Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205892.5385 | 186496.3918 | 19396.1467 | 16550.904 | 120879.8876 | -104328.9836 |
Total P&L (%) | 205.8925 | 186.4964 | 19.3961 | 16.5509 | 120.8799 | -104.329 |
Avg Daily Profit (%) | 0.1685 | 0.1526 | 0.0159 | 0.0125 | 0.0649 | 0 |
Buy And Hold Return (%) | 28.422 | 28.422 | 28.422 | 28.422 | 28.422 | 28.422 |
Max Trade Drawdown | -169377 | -102959 | -135567 | -484723 | -321230 | -351486 |
Profit Factor | 1.4616 | 1.7736 | 1.0946 | 1.0152 | 1.2078 | 0.7936 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 49.1525 | 46.6667 | 51.7241 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.512 | 2.027 | 1.0217 | 1.0502 | 1.3803 | 0.7407 |
Largest Winning Trade | 149181 | 149181 | 47100 | 312949 | 312949 | 73556 |
Largest Losing Trade | -43734 | -43734 | -34684 | -140813 | -140813 | -87535 |
Avg Bars in Trades | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Winners | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Losers | 85 | 98 | 69 | 85 | 98 | 69 |
Bars Traded | 4643 | 2579 | 2064 | 4643 | 2579 | 2064 |
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 | -170294 | 321971 | -453673 | -725480 | -110116 | -580609 |
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{ "first_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
{ "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": [ [ 205892.5384817416, 186496.3917970887, 19396.1466846529, 16550.9040303216, 120879.8875842557, -104328.9835539339 ], [ 205.892538, 186.496392, 19.396147, 16.550904, 120.879888, -104.328984 ], [ 0.168523, 0.152647, 0.015876, 0.012537, 0.064883, 0 ], [ 28.421986, 28.421986, 28.421986, 28.421986, 28.421986, 28.421986 ], [ -169377, -102959, -135567, -484723, -321230, -351486 ], [ 1.461614, 1.773603, 1.094638, 1.015222, 1.207797, 0.793642 ], [ 59, 30, 29, 59, 30, 29 ], [ 29, 14, 15, 29, 14, 15 ], [ 30, 16, 14, 30, 16, 14 ], [ 49.152542, 46.666667, 51.724138, 49.152542, 46.666667, 51.724138 ], [ 1.512015, 2.026975, 1.021662, 1.05023, 1.380339, 0.740733 ], [ 149181, 149181, 47100, 312949, 312949, 73556 ], [ -43734, -43734, -34684, -140813, -140813, -87535 ], [ 78, 85, 71, 78, 85, 71 ], [ 72, 71, 72, 72, 71, 72 ], [ 85, 98, 69, 85, 98, 69 ], [ 4643, 2579, 2064, 4643, 2579, 2064 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170294, 321971, -453673, -725480, -110116, -580609 ] ] }
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4887, "evaluation_days": 1221.75, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1657346400000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759626411230, "expiration_time": 1762767576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
# | 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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