Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2659361.2719 | 2516421.4009 | 142939.871 | 6683502.5973 | 3924563.3461 | 2758939.2512 |
Total P&L (%) | 2659.3613 | 2516.4214 | 142.9399 | 6683.5026 | 3924.5633 | 2758.9393 |
Avg Daily Profit (%) | 1.1492 | 1.0875 | 0.0618 | 0.1824 | 0.1598 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77531 | -106642 | -68538 | -4378020 | -4935787 | -2022025 |
Profit Factor | 6.6132 | 10.3681 | 1.6967 | 1.3998 | 1.4146 | 1.3805 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 10.521 | 23.0401 | 1.9578 | 2.227 | 3.1436 | 1.5929 |
Largest Winning Trade | 2229576 | 2229576 | 79866 | 4600395 | 4600395 | 2982275 |
Largest Losing Trade | -37548 | -37548 | -29495 | -2017338 | -2017338 | -1796311 |
Avg Bars in Trades | 150 | 131 | 170 | 150 | 131 | 170 |
Avg Bars in Winners | 278 | 286 | 272 | 278 | 286 | 272 |
Avg Bars in Losers | 70 | 61 | 82 | 70 | 61 | 82 |
Bars Traded | 8580 | 3803 | 4777 | 8580 | 3803 | 4777 |
Profit Streak | 0 | 0 | 145.3843 | 0 | 0 | 145.3843 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162214 | 522476 | -128710 | -174519 | 77726 | -18842 |
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{ "first_band": { "type": "jma", "factors": { "length": 20, "offset": 164 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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": [ [ 2659361.2719398327, 2516421.400905925, 142939.8710339074, 6683502.597316362, 3924563.3460909235, 2758939.251225437 ], [ 2659.361272, 2516.421401, 142.939871, 6683.502597, 3924.563346, 2758.939251 ], [ 1.149249, 1.087477, 0.061772, 0.182408, 0.159808, 0.145007 ], [ 10, 10, 10, 10, 10, 10 ], [ -77531, -106642, -68538, -4378020, -4935787, -2022025 ], [ 6.613174, 10.368054, 1.696744, 1.399839, 1.414618, 1.380542 ], [ 57, 29, 28, 57, 29, 28 ], [ 22, 9, 13, 22, 9, 13 ], [ 35, 20, 15, 35, 20, 15 ], [ 38.596491, 31.034483, 46.428571, 38.596491, 31.034483, 46.428571 ], [ 10.520959, 23.040121, 1.957781, 2.227016, 3.143597, 1.592933 ], [ 2229576, 2229576, 79866, 4600395, 4600395, 2982275 ], [ -37548, -37548, -29495, -2017338, -2017338, -1796311 ], [ 150, 131, 170, 150, 131, 170 ], [ 278, 286, 272, 278, 286, 272 ], [ 70, 61, 82, 70, 61, 82 ], [ 8580, 3803, 4777, 8580, 3803, 4777 ], [ 0, 0, 145.384329, 0, 0, 145.384329 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162214, 522476, -128710, -174519, 77726, -18842 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9256, "evaluation_days": 2314, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563300000000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759266806006, "expiration_time": 1765253088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 20, "offset": 164 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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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