Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087428.4276 | 960045.9647 | 127382.4629 | 2143113.5114 | 1576293.5577 | 566819.9536 |
Total P&L (%) | 1087.4284 | 960.046 | 127.3825 | 2143.1135 | 1576.2936 | 566.82 |
Avg Daily Profit (%) | 0.471 | 0.4158 | 0.0552 | 0.1348 | 0.1222 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112158 | -104797 | -145735 | -5956332 | -5568805 | -2366446 |
Profit Factor | 1.8785 | 2.5639 | 1.2042 | 1.0854 | 1.1155 | 1.0495 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
Profitability (%) | 38.6266 | 33.3333 | 43.9655 | 38.6266 | 33.3333 | 43.9655 |
Ratio Avg Win / Avg Loss | 2.9847 | 5.1278 | 1.5347 | 1.7246 | 2.2311 | 1.3376 |
Largest Winning Trade | 443883 | 443883 | 83207 | 4649570 | 4649570 | 1751121 |
Largest Losing Trade | -61566 | -26022 | -61566 | -1440303 | -1440303 | -1076298 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 53 | 47 | 57 | 53 | 47 | 57 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 6716 | 2915 | 3800 | 6716 | 2915 | 3800 |
Profit Streak | 0 | 0 | 7.3213 | 0 | 0 | 7.3213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395763 | 299649 | -120551 | -141037 | -128281 | -250744 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 6, "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": [ [ 1087428.4275967332, 960045.9647389627, 127382.4628577702, 2143113.5113860294, 1576293.5577381153, 566819.9536479132 ], [ 1087.428428, 960.045965, 127.382463, 2143.113511, 1576.293558, 566.819954 ], [ 0.470952, 0.415784, 0.055168, 0.134801, 0.122169, 0.082206 ], [ 10, 10, 10, 10, 10, 10 ], [ -112158, -104797, -145735, -5956332, -5568805, -2366446 ], [ 1.878507, 2.563903, 1.20416, 1.085418, 1.115527, 1.049524 ], [ 233, 117, 116, 233, 117, 116 ], [ 90, 39, 51, 90, 39, 51 ], [ 143, 78, 65, 143, 78, 65 ], [ 38.626609, 33.333333, 43.965517, 38.626609, 33.333333, 43.965517 ], [ 2.984739, 5.127806, 1.534713, 1.724609, 2.231054, 1.337629 ], [ 443883, 443883, 83207, 4649570, 4649570, 1751121 ], [ -61566, -26022, -61566, -1440303, -1440303, -1076298 ], [ 28, 24, 32, 28, 24, 32 ], [ 53, 47, 57, 53, 47, 57 ], [ 13, 13, 13, 13, 13, 13 ], [ 6716, 2915, 3800, 6716, 2915, 3800 ], [ 0, 0, 7.321335, 0, 0, 7.321335 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395763, 299649, -120551, -141037, -128281, -250744 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560873600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758843763339, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 6, "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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