Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840528.7669 | 1940393.356 | -99864.5891 | -80412.889 | 52894.8177 | -133307.7068 |
Total P&L (%) | 1840.5288 | 1940.3934 | -99.8646 | -80.4129 | 52.8948 | -133.3077 |
Avg Daily Profit (%) | 0.7945 | 0.8376 | -0.0431 | -0.0704 | 0.0183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222926 | -191185 | -158017 | -582783 | -371532 | -324329 |
Profit Factor | 2.9136 | 4.4007 | 0.7448 | 0.9318 | 1.0735 | 0.7098 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 36.4706 | 33.3333 | 39.5349 | 36.4706 | 33.3333 | 39.5349 |
Ratio Avg Win / Avg Loss | 5.0752 | 8.8015 | 1.139 | 1.6231 | 2.1471 | 1.0856 |
Largest Winning Trade | 1916378 | 1916378 | 43869 | 469446 | 469446 | 103990 |
Largest Losing Trade | -63558 | -63558 | -36965 | -141611 | -141611 | -112793 |
Avg Bars in Trades | 99 | 154 | 47 | 99 | 154 | 47 |
Avg Bars in Winners | 133 | 208 | 72 | 133 | 208 | 72 |
Avg Bars in Losers | 80 | 126 | 30 | 80 | 126 | 30 |
Bars Traded | 8492 | 6469 | 2022 | 8492 | 6469 | 2022 |
Profit Streak | 11.0868 | 0 | 145.8368 | 11.0868 | 0 | 145.8368 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514361 | 508174 | -581778 | -582394 | -314481 | -581778 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564185600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478695538, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 59, "offset": 0, "a": 0.08812 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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": [ [ 1840528.766867985, 1940393.3560078875, -99864.5891399027, -80412.8890407598, 52894.8177102141, -133307.7067509739 ], [ 1840.528767, 1940.393356, -99.864589, -80.412889, 52.894818, -133.307707 ], [ 0.79453, 0.83764, -0.04311, -0.070353, 0.01833, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222926, -191185, -158017, -582783, -371532, -324329 ], [ 2.913557, 4.40074, 0.74476, 0.931782, 1.073527, 0.709801 ], [ 85, 42, 43, 85, 42, 43 ], [ 31, 14, 17, 31, 14, 17 ], [ 54, 28, 26, 54, 28, 26 ], [ 36.470588, 33.333333, 39.534884, 36.470588, 33.333333, 39.534884 ], [ 5.075228, 8.801481, 1.139044, 1.623103, 2.147055, 1.085578 ], [ 1916378, 1916378, 43869, 469446, 469446, 103990 ], [ -63558, -63558, -36965, -141611, -141611, -112793 ], [ 99, 154, 47, 99, 154, 47 ], [ 133, 208, 72, 133, 208, 72 ], [ 80, 126, 30, 80, 126, 30 ], [ 8492, 6469, 2022, 8492, 6469, 2022 ], [ 11.086754, 0, 145.836754, 11.086754, 0, 145.836754 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514361, 508174, -581778, -582394, -314481, -581778 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564185600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478695538, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 59, "offset": 0, "a": 0.08812 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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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