Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498729.0034 | 429079.0854 | 69649.918 | 255777.5632 | 248097.0511 | 7680.5121 |
Total P&L (%) | 498.729 | 429.0791 | 69.6499 | 255.7776 | 248.0971 | 7.6805 |
Avg Daily Profit (%) | 0.2394 | 0.206 | 0.0334 | 0.0609 | 0.0599 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126207 | -161441 | -121503 | -392865 | -226459 | -239577 |
Profit Factor | 1.3028 | 1.5405 | 1.0816 | 1.1017 | 1.2149 | 1.0056 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 258 | 122 | 136 | 258 | 122 | 136 |
Losing Trades | 277 | 146 | 131 | 277 | 146 | 131 |
Profitability (%) | 48.2243 | 45.5224 | 50.9363 | 48.2243 | 45.5224 | 50.9363 |
Ratio Avg Win / Avg Loss | 1.3987 | 1.8435 | 1.0419 | 1.1828 | 1.4539 | 0.9687 |
Largest Winning Trade | 155119 | 155119 | 46294 | 115334 | 96927 | 115334 |
Largest Losing Trade | -55353 | -23955 | -55353 | -132739 | -74601 | -132739 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Losers | 45 | 46 | 43 | 45 | 46 | 43 |
Bars Traded | 24736 | 11871 | 12865 | 24736 | 11871 | 12865 |
Profit Streak | 0 | 0 | 80.9381 | 0 | 0 | 80.9381 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365901 | 339906 | -276548 | -218149 | -114276 | -567414 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579168800000, "first_datapoint_time": 1579953600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759213852335, "expiration_time": 1765691222400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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": [ [ 498729.0034316295, 429079.0853977172, 69649.9180339121, 255777.5631965901, 248097.0510891913, 7680.5121073984 ], [ 498.729003, 429.079085, 69.649918, 255.777563, 248.097051, 7.680512 ], [ 0.239419, 0.205983, 0.033436, 0.060944, 0.059896, 0.003552 ], [ 10, 10, 10, 10, 10, 10 ], [ -126207, -161441, -121503, -392865, -226459, -239577 ], [ 1.302806, 1.540474, 1.081641, 1.101655, 1.214899, 1.005641 ], [ 535, 268, 267, 535, 268, 267 ], [ 258, 122, 136, 258, 122, 136 ], [ 277, 146, 131, 277, 146, 131 ], [ 48.224299, 45.522388, 50.93633, 48.224299, 45.522388, 50.93633 ], [ 1.398749, 1.843518, 1.041874, 1.182784, 1.453895, 0.968668 ], [ 155119, 155119, 46294, 115334, 96927, 115334 ], [ -55353, -23955, -55353, -132739, -74601, -132739 ], [ 46, 44, 48, 46, 44, 48 ], [ 47, 41, 52, 47, 41, 52 ], [ 45, 46, 43, 45, 46, 43 ], [ 24736, 11871, 12865, 24736, 11871, 12865 ], [ 0, 0, 80.938106, 0, 0, 80.938106 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365901, 339906, -276548, -218149, -114276, -567414 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579168800000, "first_datapoint_time": 1579953600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759213852335, "expiration_time": 1765691222400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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) |
---|