Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016094.3019 | 966983.6853 | 49110.6166 | 460612.1436 | 948022.7844 | -487410.6408 |
Total P&L (%) | 1016.0943 | 966.9837 | 49.1106 | 460.6121 | 948.0228 | -487.4106 |
Avg Daily Profit (%) | 0.4391 | 0.4179 | 0.0212 | 0.0745 | 0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133130 | -88031 | -137674 | -1475307 | -1232682 | -1084575 |
Profit Factor | 1.9611 | 2.8757 | 1.0907 | 1.0592 | 1.2478 | 0.8766 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 35.6643 | 27.7778 | 43.662 | 35.6643 | 27.7778 | 43.662 |
Ratio Avg Win / Avg Loss | 3.5378 | 7.4769 | 1.4073 | 1.9108 | 3.2443 | 1.1312 |
Largest Winning Trade | 414850 | 414850 | 84478 | 1265843 | 1265843 | 475992 |
Largest Losing Trade | -39585 | -39585 | -37859 | -633734 | -411768 | -633734 |
Avg Bars in Trades | 62 | 54 | 70 | 62 | 54 | 70 |
Avg Bars in Winners | 125 | 120 | 128 | 125 | 120 | 128 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 8947 | 3935 | 5011 | 8947 | 3935 | 5011 |
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 | 309965 | -81639 | -376135 | -252901 | -153097 | -668534 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9256, "evaluation_days": 2314, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560621600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759273356611, "expiration_time": 1765253088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.54092 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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": [ [ 1016094.3019070933, 966983.6853138667, 49110.6165932269, 460612.1435634937, 948022.7843761446, -487410.6408126512 ], [ 1016.094302, 966.983685, 49.110617, 460.612144, 948.022784, -487.410641 ], [ 0.439107, 0.417884, 0.021223, 0.074525, 0.101585, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -133130, -88031, -137674, -1475307, -1232682, -1084575 ], [ 1.961147, 2.875742, 1.090669, 1.059228, 1.247801, 0.876642 ], [ 143, 72, 71, 143, 72, 71 ], [ 51, 20, 31, 51, 20, 31 ], [ 92, 52, 40, 92, 52, 40 ], [ 35.664336, 27.777778, 43.661972, 35.664336, 27.777778, 43.661972 ], [ 3.537756, 7.47693, 1.407315, 1.910764, 3.244282, 1.131151 ], [ 414850, 414850, 84478, 1265843, 1265843, 475992 ], [ -39585, -39585, -37859, -633734, -411768, -633734 ], [ 62, 54, 70, 62, 54, 70 ], [ 125, 120, 128, 125, 120, 128 ], [ 27, 29, 25, 27, 29, 25 ], [ 8947, 3935, 5011, 8947, 3935, 5011 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309965, -81639, -376135, -252901, -153097, -668534 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9256, "evaluation_days": 2314, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560621600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759273356611, "expiration_time": 1765253088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.54092 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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) |
---|