Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59501.6517 | 61134.6137 | -1632.962 | 9977.7609 | 73454.1258 | -63476.365 |
Total P&L (%) | 59.5017 | 61.1346 | -1.633 | 9.9778 | 73.4541 | -63.4764 |
Avg Daily Profit (%) | 0.149 | 0.1531 | -0.0041 | 0.0238 | 0.138 | -0.2519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81166 | -17717 | -88578 | -123936 | -18037 | -136753 |
Profit Factor | 1.2176 | 1.9971 | 0.9923 | 1.0253 | 1.9251 | 0.7988 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 45.3608 | 44.898 | 45.8333 | 45.3608 | 44.898 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.4666 | 2.451 | 1.1727 | 1.235 | 2.3626 | 0.944 |
Largest Winning Trade | 35267 | 30674 | 35267 | 42593 | 42593 | 37850 |
Largest Losing Trade | -31975 | -9355 | -31975 | -55170 | -8839 | -55170 |
Avg Bars in Trades | 184 | 37 | 334 | 184 | 37 | 334 |
Avg Bars in Winners | 293 | 47 | 539 | 293 | 47 | 539 |
Avg Bars in Losers | 94 | 29 | 160 | 94 | 29 | 160 |
Bars Traded | 17895 | 1851 | 16044 | 17895 | 1851 | 16044 |
Profit Streak | 145.8959 | 150.7501 | 145.8959 | 145.8959 | 150.7501 | 145.8959 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 129835 | 307602 | -581024 | -520700 | -7004 | -582691 |
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{ "first_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.39502 } }, "second_band": { "type": "dcl", "factors": { "length": 81, "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": [ [ 59501.6516796042, 61134.6136545532, -1632.961974949, 9977.7608829924, 73454.125839858, -63476.3649568656 ], [ 59.501652, 61.134614, -1.632962, 9.977761, 73.454126, -63.476365 ], [ 0.149011, 0.153101, -0.004089, 0.023821, 0.138019, -0.25192 ], [ 10, 10, 10, 10, 10, 10 ], [ -81166, -17717, -88578, -123936, -18037, -136753 ], [ 1.217572, 1.997095, 0.992303, 1.025271, 1.925112, 0.798765 ], [ 97, 49, 48, 97, 49, 48 ], [ 44, 22, 22, 44, 22, 22 ], [ 53, 27, 26, 53, 27, 26 ], [ 45.360825, 44.897959, 45.833333, 45.360825, 44.897959, 45.833333 ], [ 1.466621, 2.450981, 1.172722, 1.234985, 2.362638, 0.943995 ], [ 35267, 30674, 35267, 42593, 42593, 37850 ], [ -31975, -9355, -31975, -55170, -8839, -55170 ], [ 184, 37, 334, 184, 37, 334 ], [ 293, 47, 539, 293, 47, 539 ], [ 94, 29, 160, 94, 29, 160 ], [ 17895, 1851, 16044, 17895, 1851, 16044 ], [ 145.895931, 150.750098, 145.895931, 145.895931, 150.750098, 145.895932 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 129835, 307602, -581024, -520700, -7004, -582691 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713943800000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759375808485, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.39502 } }, "second_band": { "type": "dcl", "factors": { "length": 81, "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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