Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682997.0388 | 616336.1478 | 66660.891 | 565433.7144 | 2022313.7162 | -1456880.0017 |
Total P&L (%) | 682.997 | 616.3361 | 66.6609 | 565.4337 | 2022.3137 | -1456.88 |
Avg Daily Profit (%) | 0.328 | 0.296 | 0.032 | 0.0911 | 0.1468 | 0 |
Buy And Hold Return (%) | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 |
Max Trade Drawdown | -125515 | -136934 | -158517 | -4526274 | -2842224 | -2743654 |
Profit Factor | 1.3099 | 1.5936 | 1.0572 | 1.0181 | 1.1374 | 0.9119 |
Total Trades | 646 | 323 | 323 | 646 | 323 | 323 |
Winning Trades | 362 | 185 | 177 | 362 | 185 | 177 |
Losing Trades | 284 | 138 | 146 | 284 | 138 | 146 |
Profitability (%) | 56.0372 | 57.2755 | 54.7988 | 56.0372 | 57.2755 | 54.7988 |
Ratio Avg Win / Avg Loss | 1.0277 | 1.1887 | 0.872 | 0.7987 | 0.8484 | 0.7522 |
Largest Winning Trade | 100207 | 100207 | 51062 | 1352262 | 1352262 | 774576 |
Largest Losing Trade | -44947 | -44947 | -43608 | -1037914 | -687237 | -1037914 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 24700 | 11110 | 13590 | 24700 | 11110 | 13590 |
Profit Streak | 0 | 0 | 6.3304 | 0 | 0 | 6.3304 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483607 | 461255 | -472725 | -269510 | -65665 | -578329 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580162400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758815742622, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 188, "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": [ [ 682997.0387967229, 616336.1477559274, 66660.8910407958, 565433.7144293502, 2022313.716158039, -1456880.0017286886 ], [ 682.997039, 616.336148, 66.660891, 565.433714, 2022.313716, -1456.880002 ], [ 0.32797, 0.29596, 0.03201, 0.091051, 0.146811, 0 ], [ 87.992126, 87.992126, 87.992126, 87.992126, 87.992126, 87.992126 ], [ -125515, -136934, -158517, -4526274, -2842224, -2743654 ], [ 1.309945, 1.59361, 1.057204, 1.018088, 1.137358, 0.911905 ], [ 646, 323, 323, 646, 323, 323 ], [ 362, 185, 177, 362, 185, 177 ], [ 284, 138, 146, 284, 138, 146 ], [ 56.037152, 57.275542, 54.798762, 56.037152, 57.275542, 54.798762 ], [ 1.027692, 1.188747, 0.872044, 0.798721, 0.848408, 0.752193 ], [ 100207, 100207, 51062, 1352262, 1352262, 774576 ], [ -44947, -44947, -43608, -1037914, -687237, -1037914 ], [ 38, 34, 42, 38, 34, 42 ], [ 30, 28, 33, 30, 28, 33 ], [ 47, 42, 52, 47, 42, 52 ], [ 24700, 11110, 13590, 24700, 11110, 13590 ], [ 0, 0, 6.330354, 0, 0, 6.330354 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483607, 461255, -472725, -269510, -65665, -578329 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580162400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758815742622, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 188, "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) |
---|