Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992805.8757 | 871097.1613 | 121708.7144 | 3840771.2156 | 19158710.3911 | -15317939.1755 |
Total P&L (%) | 992.8059 | 871.0972 | 121.7087 | 3840.7712 | 19158.7104 | -15317.9392 |
Avg Daily Profit (%) | 0.4286 | 0.376 | 0.0525 | 0.1587 | 0.2273 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153600 | -105800 | -126481 | -35920206 | -17638117 | -23064343 |
Profit Factor | 2.1108 | 3.0141 | 1.2639 | 1.0313 | 1.3194 | 0.7563 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 55.1402 | 55.5556 | 54.717 | 55.1402 | 55.5556 | 54.717 |
Ratio Avg Win / Avg Loss | 1.7173 | 2.4113 | 1.046 | 0.839 | 1.0555 | 0.6259 |
Largest Winning Trade | 207541 | 207541 | 80855 | 14320483 | 14320483 | 9789057 |
Largest Losing Trade | -65357 | -34733 | -65357 | -23064343 | -9042796 | -23064343 |
Avg Bars in Trades | 79 | 62 | 97 | 79 | 62 | 97 |
Avg Bars in Winners | 98 | 59 | 138 | 98 | 59 | 138 |
Avg Bars in Losers | 56 | 66 | 47 | 56 | 66 | 47 |
Bars Traded | 8533 | 3379 | 5154 | 8533 | 3379 | 5154 |
Profit Streak | 62.8204 | 62.8204 | 307.8204 | 62.8204 | 62.8204 | 307.8204 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573494 | -163476 | -300987 | -178193 | -170301 | -758875 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562565600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477286217, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 3.04819 } } }
{ "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": [ [ 992805.8756618805, 871097.1613036651, 121708.7143582152, 3840771.215623938, 19158710.39107818, -15317939.175454235 ], [ 992.805876, 871.097161, 121.708714, 3840.771216, 19158.710391, -15317.939175 ], [ 0.42858, 0.37604, 0.05254, 0.158726, 0.227348, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153600, -105800, -126481, -35920206, -17638117, -23064343 ], [ 2.110807, 3.014097, 1.263856, 1.031264, 1.319414, 0.756349 ], [ 107, 54, 53, 107, 54, 53 ], [ 59, 30, 29, 59, 30, 29 ], [ 48, 24, 24, 48, 24, 24 ], [ 55.140187, 55.555556, 54.716981, 55.140187, 55.555556, 54.716981 ], [ 1.717267, 2.411277, 1.04595, 0.838995, 1.055531, 0.625944 ], [ 207541, 207541, 80855, 14320483, 14320483, 9789057 ], [ -65357, -34733, -65357, -23064343, -9042796, -23064343 ], [ 79, 62, 97, 79, 62, 97 ], [ 98, 59, 138, 98, 59, 138 ], [ 56, 66, 47, 56, 66, 47 ], [ 8533, 3379, 5154, 8533, 3379, 5154 ], [ 62.820442, 62.820442, 307.820442, 62.820442, 62.820442, 307.820442 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 573494, -163476, -300987, -178193, -170301, -758875 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562565600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477286217, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 3.04819 } } }
# | 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) |
---|