Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372135.9441 | 480387.6158 | -108251.6717 | -83866.976 | 305624.5535 | -389491.5296 |
Total P&L (%) | 372.1359 | 480.3876 | -108.2517 | -83.867 | 305.6246 | -389.4915 |
Avg Daily Profit (%) | 0.201 | 0.2595 | -0.0585 | -0.0985 | 0.0757 | 0 |
Buy And Hold Return (%) | 54.2364 | 54.2364 | 54.2364 | 54.2364 | 54.2364 | 54.2364 |
Max Trade Drawdown | -299985 | -152084 | -126810 | -540818 | -146942 | -83339 |
Profit Factor | 1.4924 | 2.1786 | 0.6891 | 0.8828 | 2.3664 | 0.2082 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 48.4211 | 47.9167 | 48.9362 | 48.4211 | 47.9167 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.5897 | 2.368 | 0.7191 | 0.9404 | 2.5722 | 0.2173 |
Largest Winning Trade | 446723 | 446723 | 25738 | 446723 | 446723 | 25206 |
Largest Losing Trade | -64166 | -42143 | -64166 | -350815 | -48680 | -350815 |
Avg Bars in Trades | 36 | 49 | 23 | 36 | 49 | 23 |
Avg Bars in Winners | 41 | 48 | 34 | 41 | 48 | 34 |
Avg Bars in Losers | 32 | 50 | 13 | 32 | 50 | 13 |
Bars Traded | 3498 | 2378 | 1120 | 3498 | 2378 | 1120 |
Profit Streak | 12.0787 | 15.0787 | 0 | 12.0787 | 15.0787 | 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 | 366089 | 436980 | -580832 | -580516 | -88468 | -580832 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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": [ [ 372135.9440928674, 480387.6157540304, -108251.671661163, -83866.9760175593, 305624.5535492877, -389491.5295668469 ], [ 372.135944, 480.387616, -108.251672, -83.866976, 305.624554, -389.49153 ], [ 0.200992, 0.259459, -0.058467, -0.098482, 0.075657, 0 ], [ 54.23639, 54.23639, 54.23639, 54.23639, 54.23639, 54.23639 ], [ -299985, -152084, -126810, -540818, -146942, -83339 ], [ 1.492375, 2.178579, 0.68911, 0.882798, 2.366446, 0.208214 ], [ 95, 48, 47, 95, 48, 47 ], [ 46, 23, 23, 46, 23, 23 ], [ 49, 25, 24, 49, 25, 24 ], [ 48.421053, 47.916667, 48.93617, 48.421053, 47.916667, 48.93617 ], [ 1.589703, 2.36802, 0.719071, 0.940372, 2.572224, 0.217266 ], [ 446723, 446723, 25738, 446723, 446723, 25206 ], [ -64166, -42143, -64166, -350815, -48680, -350815 ], [ 36, 49, 23, 36, 49, 23 ], [ 41, 48, 34, 41, 48, 34 ], [ 32, 50, 13, 32, 50, 13 ], [ 3498, 2378, 1120, 3498, 2378, 1120 ], [ 12.078653, 15.078653, 0, 12.078653, 15.078653, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366089, 436980, -580832, -580516, -88468, -580832 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3703, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1608379200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760277195633, "expiration_time": 1765026288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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) |
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