Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1532097.7943 | -18078.3777 | -1514019.4166 | -77882.2783 | 2749998.1405 | -2827880.4188 |
Total P&L (%) | -1532.0978 | -18.0784 | -1514.0194 | -77.8823 | 2749.9981 | -2827.8804 |
Avg Daily Profit (%) | -0.6639 | -0.0078 | -0.6561 | -0.0654 | 0.1453 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1654536 | -168640 | -1590744 | -8024776 | -869462 | -7524301 |
Profit Factor | 0.348 | 0.9593 | 0.2056 | 0.9915 | 3.0705 | 0.6397 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 158 | 78 | 80 | 152 | 75 | 77 |
Losing Trades | 77 | 39 | 38 | 83 | 42 | 41 |
Profitability (%) | 67.234 | 66.6667 | 67.7966 | 64.6809 | 64.1026 | 65.2542 |
Ratio Avg Win / Avg Loss | 0.1696 | 0.4796 | 0.0976 | 0.5414 | 1.7195 | 0.3406 |
Largest Winning Trade | 23834 | 23834 | 13761 | 984767 | 710853 | 984767 |
Largest Losing Trade | -1351791 | -87012 | -1351791 | -3781586 | -644447 | -3781586 |
Avg Bars in Trades | 36 | 44 | 27 | 36 | 44 | 27 |
Avg Bars in Winners | 6 | 7 | 6 | 11 | 11 | 11 |
Avg Bars in Losers | 96 | 119 | 71 | 81 | 104 | 56 |
Bars Traded | 8497 | 5264 | 3233 | 8497 | 5264 | 3233 |
Profit Streak | 16.5875 | 16.5875 | 61.0875 | 16.5875 | 16.5875 | 61.0875 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575669 | -577379 | -576773 | -576000 | 368190 | -577102 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562673600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830764153, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.32735, "nb": 0.98519, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 155, "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": [ [ -1532097.7943420308, -18078.377744744, -1514019.4165972876, -77882.2782904686, 2749998.140475713, -2827880.418766184 ], [ -1532.097794, -18.078378, -1514.019417, -77.882278, 2749.99814, -2827.880419 ], [ -0.663892, -0.007834, -0.656059, -0.065358, 0.145264, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1654536, -168640, -1590744, -8024776, -869462, -7524301 ], [ 0.348008, 0.959289, 0.205577, 0.991512, 3.070505, 0.639655 ], [ 235, 117, 118, 235, 117, 118 ], [ 158, 78, 80, 152, 75, 77 ], [ 77, 39, 38, 83, 42, 41 ], [ 67.234043, 66.666667, 67.79661, 64.680851, 64.102564, 65.254237 ], [ 0.169599, 0.479644, 0.097649, 0.541418, 1.719483, 0.340596 ], [ 23834, 23834, 13761, 984767, 710853, 984767 ], [ -1351791, -87012, -1351791, -3781586, -644447, -3781586 ], [ 36, 44, 27, 36, 44, 27 ], [ 6, 7, 6, 11, 11, 11 ], [ 96, 119, 71, 81, 104, 56 ], [ 8497, 5264, 3233, 8497, 5264, 3233 ], [ 16.587548, 16.587548, 61.087548, 16.587548, 16.587548, 61.087548 ], [ 7, 3, 10, 7, 3, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575669, -577379, -576773, -576000, 368190, -577102 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562673600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830764153, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.32735, "nb": 0.98519, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 155, "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) |
---|