Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2445003.5219 | 2325608.9079 | 119394.614 | 1196510.8316 | 3003143.3245 | -1806632.4929 |
Total P&L (%) | 2445.0035 | 2325.6089 | 119.3946 | 1196.5108 | 3003.1433 | -1806.6325 |
Avg Daily Profit (%) | 1.0533 | 1.0018 | 0.0514 | 0.1104 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153908 | -156428 | -82760 | -17237950 | -13763387 | -8863708 |
Profit Factor | 4.6971 | 6.4335 | 1.5117 | 1.0361 | 1.1493 | 0.8617 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 43.5897 | 39.4737 | 41.5584 | 43.5897 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.6053 | 8.3257 | 2.318 | 1.457 | 1.4873 | 1.3212 |
Largest Winning Trade | 2068767 | 2068767 | 58384 | 8600851 | 8600851 | 3542436 |
Largest Losing Trade | -53223 | -53223 | -44077 | -7495479 | -5114760 | -7495479 |
Avg Bars in Trades | 86 | 104 | 68 | 86 | 104 | 68 |
Avg Bars in Winners | 118 | 123 | 112 | 118 | 123 | 112 |
Avg Bars in Losers | 64 | 90 | 39 | 64 | 90 | 39 |
Bars Traded | 6693 | 4088 | 2604 | 6693 | 4088 | 2604 |
Profit Streak | 0 | 0 | 30.6162 | 0 | 0 | 30.6162 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28601 | 698298 | -125279 | -275559 | -53757 | -582651 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.78239 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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": [ [ 2445003.521859864, 2325608.9078947767, 119394.6139650865, 1196510.831636285, 3003143.324537734, -1806632.4929014542 ], [ 2445.003522, 2325.608908, 119.394614, 1196.510832, 3003.143325, -1806.632493 ], [ 1.053277, 1.001843, 0.051434, 0.11044, 0.148085, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153908, -156428, -82760, -17237950, -13763387, -8863708 ], [ 4.697077, 6.4335, 1.511718, 1.036059, 1.149259, 0.861683 ], [ 77, 39, 38, 77, 39, 38 ], [ 32, 17, 15, 32, 17, 15 ], [ 45, 22, 23, 45, 22, 23 ], [ 41.558442, 43.589744, 39.473684, 41.558442, 43.589744, 39.473684 ], [ 6.605264, 8.325706, 2.317967, 1.456958, 1.487277, 1.321247 ], [ 2068767, 2068767, 58384, 8600851, 8600851, 3542436 ], [ -53223, -53223, -44077, -7495479, -5114760, -7495479 ], [ 86, 104, 68, 86, 104, 68 ], [ 118, 123, 112, 118, 123, 112 ], [ 64, 90, 39, 64, 90, 39 ], [ 6693, 4088, 2604, 6693, 4088, 2604 ], [ 0, 0, 30.616154, 0, 0, 30.616154 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28601, 698298, -125279, -275559, -53757, -582651 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6964, "evaluation_days": 2321.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562342400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759906035746, "expiration_time": 1765898496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.78239 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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