Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3010107.4209 | 2886137.5271 | 123969.8938 | 3198154.8332 | 2583839.0444 | 614315.7888 |
Total P&L (%) | 3010.1074 | 2886.1375 | 123.9699 | 3198.1548 | 2583.839 | 614.3158 |
Avg Daily Profit (%) | 1.3043 | 1.2506 | 0.0537 | 0.1516 | 0.1427 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119494 | -81254 | -112916 | -5029664 | -4055495 | -2351749 |
Profit Factor | 4.7558 | 7.7344 | 1.3325 | 1.1398 | 1.2015 | 1.0611 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 30.4762 | 20.7547 | 40.3846 | 30.4762 | 20.7547 | 40.3846 |
Ratio Avg Win / Avg Loss | 10.8491 | 29.5313 | 1.967 | 2.6002 | 4.5876 | 1.5664 |
Largest Winning Trade | 2561813 | 2561813 | 83377 | 4606069 | 4606069 | 1844688 |
Largest Losing Trade | -36115 | -36115 | -31528 | -1047086 | -1047086 | -1036771 |
Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Winners | 204 | 217 | 196 | 204 | 217 | 196 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 8894 | 3906 | 4988 | 8894 | 3906 | 4988 |
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 | 500629 | -206773 | -303582 | -65325 | -230444 | -414750 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562911200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919369066, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 33, "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": [ [ 3010107.420942082, 2886137.5271463916, 123969.8937956907, 3198154.8332358925, 2583839.0443874053, 614315.7888484906 ], [ 3010.107421, 2886.137527, 123.969894, 3198.154833, 2583.839044, 614.315789 ], [ 1.304347, 1.250628, 0.053719, 0.151602, 0.142658, 0.085234 ], [ 10, 10, 10, 10, 10, 10 ], [ -119494, -81254, -112916, -5029664, -4055495, -2351749 ], [ 4.755783, 7.734392, 1.332455, 1.1398, 1.201522, 1.061095 ], [ 105, 53, 52, 105, 53, 52 ], [ 32, 11, 21, 32, 11, 21 ], [ 73, 42, 31, 73, 42, 31 ], [ 30.47619, 20.754717, 40.384615, 30.47619, 20.754717, 40.384615 ], [ 10.849131, 29.531315, 1.966957, 2.600168, 4.587629, 1.566378 ], [ 2561813, 2561813, 83377, 4606069, 4606069, 1844688 ], [ -36115, -36115, -31528, -1047086, -1047086, -1036771 ], [ 84, 73, 95, 84, 73, 95 ], [ 204, 217, 196, 204, 217, 196 ], [ 32, 36, 27, 32, 36, 27 ], [ 8894, 3906, 4988, 8894, 3906, 4988 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500629, -206773, -303582, -65325, -230444, -414750 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562911200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919369066, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 33, "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) |
---|