Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2838214.3534 | 2646254.0333 | 191960.3201 | 3435559.069 | 1176479.655 | 2259079.414 |
Total P&L (%) | 2838.2144 | 2646.254 | 191.9603 | 3435.5591 | 1176.4797 | 2259.0794 |
Avg Daily Profit (%) | 1.2236 | 1.1409 | 0.0828 | 0.1538 | 0.1099 | 0.1364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128963 | -119458 | -107297 | -9253428 | -6556385 | -4121554 |
Profit Factor | 4.523 | 6.7992 | 1.5495 | 1.1115 | 1.0663 | 1.1729 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 41.3043 | 30.4348 | 52.1739 | 41.3043 | 30.4348 | 52.1739 |
Ratio Avg Win / Avg Loss | 6.4274 | 15.5411 | 1.4204 | 1.5795 | 2.4372 | 1.0751 |
Largest Winning Trade | 2322569 | 2322569 | 66864 | 6165562 | 6165562 | 2856509 |
Largest Losing Trade | -50020 | -39446 | -50020 | -3018220 | -2393095 | -3018220 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 82 | 96 | 74 | 82 | 96 | 74 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 4572 | 2161 | 2411 | 4572 | 2161 | 2411 |
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 | 642334 | 520380 | -80496 | -92285 | -199963 | -40577 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4639, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759749623622, "expiration_time": 1765720944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 23, "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": [ [ 2838214.3533802936, 2646254.0332630556, 191960.320117237, 3435559.069046292, 1176479.6550374273, 2259079.4140088703 ], [ 2838.214353, 2646.254033, 191.96032, 3435.559069, 1176.479655, 2259.079414 ], [ 1.223632, 1.140873, 0.082759, 0.153835, 0.109855, 0.136366 ], [ 10, 10, 10, 10, 10, 10 ], [ -128963, -119458, -107297, -9253428, -6556385, -4121554 ], [ 4.523003, 6.799248, 1.549535, 1.111476, 1.066276, 1.172875 ], [ 92, 46, 46, 92, 46, 46 ], [ 38, 14, 24, 38, 14, 24 ], [ 54, 32, 22, 54, 32, 22 ], [ 41.304348, 30.434783, 52.173913, 41.304348, 30.434783, 52.173913 ], [ 6.427425, 15.541137, 1.420408, 1.579466, 2.437202, 1.075136 ], [ 2322569, 2322569, 66864, 6165562, 6165562, 2856509 ], [ -50020, -39446, -50020, -3018220, -2393095, -3018220 ], [ 49, 46, 52, 49, 46, 52 ], [ 82, 96, 74, 82, 96, 74 ], [ 26, 25, 28, 26, 25, 28 ], [ 4572, 2161, 2411, 4572, 2161, 2411 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 642334, 520380, -80496, -92285, -199963, -40577 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4639, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759749623622, "expiration_time": 1765720944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 23, "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) |
---|