Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010815.68 | 916357.1283 | 94458.5517 | 1712867.951 | 235665.0383 | 1477202.9127 |
Total P&L (%) | 1010.8157 | 916.3571 | 94.4586 | 1712.868 | 235.665 | 1477.2029 |
Avg Daily Profit (%) | 0.4854 | 0.44 | 0.0454 | 0.1392 | 0.0582 | 0.1325 |
Buy And Hold Return (%) | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 |
Max Trade Drawdown | -118752 | -91132 | -209338 | -5363332 | -4782433 | -1208139 |
Profit Factor | 1.9343 | 2.7764 | 1.1669 | 1.1302 | 1.0289 | 1.2963 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 45.2736 | 43 | 47.5248 | 45.2736 | 43 | 47.5248 |
Ratio Avg Win / Avg Loss | 2.3382 | 3.6803 | 1.2884 | 1.3662 | 1.3638 | 1.4313 |
Largest Winning Trade | 436665 | 436665 | 59839 | 3920232 | 3920232 | 929738 |
Largest Losing Trade | -49318 | -42617 | -49318 | -3019167 | -3019167 | -633503 |
Avg Bars in Trades | 121 | 119 | 123 | 121 | 119 | 123 |
Avg Bars in Winners | 178 | 167 | 187 | 178 | 167 | 187 |
Avg Bars in Losers | 75 | 84 | 65 | 75 | 84 | 65 |
Bars Traded | 24483 | 11990 | 12493 | 24483 | 11990 | 12493 |
Profit Streak | 40.2464 | 40.2464 | 47.4131 | 40.2464 | 40.2464 | 47.4131 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532496 | 465337 | -305364 | -83374 | -309843 | -15872 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758952492137, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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": [ [ 1010815.6800168953, 916357.1283273188, 94458.5516895764, 1712867.9510017468, 235665.0383439958, 1477202.9126577524 ], [ 1010.81568, 916.357128, 94.458552, 1712.867951, 235.665038, 1477.202913 ], [ 0.485386, 0.440027, 0.045358, 0.139232, 0.058165, 0.132536 ], [ 86.159844, 86.159844, 86.159844, 86.159844, 86.159844, 86.159844 ], [ -118752, -91132, -209338, -5363332, -4782433, -1208139 ], [ 1.934289, 2.77635, 1.166875, 1.130235, 1.028859, 1.296264 ], [ 201, 100, 101, 201, 100, 101 ], [ 91, 43, 48, 91, 43, 48 ], [ 110, 57, 53, 110, 57, 53 ], [ 45.273632, 43, 47.524752, 45.273632, 43, 47.524752 ], [ 2.338151, 3.680278, 1.288424, 1.366218, 1.363836, 1.431291 ], [ 436665, 436665, 59839, 3920232, 3920232, 929738 ], [ -49318, -42617, -49318, -3019167, -3019167, -633503 ], [ 121, 119, 123, 121, 119, 123 ], [ 178, 167, 187, 178, 167, 187 ], [ 75, 84, 65, 75, 84, 65 ], [ 24483, 11990, 12493, 24483, 11990, 12493 ], [ 40.246437, 40.246437, 47.413103, 40.246437, 40.246437, 47.413103 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 532496, 465337, -305364, -83374, -309843, -15872 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758952492137, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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) |
---|