Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499958.112 | 1671253.5382 | -171295.4262 | -99249.369 | 314028.8992 | -413278.2682 |
Total P&L (%) | 1499.9581 | 1671.2535 | -171.2954 | -99.2494 | 314.0289 | -413.2783 |
Avg Daily Profit (%) | 0.6472 | 0.7211 | -0.0739 | -0.2109 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254775 | -197441 | -206137 | -609371 | -321071 | -427513 |
Profit Factor | 2.3609 | 3.6831 | 0.6426 | 0.8953 | 1.6609 | 0.1265 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 44.6429 | 41.0714 | 48.2143 | 44.6429 | 41.0714 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.9275 | 5.2844 | 0.6902 | 1.1102 | 2.3831 | 0.1359 |
Largest Winning Trade | 1779213 | 1779213 | 44246 | 559359 | 559359 | 19323 |
Largest Losing Trade | -89516 | -62431 | -89516 | -256227 | -249663 | -256227 |
Avg Bars in Trades | 60 | 84 | 36 | 60 | 84 | 36 |
Avg Bars in Winners | 79 | 120 | 45 | 79 | 120 | 45 |
Avg Bars in Losers | 44 | 59 | 27 | 44 | 59 | 27 |
Bars Traded | 6753 | 4725 | 2028 | 6753 | 4725 | 2028 |
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 | 524549 | -164206 | -761527 | -580897 | -291427 | -761527 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6953, "evaluation_days": 2317.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759579677914, "expiration_time": 1765572192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 137, "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": [ [ 1499958.1119710081, 1671253.5382147096, -171295.4262437007, -99249.3690413995, 314028.8991580279, -413278.2681994274 ], [ 1499.958112, 1671.253538, -171.295426, -99.249369, 314.028899, -413.278268 ], [ 0.647184, 0.721092, -0.073908, -0.210852, 0.06132, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -254775, -197441, -206137, -609371, -321071, -427513 ], [ 2.360906, 3.683051, 0.642601, 0.895335, 1.66093, 0.126485 ], [ 112, 56, 56, 112, 56, 56 ], [ 50, 23, 27, 50, 23, 27 ], [ 62, 33, 29, 62, 33, 29 ], [ 44.642857, 41.071429, 48.214286, 44.642857, 41.071429, 48.214286 ], [ 2.927523, 5.284378, 0.690201, 1.110215, 2.383073, 0.135854 ], [ 1779213, 1779213, 44246, 559359, 559359, 19323 ], [ -89516, -62431, -89516, -256227, -249663, -256227 ], [ 60, 84, 36, 60, 84, 36 ], [ 79, 120, 45, 79, 120, 45 ], [ 44, 59, 27, 44, 59, 27 ], [ 6753, 4725, 2028, 6753, 4725, 2028 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524549, -164206, -761527, -580897, -291427, -761527 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6953, "evaluation_days": 2317.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759579677914, "expiration_time": 1765572192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 137, "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) |
---|