Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106636.3121 | 952847.4874 | 153788.8247 | 3657589.2422 | -878421.0994 | 4536010.3417 |
Total P&L (%) | 1106.6363 | 952.8475 | 153.7888 | 3657.5892 | -878.4211 | 4536.0103 |
Avg Daily Profit (%) | 0.4774 | 0.4111 | 0.0663 | 0.1566 | 0 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122801 | -112059 | -169131 | -10248105 | -9329999 | -2550058 |
Profit Factor | 1.9092 | 2.3998 | 1.2867 | 1.1521 | 0.9466 | 1.5957 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Profitability (%) | 31.5574 | 31.9672 | 31.1475 | 31.5574 | 31.9672 | 31.1475 |
Ratio Avg Win / Avg Loss | 4.1408 | 5.1073 | 2.8442 | 2.4986 | 2.0145 | 3.5273 |
Largest Winning Trade | 390689 | 390689 | 68682 | 7114980 | 7114980 | 2527887 |
Largest Losing Trade | -49695 | -49695 | -24799 | -2637895 | -2637895 | -821798 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 6799 | 3829 | 2970 | 6799 | 3829 | 2970 |
Profit Streak | 13.3307 | 0 | 13.9973 | 13.3307 | 0 | 13.9973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324742 | 258141 | -109920 | -49500 | -585243 | 146109 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563523200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622169546, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1106636.3120576774, 952847.4873596509, 153788.8246980266, 3657589.242225983, -878421.0994322856, 4536010.341658268 ], [ 1106.636312, 952.847487, 153.788825, 3657.589242, -878.421099, 4536.010342 ], [ 0.47741, 0.411064, 0.066345, 0.156566, 0, 0.165643 ], [ 10, 10, 10, 10, 10, 10 ], [ -122801, -112059, -169131, -10248105, -9329999, -2550058 ], [ 1.909213, 2.399829, 1.28668, 1.152057, 0.946565, 1.595668 ], [ 244, 122, 122, 244, 122, 122 ], [ 77, 39, 38, 77, 39, 38 ], [ 167, 83, 84, 167, 83, 84 ], [ 31.557377, 31.967213, 31.147541, 31.557377, 31.967213, 31.147541 ], [ 4.140761, 5.107329, 2.84424, 2.498618, 2.014484, 3.527265 ], [ 390689, 390689, 68682, 7114980, 7114980, 2527887 ], [ -49695, -49695, -24799, -2637895, -2637895, -821798 ], [ 27, 31, 24, 27, 31, 24 ], [ 61, 67, 55, 61, 67, 55 ], [ 12, 14, 10, 12, 14, 10 ], [ 6799, 3829, 2970, 6799, 3829, 2970 ], [ 13.330666, 0, 13.997333, 13.330666, 0, 13.997333 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324742, 258141, -109920, -49500, -585243, 146109 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563523200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622169546, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|