Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478893.8185 | 1512473.4719 | -33579.6534 | -56382.9018 | 78021.4979 | -134404.3998 |
Total P&L (%) | 1478.8938 | 1512.4735 | -33.5797 | -56.3829 | 78.0215 | -134.4044 |
Avg Daily Profit (%) | 0.6384 | 0.6529 | -0.0145 | -0.0358 | 0.0249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188295 | -186711 | -128379 | -354003 | -340968 | -198742 |
Profit Factor | 2.54 | 3.394 | 0.8978 | 0.9426 | 1.115 | 0.5579 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 52.5547 | 47.0588 | 57.971 | 52.5547 | 47.0588 | 57.971 |
Ratio Avg Win / Avg Loss | 2.293 | 3.8183 | 0.6509 | 0.851 | 1.2544 | 0.4045 |
Largest Winning Trade | 1493217 | 1493217 | 20794 | 320676 | 320676 | 35061 |
Largest Losing Trade | -69242 | -69242 | -47033 | -174233 | -174233 | -150766 |
Avg Bars in Trades | 64 | 112 | 17 | 64 | 112 | 17 |
Avg Bars in Winners | 55 | 105 | 15 | 55 | 105 | 15 |
Avg Bars in Losers | 74 | 119 | 19 | 74 | 119 | 19 |
Bars Traded | 8871 | 7661 | 1210 | 8871 | 7661 | 1210 |
Profit Streak | 34.5705 | 34.5705 | 76.8205 | 34.5705 | 34.5705 | 76.8205 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675525 | -91660 | -679776 | -578640 | -363658 | -679776 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561485600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477287126, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09419, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 100, "offset": 0, "std": 4.55842 } } }
{ "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": [ [ 1478893.8185399948, 1512473.4719042042, -33579.6533642095, -56382.9018399996, 78021.4979460523, -134404.3997860519 ], [ 1478.893819, 1512.473472, -33.579653, -56.382902, 78.021498, -134.4044 ], [ 0.638417, 0.652913, -0.014496, -0.035811, 0.0249, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188295, -186711, -128379, -354003, -340968, -198742 ], [ 2.539963, 3.394048, 0.897804, 0.942599, 1.115032, 0.557878 ], [ 137, 68, 69, 137, 68, 69 ], [ 72, 32, 40, 72, 32, 40 ], [ 65, 36, 29, 65, 36, 29 ], [ 52.554745, 47.058824, 57.971014, 52.554745, 47.058824, 57.971014 ], [ 2.293022, 3.818304, 0.650908, 0.850957, 1.254411, 0.404462 ], [ 1493217, 1493217, 20794, 320676, 320676, 35061 ], [ -69242, -69242, -47033, -174233, -174233, -150766 ], [ 64, 112, 17, 64, 112, 17 ], [ 55, 105, 15, 55, 105, 15 ], [ 74, 119, 19, 74, 119, 19 ], [ 8871, 7661, 1210, 8871, 7661, 1210 ], [ 34.570453, 34.570453, 76.820453, 34.570453, 34.570453, 76.820453 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 675525, -91660, -679776, -578640, -363658, -679776 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561485600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477287126, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09419, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 100, "offset": 0, "std": 4.55842 } } }
# | 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) |
---|