Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963597.3159 | 868103.8458 | 95493.4702 | 5079143.1691 | 3204047.8245 | 1875095.3446 |
Total P&L (%) | 963.5973 | 868.1038 | 95.4935 | 5079.1432 | 3204.0478 | 1875.0953 |
Avg Daily Profit (%) | 0.4145 | 0.3735 | 0.0411 | 0.17 | 0.1506 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119287 | -71455 | -154593 | -6372184 | -4628016 | -3881246 |
Profit Factor | 2.0882 | 3.4044 | 1.1821 | 1.2311 | 1.323 | 1.1554 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 33.5329 | 33.3333 | 33.7349 | 33.5329 | 33.3333 | 33.7349 |
Ratio Avg Win / Avg Loss | 4.1391 | 6.8088 | 2.3219 | 2.4401 | 2.646 | 2.2696 |
Largest Winning Trade | 303671 | 303671 | 81863 | 2982531 | 2982531 | 2348746 |
Largest Losing Trade | -29026 | -18890 | -29026 | -1050585 | -1003941 | -1050585 |
Avg Bars in Trades | 25 | 17 | 34 | 25 | 17 | 34 |
Avg Bars in Winners | 55 | 34 | 75 | 55 | 34 | 75 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 4279 | 1456 | 2823 | 4279 | 1456 | 2823 |
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 | 309260 | 341916 | -163814 | 118918 | 87044 | -76256 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 2, "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": [ [ 963597.3159477084, 868103.8457967779, 95493.4701509305, 5079143.169072953, 3204047.82451972, 1875095.3445532343 ], [ 963.597316, 868.103846, 95.49347, 5079.143169, 3204.047825, 1875.095345 ], [ 0.41454, 0.373458, 0.041081, 0.169954, 0.150586, 0.12842 ], [ 10, 10, 10, 10, 10, 10 ], [ -119287, -71455, -154593, -6372184, -4628016, -3881246 ], [ 2.08819, 3.404378, 1.182082, 1.23105, 1.323005, 1.155436 ], [ 167, 84, 83, 167, 84, 83 ], [ 56, 28, 28, 56, 28, 28 ], [ 111, 56, 55, 111, 56, 55 ], [ 33.532934, 33.333333, 33.73494, 33.532934, 33.333333, 33.73494 ], [ 4.13909, 6.808756, 2.321946, 2.440116, 2.646011, 2.269607 ], [ 303671, 303671, 81863, 2982531, 2982531, 2348746 ], [ -29026, -18890, -29026, -1050585, -1003941, -1050585 ], [ 25, 17, 34, 25, 17, 34 ], [ 55, 34, 75, 55, 34, 75 ], [ 10, 8, 12, 10, 8, 12 ], [ 4279, 1456, 2823, 4279, 1456, 2823 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309260, 341916, -163814, 118918, 87044, -76256 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4649, "evaluation_days": 2324.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760180044980, "expiration_time": 1766165904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 2, "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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