Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449793.6622 | 694138.8197 | -244345.1575 | -98960.6351 | -4577.1437 | -94383.4914 |
Total P&L (%) | 449.7937 | 694.1388 | -244.3452 | -98.9606 | -4.5771 | -94.3835 |
Avg Daily Profit (%) | 0.216 | 0.3333 | -0.1173 | -0.219 | -0.0023 | -0.1382 |
Buy And Hold Return (%) | 95.2965 | 95.2965 | 95.2965 | 95.2965 | 95.2965 | 95.2965 |
Max Trade Drawdown | -243046 | -251728 | -296498 | -162189 | -115585 | -101363 |
Profit Factor | 1.2102 | 1.5173 | 0.694 | 0.8111 | 0.9871 | 0.4387 |
Total Trades | 663 | 331 | 332 | 663 | 331 | 332 |
Winning Trades | 296 | 142 | 154 | 296 | 142 | 154 |
Losing Trades | 367 | 189 | 178 | 367 | 189 | 178 |
Profitability (%) | 44.6456 | 42.9003 | 46.3855 | 44.6456 | 42.9003 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.5004 | 2.0195 | 0.8021 | 1.0057 | 1.3139 | 0.507 |
Largest Winning Trade | 460715 | 460715 | 29649 | 128359 | 128359 | 6894 |
Largest Losing Trade | -61426 | -61426 | -50096 | -49885 | -49885 | -18154 |
Avg Bars in Trades | 36 | 61 | 12 | 36 | 61 | 12 |
Avg Bars in Winners | 44 | 80 | 11 | 44 | 80 | 11 |
Avg Bars in Losers | 30 | 46 | 13 | 30 | 46 | 13 |
Bars Traded | 24467 | 20193 | 4275 | 24467 | 20193 | 4275 |
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 | 295294 | 364115 | -580725 | -577730 | -580697 | -580725 |
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 86 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 63 } } }
{ "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": [ [ 449793.6622028827, 694138.819682198, -244345.157479316, -98960.6350543832, -4577.1436955714, -94383.4913588119 ], [ 449.793662, 694.13882, -244.345157, -98.960635, -4.577144, -94.383491 ], [ 0.215987, 0.33332, -0.117333, -0.219042, -0.00225, -0.138174 ], [ 95.296524, 95.296524, 95.296524, 95.296524, 95.296524, 95.296524 ], [ -243046, -251728, -296498, -162189, -115585, -101363 ], [ 1.21015, 1.517289, 0.693982, 0.811121, 0.987135, 0.438667 ], [ 663, 331, 332, 663, 331, 332 ], [ 296, 142, 154, 296, 142, 154 ], [ 367, 189, 178, 367, 189, 178 ], [ 44.645551, 42.900302, 46.385542, 44.645551, 42.900302, 46.385542 ], [ 1.500422, 2.01949, 0.802136, 1.005681, 1.313863, 0.507031 ], [ 460715, 460715, 29649, 128359, 128359, 6894 ], [ -61426, -61426, -50096, -49885, -49885, -18154 ], [ 36, 61, 12, 36, 61, 12 ], [ 44, 80, 11, 44, 80, 11 ], [ 30, 46, 13, 30, 46, 13 ], [ 24467, 20193, 4275, 24467, 20193, 4275 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 295294, 364115, -580725, -577730, -580697, -580725 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579716000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758898627795, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 86 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 63 } } }
# | 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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