Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333945.5772 | 126910.9585 | 207034.6187 | 247065.2867 | -45307.728 | 292373.0147 |
Total P&L (%) | 333.9456 | 126.911 | 207.0346 | 247.0653 | -45.3077 | 292.373 |
Avg Daily Profit (%) | 0.2202 | 0.0837 | 0.1365 | 0.0821 | -0.0398 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120070 | -102132 | -80630 | -198476 | -270337 | -105033 |
Profit Factor | 1.3345 | 1.2492 | 1.4231 | 1.1529 | 0.9479 | 1.3924 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Losing Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Profitability (%) | 52.2989 | 52.2989 | 52.2989 | 52.2989 | 52.2989 | 52.2989 |
Ratio Avg Win / Avg Loss | 1.2171 | 1.1394 | 1.298 | 1.0516 | 0.8646 | 1.27 |
Largest Winning Trade | 56053 | 47413 | 56053 | 131699 | 92451 | 131699 |
Largest Losing Trade | -53276 | -36195 | -53276 | -159139 | -159139 | -64448 |
Avg Bars in Trades | 51 | 29 | 74 | 51 | 29 | 74 |
Avg Bars in Winners | 53 | 23 | 83 | 53 | 23 | 83 |
Avg Bars in Losers | 49 | 34 | 63 | 49 | 34 | 63 |
Bars Traded | 17930 | 5053 | 12877 | 17930 | 5053 | 12877 |
Profit Streak | 2.6027 | 4.436 | 0 | 2.6027 | 4.436 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312673 | -79867 | -9288 | -135048 | -579195 | -71257 |
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18198, "evaluation_days": 1516.5, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1630238400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759609669794, "expiration_time": 1764324921600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 230, "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": [ [ 333945.5772498244, 126910.9585472865, 207034.6187025374, 247065.2866762899, -45307.727992397, 292373.014668687 ], [ 333.945577, 126.910959, 207.034619, 247.065287, -45.307728, 292.373015 ], [ 0.220208, 0.083687, 0.136521, 0.082087, -0.039784, 0.090185 ], [ 10, 10, 10, 10, 10, 10 ], [ -120070, -102132, -80630, -198476, -270337, -105033 ], [ 1.334454, 1.249242, 1.423131, 1.152944, 0.947946, 1.392446 ], [ 348, 174, 174, 348, 174, 174 ], [ 182, 91, 91, 182, 91, 91 ], [ 166, 83, 83, 166, 83, 83 ], [ 52.298851, 52.298851, 52.298851, 52.298851, 52.298851, 52.298851 ], [ 1.217139, 1.139418, 1.29802, 1.051586, 0.86461, 1.270033 ], [ 56053, 47413, 56053, 131699, 92451, 131699 ], [ -53276, -36195, -53276, -159139, -159139, -64448 ], [ 51, 29, 74, 51, 29, 74 ], [ 53, 23, 83, 53, 23, 83 ], [ 49, 34, 63, 49, 34, 63 ], [ 17930, 5053, 12877, 17930, 5053, 12877 ], [ 2.602659, 4.435993, 0, 2.60266, 4.435993, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312673, -79867, -9288, -135048, -579195, -71257 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18198, "evaluation_days": 1516.5, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1630238400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759609669794, "expiration_time": 1764324921600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 230, "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) |
---|