Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237224.9126 | 403008.1706 | -165783.258 | -98012.1305 | 306358.6339 | -404370.7644 |
Total P&L (%) | 237.2249 | 403.0082 | -165.7833 | -98.0121 | 306.3586 | -404.3708 |
Avg Daily Profit (%) | 0.1022 | 0.1736 | -0.0714 | -0.1686 | 0.0604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320272 | -197940 | -296909 | -381731 | -129764 | -462419 |
Profit Factor | 1.1553 | 1.5259 | 0.7823 | 0.9064 | 1.8872 | 0.4235 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Profitability (%) | 48.7903 | 50.8065 | 46.7742 | 48.7903 | 50.8065 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.2126 | 1.4775 | 0.8902 | 0.9513 | 1.8273 | 0.4819 |
Largest Winning Trade | 202786 | 202786 | 61077 | 116485 | 116485 | 54580 |
Largest Losing Trade | -62998 | -59353 | -62998 | -213267 | -76772 | -213267 |
Avg Bars in Trades | 36 | 53 | 19 | 36 | 53 | 19 |
Avg Bars in Winners | 34 | 43 | 25 | 34 | 43 | 25 |
Avg Bars in Losers | 38 | 65 | 13 | 38 | 65 | 13 |
Bars Traded | 9048 | 6686 | 2362 | 9048 | 6686 | 2362 |
Profit Streak | 16.7325 | 0 | 90.7325 | 16.7325 | 0 | 90.7325 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104921 | 314605 | -580618 | -579378 | -108810 | -580618 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562781600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966483654, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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": [ [ 237224.9126218777, 403008.1705877765, -165783.2579658992, -98012.1305252121, 306358.6338938658, -404370.7644190779 ], [ 237.224913, 403.008171, -165.783258, -98.012131, 306.358634, -404.370764 ], [ 0.102164, 0.173561, -0.071397, -0.168596, 0.0604, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -320272, -197940, -296909, -381731, -129764, -462419 ], [ 1.155267, 1.5259, 0.782302, 0.906362, 1.887238, 0.423493 ], [ 248, 124, 124, 248, 124, 124 ], [ 121, 63, 58, 121, 63, 58 ], [ 127, 61, 66, 127, 61, 66 ], [ 48.790323, 50.806452, 46.774194, 48.790323, 50.806452, 46.774194 ], [ 1.212553, 1.477459, 0.890206, 0.951305, 1.827325, 0.481905 ], [ 202786, 202786, 61077, 116485, 116485, 54580 ], [ -62998, -59353, -62998, -213267, -76772, -213267 ], [ 36, 53, 19, 36, 53, 19 ], [ 34, 43, 25, 34, 43, 25 ], [ 38, 65, 13, 38, 65, 13 ], [ 9048, 6686, 2362, 9048, 6686, 2362 ], [ 16.73245, 0, 90.73245, 16.73245, 0, 90.73245 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -104921, 314605, -580618, -579378, -108810, -580618 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562781600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966483654, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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) |
---|