Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972239.176 | 835916.1518 | 136323.0242 | 849440.1043 | -160622.8656 | 1010062.9699 |
Total P&L (%) | 972.2392 | 835.9162 | 136.323 | 849.4401 | -160.6229 | 1010.063 |
Avg Daily Profit (%) | 0.4212 | 0.3622 | 0.0591 | 0.0976 | 0 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126849 | -93397 | -248697 | -2801632 | -2001835 | -1137497 |
Profit Factor | 1.4663 | 1.8434 | 1.1246 | 1.0762 | 0.9726 | 1.191 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 216 | 97 | 119 | 216 | 97 | 119 |
Losing Trades | 378 | 200 | 178 | 378 | 200 | 178 |
Profitability (%) | 36.3636 | 32.6599 | 40.0673 | 36.3636 | 32.6599 | 40.0673 |
Ratio Avg Win / Avg Loss | 2.566 | 3.8008 | 1.6822 | 1.8834 | 2.0053 | 1.7815 |
Largest Winning Trade | 489216 | 489216 | 56397 | 597418 | 597418 | 595084 |
Largest Losing Trade | -27927 | -20421 | -27927 | -532597 | -532597 | -509554 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4590 | 2174 | 2416 | 4590 | 2174 | 2416 |
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 | 367852 | 268348 | -198975 | -199778 | -583468 | -65174 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559736000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863864517, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 1.25892 } }, "second_band": { "type": "ohlc4", "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": [ [ 972239.1760229594, 835916.1518035394, 136323.0242194191, 849440.1043106699, -160622.8656003823, 1010062.9699110517 ], [ 972.239176, 835.916152, 136.323024, 849.440104, -160.622866, 1010.06297 ], [ 0.421247, 0.362182, 0.059065, 0.097565, 0, 0.104344 ], [ 10, 10, 10, 10, 10, 10 ], [ -126849, -93397, -248697, -2801632, -2001835, -1137497 ], [ 1.46629, 1.843395, 1.124619, 1.076239, 0.972559, 1.190994 ], [ 594, 297, 297, 594, 297, 297 ], [ 216, 97, 119, 216, 97, 119 ], [ 378, 200, 178, 378, 200, 178 ], [ 36.363636, 32.659933, 40.06734, 36.363636, 32.659933, 40.06734 ], [ 2.566008, 3.800814, 1.682203, 1.883419, 2.005276, 1.781486 ], [ 489216, 489216, 56397, 597418, 597418, 595084 ], [ -27927, -20421, -27927, -532597, -532597, -509554 ], [ 7, 7, 8, 7, 7, 8 ], [ 13, 14, 13, 13, 14, 13 ], [ 4, 4, 4, 4, 4, 4 ], [ 4590, 2174, 2416, 4590, 2174, 2416 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367852, 268348, -198975, -199778, -583468, -65174 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559736000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863864517, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 1.25892 } }, "second_band": { "type": "ohlc4", "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) |
---|