Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750002.7412 | 831411.0545 | -81408.3134 | -80848.0638 | 376652.3924 | -457500.4562 |
Total P&L (%) | 750.0027 | 831.4111 | -81.4083 | -80.8481 | 376.6524 | -457.5005 |
Avg Daily Profit (%) | 0.3239 | 0.3591 | -0.0352 | -0.0714 | 0.0675 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225792 | -174537 | -217816 | -584410 | -246758 | -537160 |
Profit Factor | 1.8445 | 2.9001 | 0.8193 | 0.9315 | 1.9093 | 0.4034 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 38.2022 | 34.0909 | 42.2222 | 38.2022 | 34.0909 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.9837 | 5.6068 | 1.1212 | 1.5069 | 3.6913 | 0.552 |
Largest Winning Trade | 651909 | 651909 | 46820 | 341794 | 341794 | 110455 |
Largest Losing Trade | -71430 | -57909 | -71430 | -172356 | -67598 | -172356 |
Avg Bars in Trades | 95 | 138 | 53 | 95 | 138 | 53 |
Avg Bars in Winners | 129 | 188 | 83 | 129 | 188 | 83 |
Avg Bars in Losers | 74 | 111 | 31 | 74 | 111 | 31 |
Bars Traded | 8486 | 6077 | 2409 | 8486 | 6077 | 2409 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296871 | 317016 | -582070 | -582350 | -105356 | -583736 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9262, "evaluation_days": 2315.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564207200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759409892914, "expiration_time": 1765386576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "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": [ [ 750002.7411887973, 831411.0545498846, -81408.3133610875, -80848.0638269111, 376652.3924082937, -457500.4562352048 ], [ 750.002741, 831.411055, -81.408313, -80.848064, 376.652392, -457.500456 ], [ 0.323905, 0.359063, -0.035158, -0.071353, 0.067465, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -225792, -174537, -217816, -584410, -246758, -537160 ], [ 1.844495, 2.900057, 0.819308, 0.931544, 1.909294, 0.403361 ], [ 89, 44, 45, 89, 44, 45 ], [ 34, 15, 19, 34, 15, 19 ], [ 55, 29, 26, 55, 29, 26 ], [ 38.202247, 34.090909, 42.222222, 38.202247, 34.090909, 42.222222 ], [ 2.983742, 5.606777, 1.121158, 1.506909, 3.691301, 0.551968 ], [ 651909, 651909, 46820, 341794, 341794, 110455 ], [ -71430, -57909, -71430, -172356, -67598, -172356 ], [ 95, 138, 53, 95, 138, 53 ], [ 129, 188, 83, 129, 188, 83 ], [ 74, 111, 31, 74, 111, 31 ], [ 8486, 6077, 2409, 8486, 6077, 2409 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 296871, 317016, -582070, -582350, -105356, -583736 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9262, "evaluation_days": 2315.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564207200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759409892914, "expiration_time": 1765386576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "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) |
---|