Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231864.2259 | -20740.897 | 252605.123 | 107794.7331 | -24664.5918 | 132459.3249 |
Total P&L (%) | 231.8642 | -20.7409 | 252.6051 | 107.7947 | -24.6646 | 132.4593 |
Avg Daily Profit (%) | 0.1521 | -0.0136 | 0.1657 | 0.048 | -0.0186 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92884 | -112999 | -75440 | -209534 | -153159 | -111974 |
Profit Factor | 1.4805 | 0.9337 | 2.4875 | 1.1805 | 0.9306 | 1.5476 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 65.9341 | 58.6957 | 73.3333 | 65.9341 | 58.6957 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7649 | 0.657 | 0.9046 | 0.6099 | 0.6548 | 0.5628 |
Largest Winning Trade | 50756 | 50756 | 35128 | 86800 | 86800 | 30980 |
Largest Losing Trade | -61841 | -61841 | -46247 | -103932 | -103932 | -64852 |
Avg Bars in Trades | 64 | 74 | 53 | 64 | 74 | 53 |
Avg Bars in Winners | 52 | 59 | 47 | 52 | 59 | 47 |
Avg Bars in Losers | 86 | 96 | 71 | 86 | 96 | 71 |
Bars Traded | 5856 | 3447 | 2409 | 5856 | 3447 | 2409 |
Profit Streak | 127.8205 | 127.8205 | 131.0705 | 127.8205 | 127.8205 | 131.0705 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387731 | -578225 | 494395 | -148371 | -578225 | -114624 |
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1631145600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915691856, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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": [ [ 231864.225949205, -20740.8970316471, 252605.1229808519, 107794.7330643196, -24664.5918314795, 132459.3248957992 ], [ 231.864226, -20.740897, 252.605123, 107.794733, -24.664592, 132.459325 ], [ 0.152117, -0.013607, 0.165724, 0.047994, -0.018579, 0.055357 ], [ 10, 10, 10, 10, 10, 10 ], [ -92884, -112999, -75440, -209534, -153159, -111974 ], [ 1.480505, 0.933678, 2.487532, 1.180544, 0.930559, 1.547646 ], [ 91, 46, 45, 91, 46, 45 ], [ 60, 27, 33, 60, 27, 33 ], [ 31, 19, 12, 31, 19, 12 ], [ 65.934066, 58.695652, 73.333333, 65.934066, 58.695652, 73.333333 ], [ 0.764927, 0.657032, 0.904557, 0.609948, 0.654837, 0.56278 ], [ 50756, 50756, 35128, 86800, 86800, 30980 ], [ -61841, -61841, -46247, -103932, -103932, -64852 ], [ 64, 74, 53, 64, 74, 53 ], [ 52, 59, 47, 52, 59, 47 ], [ 86, 96, 71, 86, 96, 71 ], [ 5856, 3447, 2409, 5856, 3447, 2409 ], [ 127.820507, 127.820508, 131.070507, 127.820508, 127.820508, 131.070508 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387731, -578225, 494395, -148371, -578225, -114624 ] ] }
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1631145600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915691856, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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) |
---|