Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324623.9334 | 165334.534 | 159289.3994 | 816283.7673 | 172959.4371 | 643324.3301 |
Total P&L (%) | 324.6239 | 165.3345 | 159.2894 | 816.2838 | 172.9594 | 643.3243 |
Avg Daily Profit (%) | 0.3116 | 0.1587 | 0.1529 | 0.2129 | 0.0964 | 0.1928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64079 | -50299 | -61316 | -372911 | -390598 | -274098 |
Profit Factor | 1.6566 | 1.6442 | 1.6699 | 1.291 | 1.118 | 1.4803 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 53.3708 | 51.6854 | 55.0562 | 53.3708 | 51.6854 | 55.0562 |
Ratio Avg Win / Avg Loss | 1.4473 | 1.537 | 1.3632 | 1.1279 | 1.0451 | 1.2084 |
Largest Winning Trade | 67818 | 67818 | 42214 | 276038 | 245643 | 276038 |
Largest Losing Trade | -18092 | -14542 | -18092 | -133091 | -97672 | -133091 |
Avg Bars in Trades | 136 | 116 | 156 | 136 | 116 | 156 |
Avg Bars in Winners | 165 | 127 | 201 | 165 | 127 | 201 |
Avg Bars in Losers | 103 | 105 | 101 | 103 | 105 | 101 |
Bars Traded | 24329 | 10387 | 13942 | 24329 | 10387 | 13942 |
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 | 430950 | 370227 | 345959 | 343644 | -155052 | 342019 |
{ "trading_pair": "MINA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669053600000, "first_datapoint_time": 1669842000000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759054187475, "expiration_time": 1765533600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 202, "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": [ [ 324623.9333945839, 165334.5340108057, 159289.3993837783, 816283.7672515231, 172959.4371434297, 643324.3301080931 ], [ 324.623933, 165.334534, 159.289399, 816.283767, 172.959437, 643.32433 ], [ 0.311638, 0.158721, 0.152917, 0.212881, 0.096445, 0.192757 ], [ 10, 10, 10, 10, 10, 10 ], [ -64079, -50299, -61316, -372911, -390598, -274098 ], [ 1.656596, 1.644238, 1.669935, 1.290967, 1.117987, 1.480276 ], [ 178, 89, 89, 178, 89, 89 ], [ 95, 46, 49, 95, 46, 49 ], [ 83, 43, 40, 83, 43, 40 ], [ 53.370787, 51.685393, 55.05618, 53.370787, 51.685393, 55.05618 ], [ 1.447342, 1.537005, 1.363213, 1.127898, 1.045074, 1.208388 ], [ 67818, 67818, 42214, 276038, 245643, 276038 ], [ -18092, -14542, -18092, -133091, -97672, -133091 ], [ 136, 116, 156, 136, 116, 156 ], [ 165, 127, 201, 165, 127, 201 ], [ 103, 105, 101, 103, 105, 101 ], [ 24329, 10387, 13942, 24329, 10387, 13942 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430950, 370227, 345959, 343644, -155052, 342019 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669053600000, "first_datapoint_time": 1669842000000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759054187475, "expiration_time": 1765533600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 202, "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) |
---|