Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874412.0694 | 752251.4066 | 122160.6628 | 3442312.6159 | 3722107.8588 | -279795.2429 |
Total P&L (%) | 874.4121 | 752.2514 | 122.1607 | 3442.3126 | 3722.1079 | -279.7952 |
Avg Daily Profit (%) | 0.3776 | 0.3248 | 0.0527 | 0.1542 | 0.1574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138015 | -84257 | -124807 | -6529081 | -5033676 | -3854241 |
Profit Factor | 2.2084 | 3.0234 | 1.3472 | 1.1408 | 1.27 | 0.9737 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 53.9326 | 51.1111 | 56.8182 | 53.9326 | 51.1111 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.8863 | 2.8919 | 1.0239 | 0.9745 | 1.2148 | 0.74 |
Largest Winning Trade | 197060 | 197060 | 80011 | 3041534 | 3041534 | 1539383 |
Largest Losing Trade | -63400 | -31608 | -63400 | -2606013 | -2334813 | -2606013 |
Avg Bars in Trades | 96 | 77 | 114 | 96 | 77 | 114 |
Avg Bars in Winners | 128 | 97 | 156 | 128 | 97 | 156 |
Avg Bars in Losers | 58 | 57 | 59 | 58 | 57 | 59 |
Bars Traded | 8553 | 3499 | 5053 | 8553 | 3499 | 5053 |
Profit Streak | 0 | 0 | 81.7759 | 0 | 0 | 81.7759 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522178 | 543227 | -120605 | -58881 | 280245 | -579277 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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": [ [ 874412.0693784414, 752251.4065591218, 122160.66281932, 3442312.615914327, 3722107.8587666666, -279795.2428523405 ], [ 874.412069, 752.251407, 122.160663, 3442.312616, 3722.107859, -279.795243 ], [ 0.377553, 0.324806, 0.052746, 0.15415, 0.157438, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -138015, -84257, -124807, -6529081, -5033676, -3854241 ], [ 2.208358, 3.023393, 1.347186, 1.140836, 1.270012, 0.973745 ], [ 89, 45, 44, 89, 45, 44 ], [ 48, 23, 25, 48, 23, 25 ], [ 41, 22, 19, 41, 22, 19 ], [ 53.932584, 51.111111, 56.818182, 53.932584, 51.111111, 56.818182 ], [ 1.886306, 2.891941, 1.023861, 0.974464, 1.214794, 0.740046 ], [ 197060, 197060, 80011, 3041534, 3041534, 1539383 ], [ -63400, -31608, -63400, -2606013, -2334813, -2606013 ], [ 96, 77, 114, 96, 77, 114 ], [ 128, 97, 156, 128, 97, 156 ], [ 58, 57, 59, 58, 57, 59 ], [ 8553, 3499, 5053, 8553, 3499, 5053 ], [ 0, 0, 81.775871, 0, 0, 81.775871 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522178, 543227, -120605, -58881, 280245, -579277 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9264, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562436000000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759451835220, "expiration_time": 1765431072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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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