Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403435.9638 | 572843.3131 | -169407.3492 | -97929.4619 | 38464.1358 | -136393.5977 |
Total P&L (%) | 403.436 | 572.8433 | -169.4073 | -97.9295 | 38.4641 | -136.3936 |
Avg Daily Profit (%) | 0.1745 | 0.2478 | -0.0733 | -0.1676 | 0.0141 | 0 |
Buy And Hold Return (%) | 53.3223 | 53.3223 | 53.3223 | 53.3223 | 53.3223 | 53.3223 |
Max Trade Drawdown | -368199 | -224467 | -287074 | -386438 | -433764 | -279985 |
Profit Factor | 1.5036 | 2.3395 | 0.5464 | 0.8857 | 1.0736 | 0.5916 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.7313 | 57.5758 | 50 | 53.7313 | 57.5758 | 50 |
Ratio Avg Win / Avg Loss | 1.2948 | 1.7239 | 0.5464 | 0.7627 | 0.7911 | 0.5916 |
Largest Winning Trade | 347736 | 347736 | 56892 | 195350 | 195350 | 86191 |
Largest Losing Trade | -80008 | -80008 | -79054 | -310031 | -310031 | -129038 |
Avg Bars in Trades | 63 | 96 | 31 | 63 | 96 | 31 |
Avg Bars in Winners | 56 | 76 | 33 | 56 | 76 | 33 |
Avg Bars in Losers | 71 | 123 | 28 | 71 | 123 | 28 |
Bars Traded | 4238 | 3179 | 1059 | 4238 | 3179 | 1059 |
Profit Streak | 180.8958 | 181.3958 | 180.8958 | 180.8958 | 181.3958 | 180.8958 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110346 | 547757 | -579438 | -699855 | -478743 | -579438 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1571184000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094999455, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 187 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "offset": 109 } } }
{ "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": [ [ 403435.9638431027, 572843.3130611586, -169407.3492180566, -97929.4618593472, 38464.1358498213, -136393.5977091684 ], [ 403.435964, 572.843313, -169.407349, -97.929462, 38.464136, -136.393598 ], [ 0.174497, 0.24777, -0.073273, -0.167565, 0.014077, 0 ], [ 53.322259, 53.322259, 53.322259, 53.322259, 53.322259, 53.322259 ], [ -368199, -224467, -287074, -386438, -433764, -279985 ], [ 1.503606, 2.339523, 0.546368, 0.885685, 1.073592, 0.59163 ], [ 67, 33, 34, 67, 33, 34 ], [ 36, 19, 17, 36, 19, 17 ], [ 31, 14, 17, 31, 14, 17 ], [ 53.731343, 57.575758, 50, 53.731343, 57.575758, 50 ], [ 1.294772, 1.723859, 0.546368, 0.762673, 0.791068, 0.59163 ], [ 347736, 347736, 56892, 195350, 195350, 86191 ], [ -80008, -80008, -79054, -310031, -310031, -129038 ], [ 63, 96, 31, 63, 96, 31 ], [ 56, 76, 33, 56, 76, 33 ], [ 71, 123, 28, 71, 123, 28 ], [ 4238, 3179, 1059, 4238, 3179, 1059 ], [ 180.895827, 181.395827, 180.895827, 180.895827, 181.395827, 180.895827 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -110346, 547757, -579438, -699855, -478743, -579438 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1571184000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094999455, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 187 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "offset": 109 } } }
# | 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) |
---|