Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042650.416 | 942050.7712 | 100599.6448 | 1783080.6166 | 1947595.1173 | -164514.5007 |
Total P&L (%) | 1042.6504 | 942.0508 | 100.5996 | 1783.0806 | 1947.5951 | -164.5145 |
Avg Daily Profit (%) | 0.5005 | 0.4522 | 0.0483 | 0.141 | 0.145 | 0 |
Buy And Hold Return (%) | 43.662 | 43.662 | 43.662 | 43.662 | 43.662 | 43.662 |
Max Trade Drawdown | -197227 | -139563 | -171287 | -16147015 | -10995663 | -5151351 |
Profit Factor | 2.0269 | 2.8462 | 1.1992 | 1.0598 | 1.1119 | 0.9867 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 41.2121 | 34.1463 | 48.1928 | 41.2121 | 34.1463 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.8913 | 5.4891 | 1.2891 | 1.5118 | 2.1443 | 1.0607 |
Largest Winning Trade | 472329 | 472329 | 55940 | 10446337 | 10446337 | 1711967 |
Largest Losing Trade | -41932 | -40851 | -41932 | -2702267 | -2702267 | -2600525 |
Avg Bars in Trades | 149 | 141 | 156 | 149 | 141 | 156 |
Avg Bars in Winners | 243 | 255 | 235 | 243 | 255 | 235 |
Avg Bars in Losers | 83 | 83 | 83 | 83 | 83 | 83 |
Bars Traded | 24637 | 11634 | 13002 | 24637 | 11634 | 13002 |
Profit Streak | 19.8133 | 0 | 29.6466 | 19.8133 | 0 | 29.6466 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448607 | 180113 | -135226 | -159969 | -106013 | -579605 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579946400000, "first_datapoint_time": 1581184800000, "last_datapoint_time": 1760004000000, "evaluation_time": 1760009466216, "expiration_time": 1766483740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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": [ [ 1042650.4159802573, 942050.7712220226, 100599.6447582347, 1783080.6165832332, 1947595.1172701772, -164514.5006869418 ], [ 1042.650416, 942.050771, 100.599645, 1783.080617, 1947.595117, -164.514501 ], [ 0.500492, 0.452202, 0.04829, 0.141009, 0.145035, 0 ], [ 43.661972, 43.661972, 43.661972, 43.661972, 43.661972, 43.661972 ], [ -197227, -139563, -171287, -16147015, -10995663, -5151351 ], [ 2.02686, 2.846214, 1.199161, 1.059837, 1.111851, 0.986718 ], [ 165, 82, 83, 165, 82, 83 ], [ 68, 28, 40, 68, 28, 40 ], [ 97, 54, 43, 97, 54, 43 ], [ 41.212121, 34.146341, 48.192771, 41.212121, 34.146341, 48.192771 ], [ 2.891257, 5.489128, 1.289098, 1.511826, 2.144284, 1.060722 ], [ 472329, 472329, 55940, 10446337, 10446337, 1711967 ], [ -41932, -40851, -41932, -2702267, -2702267, -2600525 ], [ 149, 141, 156, 149, 141, 156 ], [ 243, 255, 235, 243, 255, 235 ], [ 83, 83, 83, 83, 83, 83 ], [ 24637, 11634, 13002, 24637, 11634, 13002 ], [ 19.813266, 0, 29.6466, 19.813266, 0, 29.6466 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448607, 180113, -135226, -159969, -106013, -579605 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 2083.25, "actual_first_datapoint_time": 1579946400000, "first_datapoint_time": 1581184800000, "last_datapoint_time": 1760004000000, "evaluation_time": 1760009466216, "expiration_time": 1766483740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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) |
---|