Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719082.0008 | 546902.2903 | 172179.7105 | 2928170.9453 | 3584686.7689 | -656515.8235 |
Total P&L (%) | 719.082 | 546.9023 | 172.1797 | 2928.1709 | 3584.6868 | -656.5158 |
Avg Daily Profit (%) | 0.2871 | 0.2184 | 0.0687 | 0.1363 | 0.1441 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94033 | -131588 | -83354 | -3988857 | -3431572 | -3020462 |
Profit Factor | 1.7985 | 2.1219 | 1.4168 | 1.1309 | 1.3015 | 0.9373 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 42.4603 | 37.3016 | 47.619 | 42.4603 | 37.3016 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4372 | 3.5666 | 1.5585 | 1.5325 | 2.1876 | 1.0311 |
Largest Winning Trade | 235581 | 235581 | 51751 | 2556872 | 2556872 | 1135642 |
Largest Losing Trade | -49024 | -23332 | -49024 | -1181223 | -1001623 | -1181223 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 32 | 38 | 28 | 32 | 38 | 28 |
Avg Bars in Losers | 9 | 12 | 7 | 9 | 12 | 7 |
Bars Traded | 4954 | 2784 | 2170 | 4954 | 2784 | 2170 |
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 | 390880 | 264597 | -100101 | -87446 | -3912 | -579979 |
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{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "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": [ [ 719082.0007967378, 546902.2902559637, 172179.7105407752, 2928170.945329732, 3584686.7688662345, -656515.8235365045 ], [ 719.082001, 546.90229, 172.179711, 2928.170945, 3584.686769, -656.515824 ], [ 0.287116, 0.218368, 0.068748, 0.136269, 0.144115, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -94033, -131588, -83354, -3988857, -3431572, -3020462 ], [ 1.798483, 2.121887, 1.416824, 1.130912, 1.3015, 0.937343 ], [ 252, 126, 126, 252, 126, 126 ], [ 107, 47, 60, 107, 47, 60 ], [ 145, 79, 66, 145, 79, 66 ], [ 42.460317, 37.301587, 47.619048, 42.460317, 37.301587, 47.619048 ], [ 2.437197, 3.566575, 1.558506, 1.532545, 2.187628, 1.031077 ], [ 235581, 235581, 51751, 2556872, 2556872, 1135642 ], [ -49024, -23332, -49024, -1181223, -1001623, -1181223 ], [ 19, 22, 17, 19, 22, 17 ], [ 32, 38, 28, 32, 38, 28 ], [ 9, 12, 7, 9, 12, 7 ], [ 4954, 2784, 2170, 4954, 2784, 2170 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390880, 264597, -100101, -87446, -3912, -579979 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1544270400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759402519233, "expiration_time": 1765854864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "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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