Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2327940.9042 | -95740.6953 | -2232200.2089 | -135185.4682 | 8522317.8371 | -8657503.3052 |
Total P&L (%) | -2327.9409 | -95.7407 | -2232.2002 | -135.1855 | 8522.3178 | -8657.5033 |
Avg Daily Profit (%) | -1.0026 | -0.0412 | -0.9614 | 0 | 0.1921 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2504100 | -201931 | -2357231 | -13579300 | -1985505 | -13891446 |
Profit Factor | 0.2306 | 0.7581 | 0.1511 | 0.992 | 4.3249 | 0.3996 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 25 | 37 | 36 | 23 | 13 |
Losing Trades | 27 | 19 | 8 | 53 | 21 | 32 |
Profitability (%) | 69.6629 | 56.8182 | 82.2222 | 40.4494 | 52.2727 | 28.8889 |
Ratio Avg Win / Avg Loss | 0.1004 | 0.5762 | 0.0327 | 1.4605 | 3.9489 | 0.9836 |
Largest Winning Trade | 32671 | 28597 | 32671 | 6091748 | 6091748 | 2010078 |
Largest Losing Trade | -1892126 | -81066 | -1892126 | -10114647 | -1479284 | -10114647 |
Avg Bars in Trades | 145 | 171 | 120 | 145 | 171 | 120 |
Avg Bars in Winners | 50 | 45 | 53 | 224 | 254 | 171 |
Avg Bars in Losers | 365 | 337 | 432 | 92 | 80 | 100 |
Bars Traded | 12972 | 7543 | 5429 | 12972 | 7543 | 5429 |
Profit Streak | 2.8553 | 0 | 291.3553 | 0 | 20.8553 | 0 |
Trades During Streak | 1 | 0 | 11 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578997 | -579835 | -575092 | -582587 | 582338 | -593386 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13931, "evaluation_days": 2321.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562472000000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759984293598, "expiration_time": 1766000592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 217, "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": [ [ -2327940.9042373225, -95740.6953037731, -2232200.2089335495, -135185.4681802557, 8522317.837064695, -8657503.305244947 ], [ -2327.940904, -95.740695, -2232.200209, -135.185468, 8522.317837, -8657.503305 ], [ -1.002632, -0.041235, -0.961397, 0, 0.192142, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2504100, -201931, -2357231, -13579300, -1985505, -13891446 ], [ 0.23055, 0.758129, 0.151135, 0.99204, 4.324948, 0.399603 ], [ 89, 44, 45, 89, 44, 45 ], [ 62, 25, 37, 36, 23, 13 ], [ 27, 19, 8, 53, 21, 32 ], [ 69.662921, 56.818182, 82.222222, 40.449438, 52.272727, 28.888889 ], [ 0.100401, 0.576178, 0.032678, 1.460503, 3.948865, 0.983637 ], [ 32671, 28597, 32671, 6091748, 6091748, 2010078 ], [ -1892126, -81066, -1892126, -10114647, -1479284, -10114647 ], [ 145, 171, 120, 145, 171, 120 ], [ 50, 45, 53, 224, 254, 171 ], [ 365, 337, 432, 92, 80, 100 ], [ 12972, 7543, 5429, 12972, 7543, 5429 ], [ 2.85525, 0, 291.35525, 0, 20.85525, 0 ], [ 1, 0, 11, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578997, -579835, -575092, -582587, 582338, -593386 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13931, "evaluation_days": 2321.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562472000000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759984293598, "expiration_time": 1766000592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 217, "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) |
---|