Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448990.8226 | 576469.3979 | -127478.5754 | -96380.5845 | -10.7275 | -96369.8569 |
Total P&L (%) | 448.9908 | 576.4694 | -127.4786 | -96.3806 | -0.0107 | -96.3699 |
Avg Daily Profit (%) | 0.1946 | 0.2498 | -0.0552 | -0.1437 | 0 | -0.1436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227850 | -151045 | -156814 | -323852 | -244292 | -160861 |
Profit Factor | 1.3077 | 1.7179 | 0.8058 | 0.9164 | 1 | 0.8097 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 50.4348 | 45.2174 | 55.6522 | 50.4348 | 45.2174 | 55.6522 |
Ratio Avg Win / Avg Loss | 1.2851 | 2.0813 | 0.6421 | 0.9006 | 1.2115 | 0.6452 |
Largest Winning Trade | 365440 | 365440 | 49565 | 190442 | 190442 | 67542 |
Largest Losing Trade | -67565 | -49802 | -67565 | -110875 | -92349 | -110875 |
Avg Bars in Trades | 39 | 47 | 30 | 39 | 47 | 30 |
Avg Bars in Winners | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Losers | 42 | 47 | 35 | 42 | 47 | 35 |
Bars Traded | 8994 | 5434 | 3560 | 8994 | 5434 | 3560 |
Profit Streak | 0 | 0 | 68.5693 | 0 | 0 | 68.5693 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322749 | 345988 | -579735 | -579517 | -581219 | -579735 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "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": [ [ 448990.8225697719, 576469.3979304419, -127478.5753606699, -96380.5844652188, -10.7275216494, -96369.8569435692 ], [ 448.990823, 576.469398, -127.478575, -96.380584, -0.010728, -96.369857 ], [ 0.194558, 0.249797, -0.055239, -0.14371, -5.0e-6, -0.143582 ], [ 10, 10, 10, 10, 10, 10 ], [ -227850, -151045, -156814, -323852, -244292, -160861 ], [ 1.307665, 1.71787, 0.805768, 0.916363, 0.999983, 0.809654 ], [ 230, 115, 115, 230, 115, 115 ], [ 116, 52, 64, 116, 52, 64 ], [ 114, 63, 51, 114, 63, 51 ], [ 50.434783, 45.217391, 55.652174, 50.434783, 45.217391, 55.652174 ], [ 1.285119, 2.081265, 0.642096, 0.900564, 1.211518, 0.645193 ], [ 365440, 365440, 49565, 190442, 190442, 67542 ], [ -67565, -49802, -67565, -110875, -92349, -110875 ], [ 39, 47, 30, 39, 47, 30 ], [ 36, 46, 27, 36, 46, 27 ], [ 42, 47, 35, 42, 47, 35 ], [ 8994, 5434, 3560, 8994, 5434, 3560 ], [ 0, 0, 68.569285, 0, 0, 68.569285 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322749, 345988, -579735, -579517, -581219, -579735 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023586195, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "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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