Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326281.4201 | 1146358.9412 | 179922.4789 | 7938614.7474 | 11879383.406 | -3940768.6587 |
Total P&L (%) | 1326.2814 | 1146.3589 | 179.9225 | 7938.6147 | 11879.3834 | -3940.7687 |
Avg Daily Profit (%) | 0.5725 | 0.4948 | 0.0777 | 0.1895 | 0.2068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151680 | -111959 | -69352 | -36691488 | -23332033 | -16626159 |
Profit Factor | 2.4279 | 3.3893 | 1.4007 | 1.0814 | 1.2478 | 0.9206 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 29.8851 | 24.1379 | 35.6322 | 29.8851 | 24.1379 | 35.6322 |
Ratio Avg Win / Avg Loss | 5.6961 | 10.652 | 2.5302 | 2.5371 | 3.9216 | 1.6629 |
Largest Winning Trade | 528942 | 528942 | 83773 | 24258953 | 24258953 | 5557619 |
Largest Losing Trade | -25239 | -25239 | -22893 | -7384331 | -5525491 | -7384331 |
Avg Bars in Trades | 77 | 65 | 89 | 77 | 65 | 89 |
Avg Bars in Winners | 193 | 179 | 203 | 193 | 179 | 203 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 13490 | 5737 | 7754 | 13490 | 5737 | 7754 |
Profit Streak | 13.7403 | 0 | 15.5736 | 13.7403 | 0 | 15.5736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326646 | -16897 | -92778 | -128721 | -24964 | -583327 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13901, "evaluation_days": 2316.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759556761005, "expiration_time": 1765555632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 27, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1326281.4200665224, 1146358.9412143452, 179922.4788521762, 7938614.7473596325, 11879383.406049456, -3940768.6586898235 ], [ 1326.28142, 1146.358941, 179.922479, 7938.614747, 11879.383406, -3940.768659 ], [ 0.572455, 0.494796, 0.077659, 0.189526, 0.206779, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151680, -111959, -69352, -36691488, -23332033, -16626159 ], [ 2.427851, 3.389282, 1.400653, 1.081382, 1.247792, 0.92056 ], [ 174, 87, 87, 174, 87, 87 ], [ 52, 21, 31, 52, 21, 31 ], [ 122, 66, 56, 122, 66, 56 ], [ 29.885057, 24.137931, 35.632184, 29.885057, 24.137931, 35.632184 ], [ 5.696113, 10.652028, 2.530212, 2.537088, 3.921632, 1.662947 ], [ 528942, 528942, 83773, 24258953, 24258953, 5557619 ], [ -25239, -25239, -22893, -7384331, -5525491, -7384331 ], [ 77, 65, 89, 77, 65, 89 ], [ 193, 179, 203, 193, 179, 203 ], [ 27, 29, 25, 27, 29, 25 ], [ 13490, 5737, 7754, 13490, 5737, 7754 ], [ 13.740289, 0, 15.573623, 13.740289, 0, 15.573623 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326646, -16897, -92778, -128721, -24964, -583327 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13901, "evaluation_days": 2316.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759556761005, "expiration_time": 1765555632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 27, "offset": 0, "poles": 2 } } }
# | 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) |
---|