Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174527.5793 | -70037.6236 | 244565.2028 | 90290.5928 | -108106.7404 | 198397.3332 |
Total P&L (%) | 174.5276 | -70.0376 | 244.5652 | 90.2906 | -108.1067 | 198.3973 |
Avg Daily Profit (%) | 0.1142 | -0.0458 | 0.16 | 0.0421 | 0 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93941 | -74388 | -64794 | -425433 | -235927 | -277728 |
Profit Factor | 1.5 | 0.6773 | 2.853 | 1.0958 | 0.7936 | 1.4733 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 63.4921 | 53.125 | 74.1935 | 63.4921 | 53.125 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.8625 | 0.5977 | 0.9923 | 0.6301 | 0.7002 | 0.5124 |
Largest Winning Trade | 49390 | 24619 | 49390 | 94501 | 94501 | 83945 |
Largest Losing Trade | -51660 | -32505 | -51660 | -206014 | -181643 | -206014 |
Avg Bars in Trades | 44 | 16 | 72 | 44 | 16 | 72 |
Avg Bars in Winners | 47 | 7 | 76 | 47 | 7 | 76 |
Avg Bars in Losers | 39 | 27 | 61 | 39 | 27 | 61 |
Bars Traded | 2800 | 540 | 2260 | 2800 | 540 | 2260 |
Profit Streak | 0 | 0 | 333.2313 | 0 | 0 | 333.2313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190174 | -580127 | 490718 | -402790 | -580127 | -94247 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633824000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080780888, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 158, "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": [ [ 174527.5792682011, -70037.6235611599, 244565.202829361, 90290.5927543262, -108106.7404491973, 198397.3332035234 ], [ 174.527579, -70.037624, 244.565203, 90.290593, -108.10674, 198.397333 ], [ 0.114182, -0.045821, 0.160003, 0.042101, 0, 0.07155 ], [ 10, 10, 10, 10, 10, 10 ], [ -93941, -74388, -64794, -425433, -235927, -277728 ], [ 1.500009, 0.677342, 2.85299, 1.095751, 0.793596, 1.47326 ], [ 63, 32, 31, 63, 32, 31 ], [ 40, 17, 23, 40, 17, 23 ], [ 23, 15, 8, 23, 15, 8 ], [ 63.492063, 53.125, 74.193548, 63.492063, 53.125, 74.193548 ], [ 0.862505, 0.597655, 0.992344, 0.630057, 0.700231, 0.512438 ], [ 49390, 24619, 49390, 94501, 94501, 83945 ], [ -51660, -32505, -51660, -206014, -181643, -206014 ], [ 44, 16, 72, 44, 16, 72 ], [ 47, 7, 76, 47, 7, 76 ], [ 39, 27, 61, 39, 27, 61 ], [ 2800, 540, 2260, 2800, 540, 2260 ], [ 0, 0, 333.23126, 0, 0, 333.23126 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -190174, -580127, 490718, -402790, -580127, -94247 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633824000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080780888, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 158, "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) |
---|