Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764739.1302 | 779454.7217 | -14715.5915 | 1325.0782 | -48873.7593 | 50198.8375 |
Total P&L (%) | 764.7391 | 779.4547 | -14.7156 | 1.3251 | -48.8738 | 50.1988 |
Avg Daily Profit (%) | 0.3313 | 0.3377 | -0.0064 | 0.0006 | -0.0291 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246534 | -144305 | -289553 | -249503 | -227448 | -99666 |
Profit Factor | 1.5562 | 2.0934 | 0.9778 | 1.0015 | 0.9058 | 1.147 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 37.766 | 34.0426 | 41.4894 | 37.766 | 34.0426 | 41.4894 |
Ratio Avg Win / Avg Loss | 2.5644 | 4.056 | 1.3789 | 1.6504 | 1.7549 | 1.6176 |
Largest Winning Trade | 403551 | 403551 | 56159 | 191621 | 191621 | 91108 |
Largest Losing Trade | -39485 | -33909 | -39485 | -55149 | -55149 | -50605 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 4456 | 2437 | 2019 | 4456 | 2437 | 2019 |
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 | 303313 | 250711 | -582446 | -579040 | -584231 | -231679 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863864999, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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": [ [ 764739.1301849396, 779454.7217278773, -14715.5915429377, 1325.0781600744, -48873.7593210595, 50198.837481134 ], [ 764.73913, 779.454722, -14.715592, 1.325078, -48.873759, 50.198837 ], [ 0.331343, 0.337719, -0.006376, 0.00057, -0.029063, 0.017627 ], [ 10, 10, 10, 10, 10, 10 ], [ -246534, -144305, -289553, -249503, -227448, -99666 ], [ 1.55618, 2.093403, 0.977775, 1.001541, 0.905753, 1.146996 ], [ 188, 94, 94, 188, 94, 94 ], [ 71, 32, 39, 71, 32, 39 ], [ 117, 62, 55, 117, 62, 55 ], [ 37.765957, 34.042553, 41.489362, 37.765957, 34.042553, 41.489362 ], [ 2.564409, 4.055969, 1.378913, 1.650426, 1.754896, 1.617559 ], [ 403551, 403551, 56159, 191621, 191621, 91108 ], [ -39485, -33909, -39485, -55149, -55149, -50605 ], [ 23, 25, 21, 23, 25, 21 ], [ 39, 44, 35, 39, 44, 35 ], [ 14, 16, 11, 14, 16, 11 ], [ 4456, 2437, 2019, 4456, 2437, 2019 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303313, 250711, -582446, -579040, -584231, -231679 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863864999, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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) |
---|