Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089972.5076 | 978361.4373 | 111611.0703 | 1480145.4224 | -234019.5374 | 1714164.9598 |
Total P&L (%) | 1089.9725 | 978.3614 | 111.6111 | 1480.1454 | -234.0195 | 1714.165 |
Avg Daily Profit (%) | 0.4705 | 0.4223 | 0.0482 | 0.1192 | 0 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160398 | -166712 | -139119 | -3063350 | -2197484 | -1015957 |
Profit Factor | 2.1232 | 2.872 | 1.2493 | 1.1469 | 0.9623 | 1.4424 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 36.5672 | 35.8209 | 37.3134 | 36.5672 | 35.8209 | 37.3134 |
Ratio Avg Win / Avg Loss | 3.6832 | 5.1457 | 2.0988 | 1.9894 | 1.7241 | 2.4232 |
Largest Winning Trade | 402718 | 402718 | 63205 | 1788603 | 1788603 | 1555616 |
Largest Losing Trade | -53839 | -53839 | -41606 | -1114047 | -1114047 | -496907 |
Avg Bars in Trades | 67 | 77 | 56 | 67 | 77 | 56 |
Avg Bars in Winners | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Losers | 38 | 49 | 27 | 38 | 49 | 27 |
Bars Traded | 9000 | 5221 | 3778 | 9000 | 5221 | 3778 |
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 | 342686 | -107051 | -249571 | -96175 | -700472 | -145296 |
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{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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": [ [ 1089972.5075537185, 978361.4372736753, 111611.0702800428, 1480145.4223912125, -234019.5373735484, 1714164.959764761 ], [ 1089.972508, 978.361437, 111.61107, 1480.145422, -234.019537, 1714.16496 ], [ 0.470526, 0.422345, 0.048181, 0.119221, 0, 0.12519 ], [ 10, 10, 10, 10, 10, 10 ], [ -160398, -166712, -139119, -3063350, -2197484, -1015957 ], [ 2.123235, 2.872038, 1.249261, 1.146853, 0.962282, 1.442395 ], [ 134, 67, 67, 134, 67, 67 ], [ 49, 24, 25, 49, 24, 25 ], [ 85, 43, 42, 85, 43, 42 ], [ 36.567164, 35.820896, 37.313433, 36.567164, 35.820896, 37.313433 ], [ 3.683163, 5.145735, 2.098758, 1.989438, 1.724088, 2.423224 ], [ 402718, 402718, 63205, 1788603, 1788603, 1555616 ], [ -53839, -53839, -41606, -1114047, -1114047, -496907 ], [ 67, 77, 56, 67, 77, 56 ], [ 117, 129, 105, 117, 129, 105 ], [ 38, 49, 27, 38, 49, 27 ], [ 9000, 5221, 3778, 9000, 5221, 3778 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342686, -107051, -249571, -96175, -700472, -145296 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562652000000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478698271, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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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