Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917810.4305 | 867281.0798 | 50529.3508 | 1103361.3206 | 975907.7806 | 127453.54 |
Total P&L (%) | 917.8104 | 867.2811 | 50.5294 | 1103.3613 | 975.9078 | 127.4535 |
Avg Daily Profit (%) | 0.3977 | 0.3758 | 0.0219 | 0.1078 | 0.103 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91441 | -82101 | -114564 | -2626345 | -2034064 | -1546990 |
Profit Factor | 1.9601 | 2.9927 | 1.097 | 1.0671 | 1.1197 | 1.0154 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 34.5865 | 34.3284 | 34.8485 | 34.5865 | 34.3284 | 34.8485 |
Ratio Avg Win / Avg Loss | 3.7071 | 5.7251 | 2.051 | 2.0182 | 2.1421 | 1.8983 |
Largest Winning Trade | 413686 | 413686 | 81340 | 1922140 | 1922140 | 1653005 |
Largest Losing Trade | -28565 | -28565 | -27344 | -831100 | -831100 | -627833 |
Avg Bars in Trades | 32 | 26 | 37 | 32 | 26 | 37 |
Avg Bars in Winners | 66 | 50 | 82 | 66 | 50 | 82 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4296 | 1792 | 2504 | 4296 | 1792 | 2504 |
Profit Streak | 10.4345 | 10.4345 | 14.9345 | 10.4345 | 10.4345 | 14.9345 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320674 | -106865 | -407352 | -198756 | -264905 | -477601 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561723200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882339796, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "linreg", "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": [ [ 917810.4305293119, 867281.0797757686, 50529.3507535429, 1103361.3206249971, 975907.7806066701, 127453.5400183263 ], [ 917.810431, 867.28108, 50.529351, 1103.361321, 975.907781, 127.45354 ], [ 0.397665, 0.375772, 0.021893, 0.107844, 0.102988, 0.035612 ], [ 10, 10, 10, 10, 10, 10 ], [ -91441, -82101, -114564, -2626345, -2034064, -1546990 ], [ 1.960089, 2.992654, 1.097037, 1.067091, 1.119731, 1.015365 ], [ 133, 67, 66, 133, 67, 66 ], [ 46, 23, 23, 46, 23, 23 ], [ 87, 44, 43, 87, 44, 43 ], [ 34.586466, 34.328358, 34.848485, 34.586466, 34.328358, 34.848485 ], [ 3.707125, 5.725077, 2.050981, 2.018193, 2.142095, 1.898291 ], [ 413686, 413686, 81340, 1922140, 1922140, 1653005 ], [ -28565, -28565, -27344, -831100, -831100, -627833 ], [ 32, 26, 37, 32, 26, 37 ], [ 66, 50, 82, 66, 50, 82 ], [ 14, 14, 14, 14, 14, 14 ], [ 4296, 1792, 2504, 4296, 1792, 2504 ], [ 10.434488, 10.434488, 14.934488, 10.434488, 10.434488, 14.934488 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320674, -106865, -407352, -198756, -264905, -477601 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561723200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882339796, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "linreg", "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) |
---|