Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928962.2879 | 878373.2211 | 50589.0667 | 547942.0375 | 952914.296 | -404972.2585 |
Total P&L (%) | 928.9623 | 878.3732 | 50.5891 | 547.942 | 952.9143 | -404.9723 |
Avg Daily Profit (%) | 0.446 | 0.4217 | 0.0243 | 0.0898 | 0.1131 | 0 |
Buy And Hold Return (%) | 80.6576 | 80.6576 | 80.6576 | 80.6576 | 80.6576 | 80.6576 |
Max Trade Drawdown | -205996 | -143365 | -249279 | -6351396 | -4416148 | -2137963 |
Profit Factor | 1.768 | 2.5615 | 1.0782 | 1.0457 | 1.1409 | 0.9224 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 37.2549 | 31.3725 | 43.1373 | 37.2549 | 31.3725 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.9776 | 5.6033 | 1.4212 | 1.7612 | 2.4957 | 1.2159 |
Largest Winning Trade | 451518 | 451518 | 55586 | 4214609 | 4214609 | 921678 |
Largest Losing Trade | -61979 | -28053 | -61979 | -1295309 | -1295309 | -1137963 |
Avg Bars in Trades | 120 | 113 | 127 | 120 | 113 | 127 |
Avg Bars in Winners | 217 | 223 | 213 | 217 | 223 | 213 |
Avg Bars in Losers | 62 | 62 | 61 | 62 | 62 | 61 |
Bars Traded | 24494 | 11533 | 12961 | 24494 | 11533 | 12961 |
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 | 345755 | 262450 | -463688 | -245849 | -113541 | -582062 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1580400000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759179526716, "expiration_time": 1765654444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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": [ [ 928962.2878692225, 878373.2211397573, 50589.0667294656, 547942.0375051327, 952914.2960451774, -404972.2585400426 ], [ 928.962288, 878.373221, 50.589067, 547.942038, 952.914296, -404.972259 ], [ 0.44601, 0.421721, 0.024289, 0.089756, 0.11309, 0 ], [ 80.65764, 80.65764, 80.65764, 80.65764, 80.65764, 80.65764 ], [ -205996, -143365, -249279, -6351396, -4416148, -2137963 ], [ 1.767955, 2.561528, 1.078172, 1.045734, 1.140913, 0.922399 ], [ 204, 102, 102, 204, 102, 102 ], [ 76, 32, 44, 76, 32, 44 ], [ 128, 70, 58, 128, 70, 58 ], [ 37.254902, 31.372549, 43.137255, 37.254902, 31.372549, 43.137255 ], [ 2.977609, 5.603343, 1.421227, 1.761236, 2.495747, 1.215889 ], [ 451518, 451518, 55586, 4214609, 4214609, 921678 ], [ -61979, -28053, -61979, -1295309, -1295309, -1137963 ], [ 120, 113, 127, 120, 113, 127 ], [ 217, 223, 213, 217, 223, 213 ], [ 62, 62, 61, 62, 62, 61 ], [ 24494, 11533, 12961, 24494, 11533, 12961 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345755, 262450, -463688, -245849, -113541, -582062 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1580400000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759179526716, "expiration_time": 1765654444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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) |
---|