Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280034.3076 | -15260.0679 | 295294.3755 | 574581.0637 | -45158.5189 | 619739.5826 |
Total P&L (%) | 280.0343 | -15.2601 | 295.2944 | 574.5811 | -45.1585 | 619.7396 |
Avg Daily Profit (%) | 0.1837 | -0.01 | 0.1937 | 0.1253 | -0.0394 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78192 | -15746 | -69662 | -456962 | -79433 | -410052 |
Profit Factor | 2.0576 | 0.6175 | 2.3131 | 1.4122 | 0.7318 | 1.5057 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 51.8072 | 40.4762 | 63.4146 | 51.8072 | 40.4762 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.9141 | 0.9081 | 1.3345 | 1.3137 | 1.0762 | 0.8687 |
Largest Winning Trade | 57820 | 4965 | 57820 | 181485 | 23526 | 181485 |
Largest Losing Trade | -31350 | -6708 | -31350 | -222664 | -31701 | -222664 |
Avg Bars in Trades | 104 | 1 | 210 | 104 | 1 | 210 |
Avg Bars in Winners | 132 | 1 | 218 | 132 | 1 | 218 |
Avg Bars in Losers | 74 | 1 | 196 | 74 | 1 | 196 |
Bars Traded | 8680 | 49 | 8631 | 8680 | 49 | 8631 |
Profit Streak | 0 | 0 | 43.4985 | 0 | 0 | 43.4985 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372603 | -583882 | 506055 | -25567 | -582493 | -16747 |
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627228800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801470940, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "hma", "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": [ [ 280034.3075630903, -15260.067938249, 295294.3755013392, 574581.0637346735, -45158.5188660548, 619739.5826007284 ], [ 280.034308, -15.260068, 295.294376, 574.581064, -45.158519, 619.739583 ], [ 0.183729, -0.010012, 0.193741, 0.125322, -0.039405, 0.129579 ], [ 10, 10, 10, 10, 10, 10 ], [ -78192, -15746, -69662, -456962, -79433, -410052 ], [ 2.057603, 0.617481, 2.313071, 1.412228, 0.731786, 1.505714 ], [ 83, 42, 41, 83, 42, 41 ], [ 43, 17, 26, 43, 17, 26 ], [ 40, 25, 15, 40, 25, 15 ], [ 51.807229, 40.47619, 63.414634, 51.807229, 40.47619, 63.414634 ], [ 1.91405, 0.908061, 1.334464, 1.313701, 1.076156, 0.868681 ], [ 57820, 4965, 57820, 181485, 23526, 181485 ], [ -31350, -6708, -31350, -222664, -31701, -222664 ], [ 104, 1, 210, 104, 1, 210 ], [ 132, 1, 218, 132, 1, 218 ], [ 74, 1, 196, 74, 1, 196 ], [ 8680, 49, 8631, 8680, 49, 8631 ], [ 0, 0, 43.498506, 0, 0, 43.498506 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372603, -583882, 506055, -25567, -582493, -16747 ] ] }
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627228800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801470940, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "hma", "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) |
---|