Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311349.5543 | 383675.3675 | -72325.8132 | -88747.8812 | 45583.1894 | -134331.0706 |
Total P&L (%) | 311.3496 | 383.6754 | -72.3258 | -88.7479 | 45.5832 | -134.3311 |
Avg Daily Profit (%) | 0.1361 | 0.1678 | -0.0316 | -0.0955 | 0.0164 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141021 | -87768 | -131706 | -271231 | -148829 | -191569 |
Profit Factor | 1.4177 | 2.0462 | 0.809 | 0.895 | 1.1074 | 0.6809 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 53.8462 | 51.5152 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2152 | 1.9258 | 0.6292 | 0.7672 | 1.0422 | 0.5296 |
Largest Winning Trade | 302953 | 302953 | 70205 | 171407 | 171407 | 46120 |
Largest Losing Trade | -72381 | -56107 | -72381 | -119816 | -66512 | -119816 |
Avg Bars in Trades | 64 | 47 | 82 | 64 | 47 | 82 |
Avg Bars in Winners | 67 | 24 | 108 | 67 | 24 | 108 |
Avg Bars in Losers | 61 | 71 | 49 | 61 | 71 | 49 |
Bars Traded | 4206 | 1558 | 2648 | 4206 | 1558 | 2648 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145985 | 410635 | -580000 | -716279 | -274865 | -580000 |
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567900800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758985264218, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 116, "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": [ [ 311349.5542695623, 383675.3674808749, -72325.8132113128, -88747.8812325261, 45583.1893944501, -134331.0706269763 ], [ 311.349554, 383.675367, -72.325813, -88.747881, 45.583189, -134.331071 ], [ 0.136139, 0.167764, -0.031625, -0.095478, 0.016424, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141021, -87768, -131706, -271231, -148829, -191569 ], [ 1.417718, 2.046195, 0.808977, 0.895026, 1.107385, 0.680881 ], [ 65, 33, 32, 65, 33, 32 ], [ 35, 17, 18, 35, 17, 18 ], [ 30, 16, 14, 30, 16, 14 ], [ 53.846154, 51.515152, 56.25, 53.846154, 51.515152, 56.25 ], [ 1.215187, 1.92583, 0.629205, 0.767165, 1.042244, 0.529574 ], [ 302953, 302953, 70205, 171407, 171407, 46120 ], [ -72381, -56107, -72381, -119816, -66512, -119816 ], [ 64, 47, 82, 64, 47, 82 ], [ 67, 24, 108, 67, 24, 108 ], [ 61, 71, 49, 61, 71, 49 ], [ 4206, 1558, 2648, 4206, 1558, 2648 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145985, 410635, -580000, -716279, -274865, -580000 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567900800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758985264218, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 116, "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) |
---|