Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311292.1137 | 43274.2402 | 268017.8734 | 504417.064 | -10753.3211 | 515170.385 |
Total P&L (%) | 311.2921 | 43.2742 | 268.0179 | 504.4171 | -10.7533 | 515.1704 |
Avg Daily Profit (%) | 0.2024 | 0.0281 | 0.1743 | 0.117 | -0.0074 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49299 | -53461 | -80216 | -387907 | -251020 | -521777 |
Profit Factor | 2.0414 | 1.2888 | 2.7979 | 1.3346 | 0.9839 | 1.615 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.1791 | 58.8235 | 69.697 | 64.1791 | 58.8235 | 69.697 |
Ratio Avg Win / Avg Loss | 1.1394 | 0.9022 | 1.2165 | 0.7449 | 0.6888 | 0.7022 |
Largest Winning Trade | 65209 | 35501 | 65209 | 229892 | 92365 | 229892 |
Largest Losing Trade | -49299 | -40846 | -49299 | -332371 | -164837 | -332371 |
Avg Bars in Trades | 54 | 22 | 87 | 54 | 22 | 87 |
Avg Bars in Winners | 47 | 21 | 70 | 47 | 21 | 70 |
Avg Bars in Losers | 65 | 22 | 125 | 65 | 22 | 125 |
Bars Traded | 3631 | 751 | 2880 | 3631 | 751 | 2880 |
Profit Streak | 0 | 0 | 230.4888 | 0 | 0 | 230.4888 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108751 | -157468 | 544740 | -156862 | -579373 | -31017 |
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4614, "evaluation_days": 1538, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1632643200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895035795, "expiration_time": 1763868096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "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": [ [ 311292.1136527829, 43274.2402484429, 268017.87340434, 504417.0639581842, -10753.3210787892, 515170.3850369734 ], [ 311.292114, 43.27424, 268.017873, 504.417064, -10.753321, 515.170385 ], [ 0.202401, 0.028137, 0.174264, 0.117045, -0.007397, 0.118193 ], [ 10, 10, 10, 10, 10, 10 ], [ -49299, -53461, -80216, -387907, -251020, -521777 ], [ 2.041425, 1.288813, 2.797871, 1.334571, 0.983949, 1.614993 ], [ 67, 34, 33, 67, 34, 33 ], [ 43, 20, 23, 43, 20, 23 ], [ 24, 14, 10, 24, 14, 10 ], [ 64.179104, 58.823529, 69.69697, 64.179104, 58.823529, 69.69697 ], [ 1.1394, 0.902169, 1.216466, 0.744877, 0.688765, 0.702171 ], [ 65209, 35501, 65209, 229892, 92365, 229892 ], [ -49299, -40846, -49299, -332371, -164837, -332371 ], [ 54, 22, 87, 54, 22, 87 ], [ 47, 21, 70, 47, 21, 70 ], [ 65, 22, 125, 65, 22, 125 ], [ 3631, 751, 2880, 3631, 751, 2880 ], [ 0, 0, 230.48884, 0, 0, 230.48884 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108751, -157468, 544740, -156862, -579373, -31017 ] ] }
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4614, "evaluation_days": 1538, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1632643200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895035795, "expiration_time": 1763868096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "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) |
---|