 194 | 168 | 135 | 194 |
Avg Bars in Losers | 61 | 55 | 70 | 61 | 55 | 70 |
Bars Traded | 8306 | 3303 | 5003 | 8306 | 3303 | 5003 |
Profit Streak | 0 | 0 | 308.2178 | 0 | 0 | 308.2178 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89734 | 568852 | -93366 | -96563 | 342368 | 313331 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9258, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563364800000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759317218855, "expiration_time": 1765297584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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": [ [ 1012342.6530508867, 847756.6712497488, 164585.9818011379, 9282847.951702781, 6172491.649170142, 3110356.30253264 ], [ 1012.342653, 847.756671, 164.585982, 9282.847952, 6172.491649, 3110.356303 ], [ 0.437392, 0.366281, 0.071111, 0.196411, 0.178979, 0.149992 ], [ 10, 10, 10, 10, 10, 10 ], [ -97839, -120192, -96823, -3976781, -5100798, -3277433 ], [ 2.90201, 3.790137, 1.720578, 1.41252, 1.467305, 1.33466 ], [ 69, 35, 34, 69, 35, 34 ], [ 38, 17, 21, 38, 17, 21 ], [ 31, 18, 13, 31, 18, 13 ], [ 55.072464, 48.571429, 61.764706, 55.072464, 48.571429, 61.764706 ], [ 2.36743, 4.013086, 1.06512, 1.152319, 1.553617, 0.826218 ], [ 197052, 197052, 80784, 3691652, 3203550, 3691652 ], [ -58865, -38973, -58865, -3125576, -1808850, -3125576 ], [ 120, 94, 147, 120, 94, 147 ], [ 168, 135, 194, 168, 135, 194 ], [ 61, 55, 70, 61, 55, 70 ], [ 8306, 3303, 5003, 8306, 3303, 5003 ], [ 0, 0, 308.217811, 0, 0, 308.217811 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89734, 568852, -93366, -96563, 342368, 313331 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9258, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563364800000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759317218855, "expiration_time": 1765297584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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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