Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409043.067 | 564264.3198 | -155221.2528 | -95410.4427 | 249352.5892 | -344763.032 |
Total P&L (%) | 409.0431 | 564.2643 | -155.2213 | -95.4104 | 249.3526 | -344.763 |
Avg Daily Profit (%) | 0.1762 | 0.2431 | -0.0669 | -0.1326 | 0.0539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307891 | -185918 | -272163 | -519934 | -272411 | -366768 |
Profit Factor | 1.2782 | 1.7222 | 0.7747 | 0.8974 | 1.5356 | 0.2579 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 49.7585 | 45.6311 | 53.8462 | 49.7585 | 45.6311 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2906 | 2.052 | 0.664 | 0.9061 | 1.8297 | 0.2211 |
Largest Winning Trade | 365440 | 365440 | 38000 | 300199 | 300199 | 19113 |
Largest Losing Trade | -64010 | -64010 | -56640 | -272411 | -272411 | -97808 |
Avg Bars in Trades | 41 | 55 | 28 | 41 | 55 | 28 |
Avg Bars in Winners | 46 | 63 | 32 | 46 | 63 | 32 |
Avg Bars in Losers | 36 | 48 | 23 | 36 | 48 | 23 |
Bars Traded | 8609 | 5676 | 2933 | 8609 | 5676 | 2933 |
Profit Streak | 16.277 | 0 | 100.027 | 16.277 | 0 | 100.027 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321617 | 348879 | -578922 | -579212 | -120286 | -578922 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9286, "evaluation_days": 2321.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563991200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759927136977, "expiration_time": 1765920528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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": [ [ 409043.0669855951, 564264.3197601702, -155221.252774576, -95410.442719802, 249352.5892396707, -344763.0319594726 ], [ 409.043067, 564.26432, -155.221253, -95.410443, 249.352589, -344.763032 ], [ 0.176198, 0.24306, -0.066862, -0.132645, 0.053898, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -307891, -185918, -272163, -519934, -272411, -366768 ], [ 1.27821, 1.722185, 0.774696, 0.897419, 1.535643, 0.257906 ], [ 207, 103, 104, 207, 103, 104 ], [ 103, 47, 56, 103, 47, 56 ], [ 104, 56, 48, 104, 56, 48 ], [ 49.758454, 45.631068, 53.846154, 49.758454, 45.631068, 53.846154 ], [ 1.290619, 2.051966, 0.664025, 0.906132, 1.829702, 0.221062 ], [ 365440, 365440, 38000, 300199, 300199, 19113 ], [ -64010, -64010, -56640, -272411, -272411, -97808 ], [ 41, 55, 28, 41, 55, 28 ], [ 46, 63, 32, 46, 63, 32 ], [ 36, 48, 23, 36, 48, 23 ], [ 8609, 5676, 2933, 8609, 5676, 2933 ], [ 16.277048, 0, 100.027048, 16.277048, 0, 100.027048 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321617, 348879, -578922, -579212, -120286, -578922 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9286, "evaluation_days": 2321.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563991200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759927136977, "expiration_time": 1765920528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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