Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1999011.3983 | 1874703.2572 | 124308.1411 | 5545793.0626 | 5812954.4843 | -267161.4216 |
Total P&L (%) | 1999.0114 | 1874.7033 | 124.3081 | 5545.7931 | 5812.9545 | -267.1614 |
Avg Daily Profit (%) | 0.861 | 0.8074 | 0.0535 | 0.1739 | 0.1759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140294 | -87892 | -143355 | -10483148 | -8103712 | -5205268 |
Profit Factor | 3.8317 | 6.1606 | 1.3628 | 1.1587 | 1.312 | 0.9836 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 34.3434 | 28 | 40.8163 | 34.3434 | 28 | 40.8163 |
Ratio Avg Win / Avg Loss | 7.3254 | 15.8416 | 1.976 | 2.2151 | 3.3738 | 1.4263 |
Largest Winning Trade | 1472271 | 1472271 | 82455 | 6084554 | 6084554 | 3466177 |
Largest Losing Trade | -30794 | -18509 | -30794 | -2357713 | -2357713 | -1805145 |
Avg Bars in Trades | 131 | 102 | 160 | 131 | 102 | 160 |
Avg Bars in Winners | 295 | 260 | 319 | 295 | 260 | 319 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 12975 | 5134 | 7841 | 12975 | 5134 | 7841 |
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 | 515955 | -175225 | -123317 | -42868 | -187825 | -582586 |
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{ "first_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 14, "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": [ [ 1999011.3983270605, 1874703.257222936, 124308.1411041251, 5545793.062641532, 5812954.484280806, -267161.4216392773 ], [ 1999.011398, 1874.703257, 124.308141, 5545.793063, 5812.954484, -267.161422 ], [ 0.860964, 0.807425, 0.053539, 0.173872, 0.175866, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140294, -87892, -143355, -10483148, -8103712, -5205268 ], [ 3.831743, 6.160604, 1.362777, 1.158689, 1.312019, 0.983627 ], [ 99, 50, 49, 99, 50, 49 ], [ 34, 14, 20, 34, 14, 20 ], [ 65, 36, 29, 65, 36, 29 ], [ 34.343434, 28, 40.816327, 34.343434, 28, 40.816327 ], [ 7.325392, 15.841553, 1.976026, 2.215141, 3.373762, 1.42626 ], [ 1472271, 1472271, 82455, 6084554, 6084554, 3466177 ], [ -30794, -18509, -30794, -2357713, -2357713, -1805145 ], [ 131, 102, 160, 131, 102, 160 ], [ 295, 260, 319, 295, 260, 319 ], [ 45, 41, 50, 45, 41, 50 ], [ 12975, 5134, 7841, 12975, 5134, 7841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 515955, -175225, -123317, -42868, -187825, -582586 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13931, "evaluation_days": 2321.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562932800000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759986426162, "expiration_time": 1766000592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 14, "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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