Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1750844.9863 | -80053.8929 | -1670791.0933 | -117550.3375 | 4169644.8576 | -4287195.1952 |
Total P&L (%) | -1750.845 | -80.0539 | -1670.7911 | -117.5503 | 4169.6449 | -4287.1952 |
Avg Daily Profit (%) | -0.7589 | -0.0347 | -0.7242 | 0 | 0.1628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1845050 | -148053 | -1735686 | -5564062 | -237267 | -6691872 |
Profit Factor | 0.2436 | 0.7727 | 0.1486 | 0.9851 | 6.6267 | 0.3984 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 28 | 16 | 12 |
Losing Trades | 25 | 14 | 11 | 31 | 13 | 18 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 47.4576 | 55.1724 | 40 |
Ratio Avg Win / Avg Loss | 0.1791 | 0.7211 | 0.0861 | 1.0906 | 5.3842 | 0.5976 |
Largest Winning Trade | 52244 | 52244 | 45718 | 2710687 | 2710687 | 1147390 |
Largest Losing Trade | -1313465 | -83866 | -1313465 | -5426933 | -152510 | -5426933 |
Avg Bars in Trades | 217 | 245 | 190 | 217 | 245 | 190 |
Avg Bars in Winners | 124 | 151 | 103 | 271 | 297 | 237 |
Avg Bars in Losers | 343 | 346 | 340 | 168 | 182 | 159 |
Bars Traded | 12828 | 7120 | 5708 | 12828 | 7120 | 5708 |
Profit Streak | 29.5316 | 0 | 270.0316 | 0 | 312.8649 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758748 | -580609 | -577746 | -759599 | 655559 | -584714 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562054400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890729222, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 80, "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": [ [ -1750844.9862560185, -80053.8929454577, -1670791.0933105603, -117550.3375200584, 4169644.8576299716, -4287195.195150032 ], [ -1750.844986, -80.053893, -1670.791093, -117.550338, 4169.644858, -4287.195195 ], [ -0.758871, -0.034698, -0.724173, 0, 0.162848, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1845050, -148053, -1735686, -5564062, -237267, -6691872 ], [ 0.243573, 0.772652, 0.148643, 0.985058, 6.626695, 0.398375 ], [ 59, 29, 30, 59, 29, 30 ], [ 34, 15, 19, 28, 16, 12 ], [ 25, 14, 11, 31, 13, 18 ], [ 57.627119, 51.724138, 63.333333, 47.457627, 55.172414, 40 ], [ 0.179097, 0.721141, 0.086057, 1.0906, 5.38419, 0.597562 ], [ 52244, 52244, 45718, 2710687, 2710687, 1147390 ], [ -1313465, -83866, -1313465, -5426933, -152510, -5426933 ], [ 217, 245, 190, 217, 245, 190 ], [ 124, 151, 103, 271, 297, 237 ], [ 343, 346, 340, 168, 182, 159 ], [ 12828, 7120, 5708, 12828, 7120, 5708 ], [ 29.531588, 0, 270.031588, 0, 312.864922, 0 ], [ 1, 0, 3, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758748, -580609, -577746, -759599, 655559, -584714 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562054400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890729222, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 80, "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) |
---|