Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289851.0418 | 202437.0737 | 87413.9681 | 39076.7749 | 2308.6838 | 36768.0912 |
Total P&L (%) | 289.851 | 202.4371 | 87.414 | 39.0768 | 2.3087 | 36.7681 |
Avg Daily Profit (%) | 0.1502 | 0.1049 | 0.0453 | 0.0171 | 0.0012 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128353 | -135855 | -79658 | -128620 | -123307 | -68548 |
Profit Factor | 1.5748 | 1.6752 | 1.4276 | 1.1013 | 1.0108 | 1.214 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 54.2169 | 56.0976 | 52.381 | 54.2169 | 56.0976 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3299 | 1.311 | 1.2978 | 0.93 | 0.7911 | 1.1036 |
Largest Winning Trade | 141807 | 141807 | 30260 | 34077 | 24823 | 34077 |
Largest Losing Trade | -81834 | -81834 | -30715 | -83852 | -83852 | -32412 |
Avg Bars in Trades | 87 | 136 | 39 | 87 | 136 | 39 |
Avg Bars in Winners | 74 | 88 | 60 | 74 | 88 | 60 |
Avg Bars in Losers | 101 | 196 | 16 | 101 | 196 | 16 |
Bars Traded | 7236 | 5586 | 1650 | 7236 | 5586 | 1650 |
Profit Streak | 58.1379 | 0 | 58.6379 | 58.1379 | 0 | 58.6379 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316379 | -50083 | -130648 | -283234 | -566500 | -173214 |
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7721, "evaluation_days": 1930.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759828712549, "expiration_time": 1764820008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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": [ [ 289851.0418004037, 202437.0736815152, 87413.9681188886, 39076.7749354447, 2308.6837851614, 36768.0911502833 ], [ 289.851042, 202.437074, 87.413968, 39.076775, 2.308684, 36.768091 ], [ 0.150162, 0.104876, 0.045286, 0.01709, 0.001182, 0.016223 ], [ 10, 10, 10, 10, 10, 10 ], [ -128353, -135855, -79658, -128620, -123307, -68548 ], [ 1.574823, 1.675214, 1.427594, 1.101321, 1.010796, 1.213989 ], [ 83, 41, 42, 83, 41, 42 ], [ 45, 23, 22, 45, 23, 22 ], [ 38, 18, 20, 38, 18, 20 ], [ 54.216867, 56.097561, 52.380952, 54.216867, 56.097561, 52.380952 ], [ 1.329851, 1.311037, 1.297813, 0.930005, 0.791058, 1.103627 ], [ 141807, 141807, 30260, 34077, 24823, 34077 ], [ -81834, -81834, -30715, -83852, -83852, -32412 ], [ 87, 136, 39, 87, 136, 39 ], [ 74, 88, 60, 74, 88, 60 ], [ 101, 196, 16, 101, 196, 16 ], [ 7236, 5586, 1650, 7236, 5586, 1650 ], [ 58.137877, 0, 58.637877, 58.137877, 0, 58.637877 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316379, -50083, -130648, -283234, -566500, -173214 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7721, "evaluation_days": 1930.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759828712549, "expiration_time": 1764820008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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) |
---|