Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438274.2606 | 373824.0607 | 64450.2 | 390899.7529 | 534837.355 | -143937.6021 |
Total P&L (%) | 438.2743 | 373.8241 | 64.4502 | 390.8998 | 534.8374 | -143.9376 |
Avg Daily Profit (%) | 0.1871 | 0.1595 | 0.0275 | 0.0679 | 0.0789 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132134 | -64393 | -106869 | -658190 | -299673 | -515236 |
Profit Factor | 1.3962 | 1.6972 | 1.1131 | 1.0881 | 1.2502 | 0.9374 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 46.2745 | 46.875 | 45.6693 | 46.2745 | 46.875 | 45.6693 |
Ratio Avg Win / Avg Loss | 1.621 | 1.9235 | 1.3242 | 1.2633 | 1.4169 | 1.1152 |
Largest Winning Trade | 108144 | 108144 | 63881 | 313350 | 313350 | 178501 |
Largest Losing Trade | -32768 | -32768 | -32511 | -219155 | -140341 | -219155 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 6948 | 3460 | 3488 | 6948 | 3460 | 3488 |
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 | 340434 | 336208 | -254258 | -225726 | -88544 | -580734 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7029, "evaluation_days": 2343, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558281600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758930155648, "expiration_time": 1764975456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "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": [ [ 438274.260646223, 373824.0606809356, 64450.1999652869, 390899.7528700186, 534837.3549957912, -143937.6021257724 ], [ 438.274261, 373.824061, 64.4502, 390.899753, 534.837355, -143.937602 ], [ 0.187057, 0.159549, 0.027508, 0.06793, 0.078913, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -132134, -64393, -106869, -658190, -299673, -515236 ], [ 1.396219, 1.697165, 1.113083, 1.088064, 1.250182, 0.937446 ], [ 255, 128, 127, 255, 128, 127 ], [ 118, 60, 58, 118, 60, 58 ], [ 137, 68, 69, 137, 68, 69 ], [ 46.27451, 46.875, 45.669291, 46.27451, 46.875, 45.669291 ], [ 1.621033, 1.923454, 1.324185, 1.263261, 1.416872, 1.115237 ], [ 108144, 108144, 63881, 313350, 313350, 178501 ], [ -32768, -32768, -32511, -219155, -140341, -219155 ], [ 27, 27, 27, 27, 27, 27 ], [ 34, 32, 35, 34, 32, 35 ], [ 21, 22, 20, 21, 22, 20 ], [ 6948, 3460, 3488, 6948, 3460, 3488 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340434, 336208, -254258, -225726, -88544, -580734 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7029, "evaluation_days": 2343, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558281600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758930155648, "expiration_time": 1764975456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "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) |
---|