Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472375.0261 | 523791.724 | -51416.6979 | -70394.4244 | 122449.6107 | -192844.0351 |
Total P&L (%) | 472.375 | 523.7917 | -51.4167 | -70.3944 | 122.4496 | -192.844 |
Avg Daily Profit (%) | 0.2045 | 0.2268 | -0.0223 | -0.0527 | 0.0346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242373 | -183979 | -256835 | -233571 | -81801 | -239550 |
Profit Factor | 1.4398 | 2.0501 | 0.9106 | 0.8709 | 1.5916 | 0.4297 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 50.3704 | 47.0588 | 53.7313 | 50.3704 | 47.0588 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.4187 | 2.3064 | 0.7841 | 0.8581 | 1.7905 | 0.37 |
Largest Winning Trade | 184038 | 184038 | 60952 | 149591 | 149591 | 27129 |
Largest Losing Trade | -59918 | -49926 | -59918 | -110535 | -42518 | -110535 |
Avg Bars in Trades | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Winners | 50 | 41 | 59 | 50 | 41 | 59 |
Avg Bars in Losers | 47 | 58 | 34 | 47 | 58 | 34 |
Bars Traded | 6617 | 3430 | 3187 | 6617 | 3430 | 3187 |
Profit Streak | 0 | 0 | 46.1146 | 0 | 0 | 46.1146 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324122 | -98438 | -695429 | -580372 | -254274 | -695429 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565596800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912303329, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 472375.0260969809, 523791.7239715979, -51416.6978746171, -70394.4243957497, 122449.6107036984, -192844.0350994481 ], [ 472.375026, 523.791724, -51.416698, -70.394424, 122.449611, -192.844035 ], [ 0.204491, 0.22675, -0.022258, -0.052679, 0.034618, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -242373, -183979, -256835, -233571, -81801, -239550 ], [ 1.439827, 2.050126, 0.910613, 0.870867, 1.591553, 0.429679 ], [ 135, 68, 67, 135, 68, 67 ], [ 68, 32, 36, 68, 32, 36 ], [ 67, 36, 31, 67, 36, 31 ], [ 50.37037, 47.058824, 53.731343, 50.37037, 47.058824, 53.731343 ], [ 1.418653, 2.306391, 0.784139, 0.85806, 1.790497, 0.370001 ], [ 184038, 184038, 60952, 149591, 149591, 27129 ], [ -59918, -49926, -59918, -110535, -42518, -110535 ], [ 49, 50, 47, 49, 50, 47 ], [ 50, 41, 59, 50, 41, 59 ], [ 47, 58, 34, 47, 58, 34 ], [ 6617, 3430, 3187, 6617, 3430, 3187 ], [ 0, 0, 46.114622, 0, 0, 46.114622 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324122, -98438, -695429, -580372, -254274, -695429 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565596800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912303329, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|