Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3841652.9094 | 4027571.7573 | -185918.8479 | -98150.1307 | -89899.073 | -8251.0577 |
Total P&L (%) | 3841.6529 | 4027.5718 | -185.9188 | -98.1501 | -89.8991 | -8.2511 |
Avg Daily Profit (%) | 1.6564 | 1.7365 | -0.0802 | -0.1719 | -0.0988 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -453877 | -294839 | -209673 | -910656 | -936102 | -551166 |
Profit Factor | 3.4852 | 5.5484 | 0.7184 | 0.9677 | 0.954 | 0.9924 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Losing Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Profitability (%) | 49.6377 | 51.4493 | 47.8261 | 49.6377 | 51.4493 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.5361 | 5.2358 | 0.7837 | 0.9818 | 0.9003 | 1.0826 |
Largest Winning Trade | 4234517 | 4234517 | 36933 | 622701 | 622701 | 177434 |
Largest Losing Trade | -61508 | -55792 | -61508 | -302223 | -242243 | -302223 |
Avg Bars in Trades | 24 | 32 | 15 | 24 | 32 | 15 |
Avg Bars in Winners | 24 | 31 | 16 | 24 | 31 | 16 |
Avg Bars in Losers | 24 | 34 | 15 | 24 | 34 | 15 |
Bars Traded | 6722 | 4551 | 2171 | 6722 | 4551 | 2171 |
Profit Streak | 16.7514 | 20.7514 | 0 | 16.7514 | 20.7514 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 818239 | 818217 | -581534 | -578624 | -580225 | -579867 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6958, "evaluation_days": 2319.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759716117546, "expiration_time": 1765720512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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": [ [ 3841652.9093807805, 4027571.757270558, -185918.8478897802, -98150.1307450076, -89899.0730117967, -8251.0577332108 ], [ 3841.652909, 4027.571757, -185.918848, -98.150131, -89.899073, -8.251058 ], [ 1.656363, 1.736524, -0.080161, -0.171887, -0.098796, -0.003713 ], [ 10, 10, 10, 10, 10, 10 ], [ -453877, -294839, -209673, -910656, -936102, -551166 ], [ 3.485226, 5.548373, 0.718432, 0.967713, 0.954038, 0.992388 ], [ 276, 138, 138, 276, 138, 138 ], [ 137, 71, 66, 137, 71, 66 ], [ 139, 67, 72, 139, 67, 72 ], [ 49.637681, 51.449275, 47.826087, 49.637681, 51.449275, 47.826087 ], [ 3.536106, 5.235789, 0.783744, 0.98184, 0.900289, 1.082605 ], [ 4234517, 4234517, 36933, 622701, 622701, 177434 ], [ -61508, -55792, -61508, -302223, -242243, -302223 ], [ 24, 32, 15, 24, 32, 15 ], [ 24, 31, 16, 24, 31, 16 ], [ 24, 34, 15, 24, 34, 15 ], [ 6722, 4551, 2171, 6722, 4551, 2171 ], [ 16.75136, 20.75136, 0, 16.75136, 20.75136, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 818239, 818217, -581534, -578624, -580225, -579867 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6958, "evaluation_days": 2319.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759716117546, "expiration_time": 1765720512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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