Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2319642.2645 | 2107725.2231 | 211917.0415 | 42519288.7938 | 23716599.8713 | 18802688.9225 |
Total P&L (%) | 2319.6423 | 2107.7252 | 211.917 | 42519.2888 | 23716.5999 | 18802.6889 |
Avg Daily Profit (%) | 1.005 | 0.9132 | 0.0918 | 0.2627 | 0.2374 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93859 | -69108 | -36486 | -72696270 | -52540352 | -30917717 |
Profit Factor | 10.4223 | 15.7625 | 3.0493 | 1.3198 | 1.3276 | 1.3105 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 13.3406 | 22.3302 | 3.5184 | 1.6894 | 1.8808 | 1.5121 |
Largest Winning Trade | 1813286 | 1813286 | 92073 | 44244302 | 44244302 | 34372411 |
Largest Losing Trade | -28070 | -28070 | -16792 | -15550905 | -13017314 | -15550905 |
Avg Bars in Trades | 73 | 54 | 94 | 73 | 54 | 94 |
Avg Bars in Winners | 143 | 115 | 169 | 143 | 115 | 169 |
Avg Bars in Losers | 19 | 11 | 29 | 19 | 11 | 29 |
Bars Traded | 4216 | 1580 | 2636 | 4216 | 1580 | 2636 |
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 | -160015 | 661857 | -87001 | -171998 | 227296 | -12913 |
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 4, "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": [ [ 2319642.2645161, 2107725.2230634037, 211917.0414526972, 42519288.7938165, 23716599.871283382, 18802688.922533132 ], [ 2319.642265, 2107.725223, 211.917041, 42519.288794, 23716.599871, 18802.688923 ], [ 1.005044, 0.913226, 0.091818, 0.262688, 0.237412, 0.227376 ], [ 10, 10, 10, 10, 10, 10 ], [ -93859, -69108, -36486, -72696270, -52540352, -30917717 ], [ 10.422333, 15.762499, 3.049291, 1.319834, 1.327643, 1.3105 ], [ 57, 29, 28, 57, 29, 28 ], [ 25, 12, 13, 25, 12, 13 ], [ 32, 17, 15, 32, 17, 15 ], [ 43.859649, 41.37931, 46.428571, 43.859649, 41.37931, 46.428571 ], [ 13.340587, 22.330207, 3.518413, 1.689388, 1.880828, 1.512115 ], [ 1813286, 1813286, 92073, 44244302, 44244302, 34372411 ], [ -28070, -28070, -16792, -15550905, -13017314, -15550905 ], [ 73, 54, 94, 73, 54, 94 ], [ 143, 115, 169, 143, 115, 169 ], [ 19, 11, 29, 19, 11, 29 ], [ 4216, 1580, 2636, 4216, 1580, 2636 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160015, 661857, -87001, -171998, 227296, -12913 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566604800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893831223, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 4, "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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