Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445279.6797 | 1409894.599 | 35385.0806 | 1510112.8578 | 1065716.7764 | 444396.0814 |
Total P&L (%) | 1445.2797 | 1409.8946 | 35.3851 | 1510.1129 | 1065.7168 | 444.3961 |
Avg Daily Profit (%) | 0.6262 | 0.6109 | 0.0153 | 0.1205 | 0.1065 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127242 | -70949 | -81520 | -4621385 | -2604225 | -2162171 |
Profit Factor | 4.6549 | 9.0639 | 1.1604 | 1.1881 | 1.2703 | 1.1087 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 39.0805 | 40.9091 | 37.2093 | 39.0805 | 40.9091 | 37.2093 |
Ratio Avg Win / Avg Loss | 7.2561 | 13.0923 | 1.9582 | 1.852 | 1.8348 | 1.871 |
Largest Winning Trade | 1313026 | 1313026 | 92561 | 1609259 | 1519259 | 1609259 |
Largest Losing Trade | -36768 | -17547 | -36768 | -1399994 | -1061926 | -1399994 |
Avg Bars in Trades | 47 | 41 | 54 | 47 | 41 | 54 |
Avg Bars in Winners | 105 | 92 | 120 | 105 | 92 | 120 |
Avg Bars in Losers | 10 | 5 | 14 | 10 | 5 | 14 |
Bars Traded | 4143 | 1811 | 2332 | 4143 | 1811 | 2332 |
Profit Streak | 0 | 0 | 79.1795 | 0 | 0 | 79.1795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547495 | 597630 | -222335 | -48329 | -52898 | -199050 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566993600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989904650, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.94456, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 1445279.679658815, 1409894.5990279254, 35385.0806308893, 1510112.8578152074, 1065716.776395746, 444396.0814194602 ], [ 1445.27968, 1409.894599, 35.385081, 1510.112858, 1065.716776, 444.396081 ], [ 0.626204, 0.610873, 0.015331, 0.120475, 0.106466, 0.073446 ], [ 10, 10, 10, 10, 10, 10 ], [ -127242, -70949, -81520, -4621385, -2604225, -2162171 ], [ 4.65485, 9.063919, 1.160403, 1.188052, 1.270256, 1.108736 ], [ 87, 44, 43, 87, 44, 43 ], [ 34, 18, 16, 34, 18, 16 ], [ 53, 26, 27, 53, 26, 27 ], [ 39.08046, 40.909091, 37.209302, 39.08046, 40.909091, 37.209302 ], [ 7.25609, 13.092328, 1.958179, 1.851963, 1.834814, 1.870991 ], [ 1313026, 1313026, 92561, 1609259, 1519259, 1609259 ], [ -36768, -17547, -36768, -1399994, -1061926, -1399994 ], [ 47, 41, 54, 47, 41, 54 ], [ 105, 92, 120, 105, 92, 120 ], [ 10, 5, 14, 10, 5, 14 ], [ 4143, 1811, 2332, 4143, 1811, 2332 ], [ 0, 0, 79.179452, 0, 0, 79.179452 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 547495, 597630, -222335, -48329, -52898, -199050 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566993600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989904650, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.94456, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|