Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060034.9677 | 894687.4515 | 165347.5162 | 1703813.2278 | 338641.8121 | 1365171.4158 |
Total P&L (%) | 1060.035 | 894.6875 | 165.3475 | 1703.8132 | 338.6418 | 1365.1714 |
Avg Daily Profit (%) | 0.4564 | 0.3852 | 0.0712 | 0.1246 | 0.0637 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206796 | -153923 | -200149 | -2143988 | -2210846 | -779522 |
Profit Factor | 1.6514 | 2.0819 | 1.2066 | 1.1793 | 1.0623 | 1.3352 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 145 | 62 | 83 | 145 | 62 | 83 |
Losing Trades | 267 | 144 | 123 | 267 | 144 | 123 |
Profitability (%) | 35.1942 | 30.0971 | 40.2913 | 35.1942 | 30.0971 | 40.2913 |
Ratio Avg Win / Avg Loss | 3.0409 | 4.8353 | 1.7881 | 2.1715 | 2.4674 | 1.9787 |
Largest Winning Trade | 488754 | 488754 | 61029 | 1893850 | 1893850 | 490128 |
Largest Losing Trade | -25270 | -21808 | -25270 | -470188 | -470188 | -302571 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 13861 | 6245 | 7617 | 13861 | 6245 | 7617 |
Profit Streak | 0 | 0 | 21.4545 | 0 | 0 | 21.4545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351082 | 229020 | -99965 | -52071 | -265962 | -39485 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13936, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560153600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760064872200, "expiration_time": 1766074752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 6, "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": [ [ 1060034.967692473, 894687.4515072423, 165347.5161852298, 1703813.2278131219, 338641.8120623208, 1365171.4157508009 ], [ 1060.034968, 894.687452, 165.347516, 1703.813228, 338.641812, 1365.171416 ], [ 0.456386, 0.385198, 0.071189, 0.12461, 0.063676, 0.115647 ], [ 10, 10, 10, 10, 10, 10 ], [ -206796, -153923, -200149, -2143988, -2210846, -779522 ], [ 1.651403, 2.081887, 1.206596, 1.179265, 1.062342, 1.335223 ], [ 412, 206, 206, 412, 206, 206 ], [ 145, 62, 83, 145, 62, 83 ], [ 267, 144, 123, 267, 144, 123 ], [ 35.194175, 30.097087, 40.291262, 35.194175, 30.097087, 40.291262 ], [ 3.040859, 4.835349, 1.788088, 2.171473, 2.467374, 1.978704 ], [ 488754, 488754, 61029, 1893850, 1893850, 490128 ], [ -25270, -21808, -25270, -470188, -470188, -302571 ], [ 33, 30, 36, 33, 30, 36 ], [ 65, 63, 66, 65, 63, 66 ], [ 16, 16, 16, 16, 16, 16 ], [ 13861, 6245, 7617, 13861, 6245, 7617 ], [ 0, 0, 21.454539, 0, 0, 21.454539 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351082, 229020, -99965, -52071, -265962, -39485 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13936, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560153600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760064872200, "expiration_time": 1766074752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 6, "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) |
---|