Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011553.3962 | 1059744.7411 | -48191.345 | 52825.9678 | 179733.9002 | -126907.9324 |
Total P&L (%) | 1011.5534 | 1059.7447 | -48.1913 | 52.826 | 179.7339 | -126.9079 |
Avg Daily Profit (%) | 0.4033 | 0.4225 | -0.0192 | 0.0169 | 0.041 | 0 |
Buy And Hold Return (%) | 359.651 | 359.651 | 359.651 | 359.651 | 359.651 | 359.651 |
Max Trade Drawdown | -154106 | -92431 | -106177 | -720570 | -358739 | -573520 |
Profit Factor | 2.737 | 5.1644 | 0.853 | 1.0295 | 1.2336 | 0.876 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 35.8025 | 34.1463 | 37.5 | 35.8025 | 34.1463 | 37.5 |
Ratio Avg Win / Avg Loss | 4.9077 | 9.96 | 1.4217 | 1.8459 | 2.379 | 1.46 |
Largest Winning Trade | 1052772 | 1052772 | 39590 | 467479 | 467479 | 194752 |
Largest Losing Trade | -54653 | -46372 | -54653 | -438380 | -263004 | -438380 |
Avg Bars in Trades | 117 | 94 | 141 | 117 | 94 | 141 |
Avg Bars in Winners | 232 | 165 | 295 | 232 | 165 | 295 |
Avg Bars in Losers | 53 | 57 | 49 | 53 | 57 | 49 |
Bars Traded | 9535 | 3879 | 5656 | 9535 | 3879 | 5656 |
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 | -10079 | 308394 | -583944 | -544841 | -309236 | -583944 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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": [ [ 1011553.3961661486, 1059744.7411388329, -48191.3449726842, 52825.9678301749, 179733.9002290404, -126907.9323988658 ], [ 1011.553396, 1059.744741, -48.191345, 52.825968, 179.7339, -126.907932 ], [ 0.40325, 0.422462, -0.019211, 0.016909, 0.041016, 0 ], [ 359.651023, 359.651023, 359.651023, 359.651023, 359.651023, 359.651023 ], [ -154106, -92431, -106177, -720570, -358739, -573520 ], [ 2.736962, 5.164426, 0.853028, 1.029466, 1.233555, 0.875975 ], [ 81, 41, 40, 81, 41, 40 ], [ 29, 14, 15, 29, 14, 15 ], [ 52, 27, 25, 52, 27, 25 ], [ 35.802469, 34.146341, 37.5, 35.802469, 34.146341, 37.5 ], [ 4.907657, 9.959964, 1.421713, 1.845938, 2.378999, 1.459959 ], [ 1052772, 1052772, 39590, 467479, 467479, 194752 ], [ -54653, -46372, -54653, -438380, -263004, -438380 ], [ 117, 94, 141, 117, 94, 141 ], [ 232, 165, 295, 232, 165, 295 ], [ 53, 57, 49, 53, 57, 49 ], [ 9535, 3879, 5656, 9535, 3879, 5656 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10079, 308394, -583944, -544841, -309236, -583944 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10034, "evaluation_days": 2508.5, "actual_first_datapoint_time": 1543104000000, "first_datapoint_time": 1548266400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759848127775, "expiration_time": 1766340432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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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