Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356648.0317 | 305883.7423 | 50764.2894 | 297040.6088 | 358127.4514 | -61086.8426 |
Total P&L (%) | 356.648 | 305.8837 | 50.7643 | 297.0406 | 358.1275 | -61.0868 |
Avg Daily Profit (%) | 0.3424 | 0.2936 | 0.0487 | 0.1325 | 0.1462 | -0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73314 | -58341 | -48967 | -565078 | -320415 | -361106 |
Profit Factor | 1.9435 | 2.5896 | 1.2735 | 1.2195 | 1.5886 | 0.918 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 42.8571 | 39.1304 | 46.6667 | 42.8571 | 39.1304 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5913 | 4.0283 | 1.4555 | 1.626 | 2.4712 | 1.0492 |
Largest Winning Trade | 269309 | 269309 | 38388 | 535027 | 535027 | 168740 |
Largest Losing Trade | -31788 | -15422 | -31788 | -205405 | -112674 | -205405 |
Avg Bars in Trades | 260 | 229 | 292 | 260 | 229 | 292 |
Avg Bars in Winners | 389 | 361 | 412 | 389 | 361 | 412 |
Avg Bars in Losers | 164 | 144 | 187 | 164 | 144 | 187 |
Bars Traded | 23728 | 10563 | 13165 | 23728 | 10563 | 13165 |
Profit Streak | 22.7575 | 46.3408 | 0 | 22.7575 | 46.3408 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379491 | 351503 | -130418 | -17479 | 54411 | -580341 |
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669633200000, "first_datapoint_time": 1671051600000, "last_datapoint_time": 1759633200000, "evaluation_time": 1759637447899, "expiration_time": 1766113200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 146 } }, "second_band": { "type": "t3", "factors": { "length": 66, "offset": 0, "a": 0.77211 } } }
{ "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": [ [ 356648.0316765309, 305883.7422778102, 50764.2893987206, 297040.6088005237, 358127.4514259519, -61086.842625428 ], [ 356.648032, 305.883742, 50.764289, 297.040609, 358.127451, -61.086843 ], [ 0.342381, 0.293647, 0.048734, 0.132459, 0.146216, -0.090567 ], [ 10, 10, 10, 10, 10, 10 ], [ -73314, -58341, -48967, -565078, -320415, -361106 ], [ 1.943499, 2.589622, 1.273544, 1.219463, 1.5886, 0.91801 ], [ 91, 46, 45, 91, 46, 45 ], [ 39, 18, 21, 39, 18, 21 ], [ 52, 28, 24, 52, 28, 24 ], [ 42.857143, 39.130435, 46.666667, 42.857143, 39.130435, 46.666667 ], [ 2.591332, 4.0283, 1.455479, 1.625951, 2.471156, 1.049154 ], [ 269309, 269309, 38388, 535027, 535027, 168740 ], [ -31788, -15422, -31788, -205405, -112674, -205405 ], [ 260, 229, 292, 260, 229, 292 ], [ 389, 361, 412, 389, 361, 412 ], [ 164, 144, 187, 164, 144, 187 ], [ 23728, 10563, 13165, 23728, 10563, 13165 ], [ 22.757499, 46.340832, 0, 22.757499, 46.340832, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379491, 351503, -130418, -17479, 54411, -580341 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669633200000, "first_datapoint_time": 1671051600000, "last_datapoint_time": 1759633200000, "evaluation_time": 1759637447899, "expiration_time": 1766113200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 146 } }, "second_band": { "type": "t3", "factors": { "length": 66, "offset": 0, "a": 0.77211 } } }
# | 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) |
---|