Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268545.9392 | 374008.1463 | -105462.2071 | -83365.238 | 1482555.6529 | -1565920.8909 |
Total P&L (%) | 268.5459 | 374.0081 | -105.4622 | -83.3652 | 1482.5557 | -1565.9209 |
Avg Daily Profit (%) | 0.116 | 0.1616 | -0.0456 | -0.0775 | 0.1194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306745 | -166048 | -216886 | -3335887 | -1528332 | -1956823 |
Profit Factor | 1.1601 | 1.4879 | 0.8842 | 0.9908 | 1.3331 | 0.6638 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Profitability (%) | 48.8889 | 48.1013 | 49.6815 | 48.8889 | 48.1013 | 49.6815 |
Ratio Avg Win / Avg Loss | 1.2128 | 1.6053 | 0.8956 | 1.0359 | 1.4384 | 0.6723 |
Largest Winning Trade | 102711 | 102711 | 68712 | 1172541 | 1172541 | 376328 |
Largest Losing Trade | -50961 | -42116 | -50961 | -862729 | -862729 | -657358 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 26 | 19 | 34 | 26 | 19 | 34 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 6714 | 2754 | 3960 | 6714 | 2754 | 3960 |
Profit Streak | 0 | 0 | 17.9451 | 0 | 0 | 17.9451 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81079 | 340099 | -579791 | -577618 | -33139 | -579791 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6945, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561824000000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759358459530, "expiration_time": 1765334880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 268545.9392304587, 374008.1463085174, -105462.2070780585, -83365.2380179824, 1482555.6529310704, -1565920.890949051 ], [ 268.545939, 374.008146, -105.462207, -83.365238, 1482.555653, -1565.920891 ], [ 0.116003, 0.161559, -0.045556, -0.077451, 0.119364, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -306745, -166048, -216886, -3335887, -1528332, -1956823 ], [ 1.160082, 1.487858, 0.884225, 0.990847, 1.333133, 0.663792 ], [ 315, 158, 157, 315, 158, 157 ], [ 154, 76, 78, 154, 76, 78 ], [ 161, 82, 79, 161, 82, 79 ], [ 48.888889, 48.101266, 49.681529, 48.888889, 48.101266, 49.681529 ], [ 1.212813, 1.605321, 0.895561, 1.035885, 1.43838, 0.672302 ], [ 102711, 102711, 68712, 1172541, 1172541, 376328 ], [ -50961, -42116, -50961, -862729, -862729, -657358 ], [ 21, 17, 25, 21, 17, 25 ], [ 26, 19, 34, 26, 19, 34 ], [ 16, 15, 16, 16, 15, 16 ], [ 6714, 2754, 3960, 6714, 2754, 3960 ], [ 0, 0, 17.945133, 0, 0, 17.945133 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81079, 340099, -579791, -577618, -33139, -579791 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6945, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561824000000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759358459530, "expiration_time": 1765334880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|