Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3045018.0623 | 2790899.4649 | 254118.5974 | 45446485.5295 | 11150153.5231 | 34296332.0064 |
Total P&L (%) | 3045.0181 | 2790.8995 | 254.1186 | 45446.4855 | 11150.1535 | 34296.332 |
Avg Daily Profit (%) | 1.3158 | 1.206 | 0.1098 | 0.2649 | 0.2043 | 0.2527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95986 | -103179 | -57487 | -79507348 | -51082635 | -32979765 |
Profit Factor | 6.7731 | 9.0989 | 2.3898 | 1.2373 | 1.0892 | 1.516 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 36.6197 | 27.7778 | 45.7143 | 36.6197 | 27.7778 | 45.7143 |
Ratio Avg Win / Avg Loss | 11.7227 | 23.6573 | 2.8379 | 2.1415 | 2.8319 | 1.8002 |
Largest Winning Trade | 2186672 | 2186672 | 84673 | 43415021 | 37838477 | 43415021 |
Largest Losing Trade | -30525 | -30525 | -26843 | -18814935 | -18814935 | -14287116 |
Avg Bars in Trades | 125 | 128 | 121 | 125 | 128 | 121 |
Avg Bars in Winners | 229 | 282 | 196 | 229 | 282 | 196 |
Avg Bars in Losers | 65 | 70 | 58 | 65 | 70 | 58 |
Bars Traded | 8890 | 4643 | 4247 | 8890 | 4643 | 4247 |
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 | -74339 | 161009 | -43522 | -87077 | -130820 | 335760 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562608800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299765028, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.73138 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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": [ [ 3045018.0622766847, 2790899.4648534944, 254118.5974231908, 45446485.52949769, 11150153.523056269, 34296332.00644142 ], [ 3045.018062, 2790.899465, 254.118597, 45446.485529, 11150.153523, 34296.332006 ], [ 1.315769, 1.205963, 0.109806, 0.264856, 0.20429, 0.252691 ], [ 10, 10, 10, 10, 10, 10 ], [ -95986, -103179, -57487, -79507348, -51082635, -32979765 ], [ 6.773109, 9.098943, 2.38978, 1.23732, 1.089178, 1.515997 ], [ 71, 36, 35, 71, 36, 35 ], [ 26, 10, 16, 26, 10, 16 ], [ 45, 26, 19, 45, 26, 19 ], [ 36.619718, 27.777778, 45.714286, 36.619718, 27.777778, 45.714286 ], [ 11.722689, 23.657251, 2.837864, 2.141515, 2.831862, 1.800247 ], [ 2186672, 2186672, 84673, 43415021, 37838477, 43415021 ], [ -30525, -30525, -26843, -18814935, -18814935, -14287116 ], [ 125, 128, 121, 125, 128, 121 ], [ 229, 282, 196, 229, 282, 196 ], [ 65, 70, 58, 65, 70, 58 ], [ 8890, 4643, 4247, 8890, 4643, 4247 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74339, 161009, -43522, -87077, -130820, 335760 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562608800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299765028, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.73138 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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) |
---|