Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375023.1874 | 482815.1917 | -107792.0043 | -50689.7504 | 672069.736 | -722759.4864 |
Total P&L (%) | 375.0232 | 482.8152 | -107.792 | -50.6898 | 672.0697 | -722.7595 |
Avg Daily Profit (%) | 0.162 | 0.2086 | -0.0466 | -0.0305 | 0.0883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172830 | -115756 | -181000 | -1303545 | -715907 | -914729 |
Profit Factor | 1.4302 | 2.2958 | 0.7841 | 0.9818 | 1.4979 | 0.4952 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 47.6636 | 51.8519 | 43.3962 | 47.6636 | 51.8519 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.5704 | 2.1318 | 1.0227 | 1.078 | 1.3909 | 0.646 |
Largest Winning Trade | 178159 | 178159 | 90975 | 475949 | 475949 | 235988 |
Largest Losing Trade | -54911 | -46480 | -54911 | -559844 | -559844 | -353977 |
Avg Bars in Trades | 39 | 24 | 54 | 39 | 24 | 54 |
Avg Bars in Winners | 60 | 25 | 104 | 60 | 25 | 104 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 4229 | 1336 | 2893 | 4229 | 1336 | 2893 |
Profit Streak | 0 | 0 | 70.5874 | 0 | 0 | 70.5874 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311855 | -167472 | -760766 | -579735 | -252862 | -762433 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4630, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1567814400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327549977, "expiration_time": 1765320480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 197, "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": [ [ 375023.1873534768, 482815.1917024006, -107792.0043489239, -50689.750415095, 672069.7360150298, -722759.4864301251 ], [ 375.023187, 482.815192, -107.792004, -50.68975, 672.069736, -722.759486 ], [ 0.161997, 0.208559, -0.046562, -0.030537, 0.088329, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172830, -115756, -181000, -1303545, -715907, -914729 ], [ 1.430171, 2.295812, 0.784072, 0.981778, 1.497852, 0.49523 ], [ 107, 54, 53, 107, 54, 53 ], [ 51, 28, 23, 51, 28, 23 ], [ 56, 26, 30, 56, 26, 30 ], [ 47.663551, 51.851852, 43.396226, 47.663551, 51.851852, 43.396226 ], [ 1.570383, 2.131826, 1.022703, 1.078031, 1.390863, 0.645952 ], [ 178159, 178159, 90975, 475949, 475949, 235988 ], [ -54911, -46480, -54911, -559844, -559844, -353977 ], [ 39, 24, 54, 39, 24, 54 ], [ 60, 25, 104, 60, 25, 104 ], [ 20, 24, 16, 20, 24, 16 ], [ 4229, 1336, 2893, 4229, 1336, 2893 ], [ 0, 0, 70.587384, 0, 0, 70.587384 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311855, -167472, -760766, -579735, -252862, -762433 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4630, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1567814400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327549977, "expiration_time": 1765320480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 197, "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) |
---|