Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299648.3461 | 167970.2589 | 131678.0872 | -993379.8589 | 623656.4108 | -1617036.2697 |
Total P&L (%) | 299.6483 | 167.9703 | 131.6781 | -993.3799 | 623.6564 | -1617.0363 |
Avg Daily Profit (%) | 0.1528 | 0.0857 | 0.0671 | 0 | 0.101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180216 | -44949 | -147818 | -3022739 | -360193 | -3138347 |
Profit Factor | 1.3943 | 1.6595 | 1.2606 | 0.816 | 1.4978 | 0.6099 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 64.9425 | 63.2184 | 66.6667 | 64.9425 | 63.2184 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7527 | 0.9655 | 0.6303 | 0.4405 | 0.8714 | 0.305 |
Largest Winning Trade | 49009 | 28337 | 49009 | 223307 | 223307 | 221386 |
Largest Losing Trade | -147818 | -22332 | -147818 | -2755114 | -219225 | -2755114 |
Avg Bars in Trades | 132 | 72 | 191 | 132 | 72 | 191 |
Avg Bars in Winners | 108 | 68 | 146 | 113 | 71 | 152 |
Avg Bars in Losers | 175 | 79 | 282 | 166 | 74 | 269 |
Bars Traded | 22972 | 6302 | 16670 | 22972 | 6302 | 16670 |
Profit Streak | 0 | 215.9624 | 0 | 170.4624 | 0 | 217.9624 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326136 | -75589 | -102982 | -577348 | -56459 | -577303 |
{ "trading_pair": "EOS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23532, "evaluation_days": 1961, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580133600000, "last_datapoint_time": 1748224800000, "evaluation_time": 1760216751943, "expiration_time": 1754324294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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": [ [ 299648.3460639278, 167970.2589052116, 131678.0871587163, -993379.8588855856, 623656.4107991331, -1617036.269684719 ], [ 299.648346, 167.970259, 131.678087, -993.379859, 623.656411, -1617.03627 ], [ 0.152804, 0.085655, 0.067148, 0, 0.100976, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -180216, -44949, -147818, -3022739, -360193, -3138347 ], [ 1.39427, 1.659475, 1.260591, 0.815977, 1.497789, 0.609909 ], [ 174, 87, 87, 174, 87, 87 ], [ 113, 55, 58, 113, 55, 58 ], [ 61, 32, 29, 61, 32, 29 ], [ 64.942529, 63.218391, 66.666667, 64.942529, 63.218391, 66.666667 ], [ 0.752659, 0.965513, 0.630296, 0.440483, 0.871441, 0.304954 ], [ 49009, 28337, 49009, 223307, 223307, 221386 ], [ -147818, -22332, -147818, -2755114, -219225, -2755114 ], [ 132, 72, 191, 132, 72, 191 ], [ 108, 68, 146, 113, 71, 152 ], [ 175, 79, 282, 166, 74, 269 ], [ 22972, 6302, 16670, 22972, 6302, 16670 ], [ 0, 215.962407, 0, 170.462407, 0, 217.962407 ], [ 0, 2, 0, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326136, -75589, -102982, -577348, -56459, -577303 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23532, "evaluation_days": 1961, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580133600000, "last_datapoint_time": 1748224800000, "evaluation_time": 1760216751943, "expiration_time": 1754324294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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) |
---|