Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877168.8309 | 877839.9865 | -671.1556 | -42861.8404 | 28790.5683 | -71652.4087 |
Total P&L (%) | 877.1688 | 877.84 | -0.6712 | -42.8618 | 28.7906 | -71.6524 |
Avg Daily Profit (%) | 0.3799 | 0.3802 | -0.0003 | -0.0242 | 0.011 | -0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211780 | -138868 | -261913 | -270545 | -159222 | -189157 |
Profit Factor | 1.4432 | 1.8667 | 0.9993 | 0.9749 | 1.0317 | 0.9101 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Losing Trades | 208 | 111 | 97 | 208 | 111 | 97 |
Profitability (%) | 45.2632 | 41.5789 | 48.9474 | 45.2632 | 41.5789 | 48.9474 |
Ratio Avg Win / Avg Loss | 1.7452 | 2.6228 | 1.0423 | 1.1789 | 1.4496 | 0.9493 |
Largest Winning Trade | 560610 | 560610 | 36506 | 161769 | 161769 | 39040 |
Largest Losing Trade | -57929 | -57929 | -40385 | -113395 | -113395 | -82201 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 22 | 25 | 21 | 22 | 25 | 21 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 6830 | 3715 | 3115 | 6830 | 3715 | 3115 |
Profit Streak | 16.9879 | 19.6546 | 0 | 16.9879 | 19.6546 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454978 | 400315 | -578803 | -578118 | -369056 | -580470 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560816000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758843758564, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "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": [ [ 877168.8308900584, 877839.9865096472, -671.1556195883, -42861.8403764545, 28790.5682759671, -71652.4086524214 ], [ 877.168831, 877.839987, -0.671156, -42.86184, 28.790568, -71.652409 ], [ 0.379891, 0.380182, -0.000291, -0.024237, 0.010958, -0.054581 ], [ 10, 10, 10, 10, 10, 10 ], [ -211780, -138868, -261913, -270545, -159222, -189157 ], [ 1.443179, 1.866697, 0.999306, 0.974864, 1.031714, 0.910142 ], [ 380, 190, 190, 380, 190, 190 ], [ 172, 79, 93, 172, 79, 93 ], [ 208, 111, 97, 208, 111, 97 ], [ 45.263158, 41.578947, 48.947368, 45.263158, 41.578947, 48.947368 ], [ 1.74524, 2.622827, 1.042286, 1.178905, 1.449624, 0.949288 ], [ 560610, 560610, 36506, 161769, 161769, 39040 ], [ -57929, -57929, -40385, -113395, -113395, -82201 ], [ 17, 19, 16, 17, 19, 16 ], [ 22, 25, 21, 22, 25, 21 ], [ 13, 15, 11, 13, 15, 11 ], [ 6830, 3715, 3115, 6830, 3715, 3115 ], [ 16.987946, 19.654613, 0, 16.987946, 19.654613, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454978, 400315, -578803, -578118, -369056, -580470 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560816000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758843758564, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "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) |
---|