Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3297962.3221 | 3231854.0078 | 66108.3143 | 1858199.6209 | 6190381.4684 | -4332181.8475 |
Total P&L (%) | 3297.9623 | 3231.854 | 66.1083 | 1858.1996 | 6190.3815 | -4332.1818 |
Avg Daily Profit (%) | 1.5833 | 1.5516 | 0.0317 | 0.1429 | 0.199 | 0 |
Buy And Hold Return (%) | 101.8109 | 101.8109 | 101.8109 | 101.8109 | 101.8109 | 101.8109 |
Max Trade Drawdown | -217190 | -122185 | -129962 | -14530306 | -8137962 | -7511105 |
Profit Factor | 4.4624 | 7.5596 | 1.1438 | 1.0433 | 1.2686 | 0.7818 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 36.2069 | 33.3333 | 39.0805 | 36.2069 | 33.3333 | 39.0805 |
Ratio Avg Win / Avg Loss | 7.8624 | 15.1192 | 1.7829 | 1.8382 | 2.5372 | 1.2187 |
Largest Winning Trade | 2986129 | 2986129 | 84495 | 13617261 | 13617261 | 2907453 |
Largest Losing Trade | -53947 | -28975 | -53947 | -2926479 | -2926479 | -2769111 |
Avg Bars in Trades | 140 | 127 | 153 | 140 | 127 | 153 |
Avg Bars in Winners | 264 | 238 | 287 | 264 | 238 | 287 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 24464 | 11117 | 13347 | 24464 | 11117 | 13347 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604586 | 559572 | -382100 | -178066 | 80262 | -583679 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580349600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501884298, "expiration_time": 1765971504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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": [ [ 3297962.322085161, 3231854.0077643846, 66108.3143207767, 1858199.620938693, 6190381.468439249, -4332181.847500551 ], [ 3297.962322, 3231.854008, 66.108314, 1858.199621, 6190.381468, -4332.181848 ], [ 1.583336, 1.551598, 0.031738, 0.142912, 0.199034, 0 ], [ 101.810865, 101.810865, 101.810865, 101.810865, 101.810865, 101.810865 ], [ -217190, -122185, -129962, -14530306, -8137962, -7511105 ], [ 4.462423, 7.559594, 1.143773, 1.043311, 1.268592, 0.781825 ], [ 174, 87, 87, 174, 87, 87 ], [ 63, 29, 34, 63, 29, 34 ], [ 111, 58, 53, 111, 58, 53 ], [ 36.206897, 33.333333, 39.08046, 36.206897, 33.333333, 39.08046 ], [ 7.862364, 15.119187, 1.78294, 1.838214, 2.537185, 1.218727 ], [ 2986129, 2986129, 84495, 13617261, 13617261, 2907453 ], [ -53947, -28975, -53947, -2926479, -2926479, -2769111 ], [ 140, 127, 153, 140, 127, 153 ], [ 264, 238, 287, 264, 238, 287 ], [ 70, 72, 67, 70, 72, 67 ], [ 24464, 11117, 13347, 24464, 11117, 13347 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 604586, 559572, -382100, -178066, 80262, -583679 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580349600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501884298, "expiration_time": 1765971504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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) |
---|