Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886926.0263 | 822665.8889 | 64260.1373 | 236359.3289 | -13157.8463 | 249517.1752 |
Total P&L (%) | 886.926 | 822.6659 | 64.2601 | 236.3593 | -13.1578 | 249.5172 |
Avg Daily Profit (%) | 0.3826 | 0.3549 | 0.0277 | 0.0523 | -0.0061 | 0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138649 | -163044 | -171822 | -324633 | -384017 | -123588 |
Profit Factor | 1.6904 | 2.1612 | 1.1115 | 1.1216 | 0.9894 | 1.3578 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 36.5385 | 34.6154 | 38.4615 | 36.5385 | 34.6154 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.936 | 4.0823 | 1.7784 | 1.9481 | 1.8689 | 2.1725 |
Largest Winning Trade | 459518 | 459518 | 57826 | 369175 | 369175 | 145445 |
Largest Losing Trade | -46483 | -46483 | -33881 | -111495 | -103154 | -111495 |
Avg Bars in Trades | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Winners | 76 | 87 | 66 | 76 | 87 | 66 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 9088 | 5175 | 3913 | 9088 | 5175 | 3913 |
Profit Streak | 14.5929 | 0 | 17.0929 | 14.5929 | 0 | 17.0929 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332838 | 259668 | -257159 | -212196 | -584260 | -123452 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561248000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759608830171, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 23, "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": [ [ 886926.0262786619, 822665.8889486501, 64260.137330012, 236359.3289068281, -13157.846305321, 249517.1752121492 ], [ 886.926026, 822.665889, 64.260137, 236.359329, -13.157846, 249.517175 ], [ 0.382626, 0.354903, 0.027722, 0.052344, -0.006086, 0.054 ], [ 10, 10, 10, 10, 10, 10 ], [ -138649, -163044, -171822, -324633, -384017, -123588 ], [ 1.690414, 2.161241, 1.111525, 1.121627, 0.98944, 1.357821 ], [ 208, 104, 104, 208, 104, 104 ], [ 76, 36, 40, 76, 36, 40 ], [ 132, 68, 64, 132, 68, 64 ], [ 36.538462, 34.615385, 38.461538, 36.538462, 34.615385, 38.461538 ], [ 2.935982, 4.082344, 1.778441, 1.948089, 1.868942, 2.172514 ], [ 459518, 459518, 57826, 369175, 369175, 145445 ], [ -46483, -46483, -33881, -111495, -103154, -111495 ], [ 43, 49, 37, 43, 49, 37 ], [ 76, 87, 66, 76, 87, 66 ], [ 24, 29, 19, 24, 29, 19 ], [ 9088, 5175, 3913, 9088, 5175, 3913 ], [ 14.592942, 0, 17.092942, 14.592942, 0, 17.092942 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332838, 259668, -257159, -212196, -584260, -123452 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561248000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759608830171, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 23, "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) |
---|