Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993171.2801 | 846075.0734 | 147096.2067 | 6961626.1056 | 4231933.7906 | 2729692.315 |
Total P&L (%) | 993.1713 | 846.0751 | 147.0962 | 6961.6261 | 4231.9338 | 2729.6923 |
Avg Daily Profit (%) | 0.4274 | 0.3641 | 0.0633 | 0.1834 | 0.1623 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107837 | -85318 | -115792 | -10083489 | -7030674 | -7583304 |
Profit Factor | 2.1178 | 2.8754 | 1.3363 | 1.164 | 1.1773 | 1.1469 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 51.1278 | 50.7463 | 51.5152 | 51.1278 | 50.7463 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.0244 | 2.7908 | 1.2577 | 1.1127 | 1.1427 | 1.0795 |
Largest Winning Trade | 198249 | 198249 | 79569 | 4838356 | 4838356 | 3077863 |
Largest Losing Trade | -53932 | -34531 | -53932 | -3959298 | -2886930 | -3959298 |
Avg Bars in Trades | 48 | 40 | 57 | 48 | 40 | 57 |
Avg Bars in Winners | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 6490 | 2705 | 3785 | 6490 | 2705 | 3785 |
Profit Streak | 19.26 | 19.26 | 20.5934 | 19.26 | 19.26 | 20.5934 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560620 | -101095 | -231526 | -30661 | -133804 | -182784 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 993171.2801376646, 846075.0734131269, 147096.2067245372, 6961626.105609037, 4231933.790639192, 2729692.314969845 ], [ 993.17128, 846.075073, 147.096207, 6961.626106, 4231.933791, 2729.692315 ], [ 0.427415, 0.364112, 0.063303, 0.183381, 0.162315, 0.14396 ], [ 10, 10, 10, 10, 10, 10 ], [ -107837, -85318, -115792, -10083489, -7030674, -7583304 ], [ 2.117812, 2.875369, 1.336339, 1.164006, 1.177302, 1.146924 ], [ 133, 67, 66, 133, 67, 66 ], [ 68, 34, 34, 68, 34, 34 ], [ 65, 33, 32, 65, 33, 32 ], [ 51.12782, 50.746269, 51.515152, 51.12782, 50.746269, 51.515152 ], [ 2.024379, 2.790799, 1.257731, 1.112653, 1.142676, 1.079458 ], [ 198249, 198249, 79569, 4838356, 4838356, 3077863 ], [ -53932, -34531, -53932, -3959298, -2886930, -3959298 ], [ 48, 40, 57, 48, 40, 57 ], [ 56, 44, 69, 56, 44, 69 ], [ 40, 36, 44, 40, 36, 44 ], [ 6490, 2705, 3785, 6490, 2705, 3785 ], [ 19.260038, 19.260038, 20.593371, 19.260038, 19.260038, 20.593371 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 560620, -101095, -231526, -30661, -133804, -182784 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6971, "evaluation_days": 2323.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561766400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760105667298, "expiration_time": 1766106144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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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