Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336532.0367 | 419987.1354 | -83455.0986 | -67394.6857 | 279307.5835 | -346702.2691 |
Total P&L (%) | 336.532 | 419.9871 | -83.4551 | -67.3947 | 279.3076 | -346.7023 |
Avg Daily Profit (%) | 0.1615 | 0.2016 | -0.0401 | -0.0538 | 0.064 | 0 |
Buy And Hold Return (%) | 103.8229 | 103.8229 | 103.8229 | 103.8229 | 103.8229 | 103.8229 |
Max Trade Drawdown | -219563 | -214364 | -169634 | -882620 | -521126 | -826311 |
Profit Factor | 1.0857 | 1.2192 | 0.9585 | 0.9899 | 1.0892 | 0.9012 |
Total Trades | 1561 | 781 | 780 | 1561 | 781 | 780 |
Winning Trades | 738 | 366 | 372 | 738 | 366 | 372 |
Losing Trades | 823 | 415 | 408 | 823 | 415 | 408 |
Profitability (%) | 47.2774 | 46.863 | 47.6923 | 47.2774 | 46.863 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.2107 | 1.3825 | 1.0513 | 1.1039 | 1.235 | 0.9884 |
Largest Winning Trade | 55340 | 55340 | 33166 | 172065 | 172065 | 161669 |
Largest Losing Trade | -44025 | -28002 | -44025 | -215398 | -165929 | -215398 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 24846 | 11987 | 12859 | 24846 | 11987 | 12859 |
Profit Streak | 7.4585 | 7.4585 | 7.9585 | 7.4585 | 7.4585 | 7.9585 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113891 | 315635 | -575079 | -571140 | -229519 | -576746 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579341600000, "first_datapoint_time": 1580342400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759410017306, "expiration_time": 1765886400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "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": [ [ 336532.0367199766, 419987.1353513911, -83455.0986314141, -67394.6856774309, 279307.5834631356, -346702.2691405675 ], [ 336.532037, 419.987135, -83.455099, -67.394686, 279.307583, -346.702269 ], [ 0.161536, 0.201594, -0.040059, -0.053779, 0.064013, 0 ], [ 103.822938, 103.822938, 103.822938, 103.822938, 103.822938, 103.822938 ], [ -219563, -214364, -169634, -882620, -521126, -826311 ], [ 1.085699, 1.219248, 0.958508, 0.989851, 1.089205, 0.901215 ], [ 1561, 781, 780, 1561, 781, 780 ], [ 738, 366, 372, 738, 366, 372 ], [ 823, 415, 408, 823, 415, 408 ], [ 47.277386, 46.862996, 47.692308, 47.277386, 46.862996, 47.692308 ], [ 1.210745, 1.382481, 1.051266, 1.103859, 1.235027, 0.98843 ], [ 55340, 55340, 33166, 172065, 172065, 161669 ], [ -44025, -28002, -44025, -215398, -165929, -215398 ], [ 15, 15, 16, 15, 15, 16 ], [ 15, 14, 16, 15, 14, 16 ], [ 15, 15, 16, 15, 15, 16 ], [ 24846, 11987, 12859, 24846, 11987, 12859 ], [ 7.458533, 7.458533, 7.958533, 7.458534, 7.458534, 7.958534 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -113891, 315635, -575079, -571140, -229519, -576746 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579341600000, "first_datapoint_time": 1580342400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759410017306, "expiration_time": 1765886400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "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) |
---|