Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532219.6761 | 534393.3725 | -2173.6964 | 169184.2025 | 459325.0698 | -290140.8672 |
Total P&L (%) | 532.2197 | 534.3934 | -2.1737 | 169.1842 | 459.3251 | -290.1409 |
Avg Daily Profit (%) | 0.2556 | 0.2566 | -0.001 | 0.0476 | 0.0827 | 0 |
Buy And Hold Return (%) | 95.2965 | 95.2965 | 95.2965 | 95.2965 | 95.2965 | 95.2965 |
Max Trade Drawdown | -213692 | -99539 | -318975 | -877991 | -646586 | -553338 |
Profit Factor | 1.2719 | 1.6009 | 0.998 | 1.0337 | 1.1943 | 0.8905 |
Total Trades | 541 | 271 | 270 | 541 | 271 | 270 |
Winning Trades | 257 | 121 | 136 | 257 | 121 | 136 |
Losing Trades | 284 | 150 | 134 | 284 | 150 | 134 |
Profitability (%) | 47.5046 | 44.6494 | 50.3704 | 47.5046 | 44.6494 | 50.3704 |
Ratio Avg Win / Avg Loss | 1.4056 | 1.9846 | 0.9833 | 1.1423 | 1.4805 | 0.8774 |
Largest Winning Trade | 100884 | 100884 | 59677 | 288576 | 288576 | 167997 |
Largest Losing Trade | -38743 | -36504 | -38743 | -196235 | -149414 | -196235 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 24807 | 10879 | 13928 | 24807 | 10879 | 13928 |
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 | 336168 | 338570 | -579873 | -319333 | -92091 | -579873 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579478400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758898630133, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 532219.6761445047, 534393.3725498382, -2173.6964053346, 169184.2025168376, 459325.0697546095, -290140.8672377725 ], [ 532.219676, 534.393373, -2.173696, 169.184203, 459.32507, -290.140867 ], [ 0.255568, 0.256611, -0.001044, 0.047561, 0.082702, 0 ], [ 95.296524, 95.296524, 95.296524, 95.296524, 95.296524, 95.296524 ], [ -213692, -99539, -318975, -877991, -646586, -553338 ], [ 1.271938, 1.600914, 0.997964, 1.033741, 1.194259, 0.890503 ], [ 541, 271, 270, 541, 271, 270 ], [ 257, 121, 136, 257, 121, 136 ], [ 284, 150, 134, 284, 150, 134 ], [ 47.504621, 44.649446, 50.37037, 47.504621, 44.649446, 50.37037 ], [ 1.405565, 1.984604, 0.983288, 1.142344, 1.480487, 0.877408 ], [ 100884, 100884, 59677, 288576, 288576, 167997 ], [ -38743, -36504, -38743, -196235, -149414, -196235 ], [ 45, 40, 51, 45, 40, 51 ], [ 58, 49, 66, 58, 49, 66 ], [ 34, 32, 36, 34, 32, 36 ], [ 24807, 10879, 13928, 24807, 10879, 13928 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336168, 338570, -579873, -319333, -92091, -579873 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579478400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758898630133, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|