Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195470.4729 | 1043355.0822 | 152115.3906 | 5205851.3092 | 2849755.9287 | 2356095.3805 |
Total P&L (%) | 1195.4705 | 1043.3551 | 152.1154 | 5205.8513 | 2849.7559 | 2356.0954 |
Avg Daily Profit (%) | 0.574 | 0.501 | 0.073 | 0.1909 | 0.1626 | 0.1538 |
Buy And Hold Return (%) | 54.3403 | 54.3403 | 54.3403 | 54.3403 | 54.3403 | 54.3403 |
Max Trade Drawdown | -173637 | -138524 | -173834 | -30863987 | -26588288 | -9869573 |
Profit Factor | 1.9465 | 2.6909 | 1.2355 | 1.0713 | 1.0662 | 1.0786 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 130 | 54 | 76 | 130 | 54 | 76 |
Losing Trades | 202 | 112 | 90 | 202 | 112 | 90 |
Profitability (%) | 39.1566 | 32.5301 | 45.7831 | 39.1566 | 32.5301 | 45.7831 |
Ratio Avg Win / Avg Loss | 3.0246 | 5.581 | 1.4631 | 1.6646 | 2.2114 | 1.2773 |
Largest Winning Trade | 547069 | 547069 | 61176 | 19232318 | 19232318 | 2905003 |
Largest Losing Trade | -24485 | -21347 | -24485 | -4247947 | -4247947 | -4228560 |
Avg Bars in Trades | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Winners | 126 | 149 | 109 | 126 | 149 | 109 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 24717 | 12284 | 12433 | 24717 | 12284 | 12433 |
Profit Streak | 0 | 0 | 22.0671 | 0 | 0 | 22.0671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448221 | 333498 | -99797 | -135506 | -145337 | -127204 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1580875200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760117797512, "expiration_time": 1766589926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.6288 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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": [ [ 1195470.4728585859, 1043355.0822466128, 152115.3906119746, 5205851.309212711, 2849755.928730863, 2356095.3804818443 ], [ 1195.470473, 1043.355082, 152.115391, 5205.851309, 2849.755929, 2356.09538 ], [ 0.574009, 0.50097, 0.073039, 0.19087, 0.162631, 0.153823 ], [ 54.340278, 54.340278, 54.340278, 54.340278, 54.340278, 54.340278 ], [ -173637, -138524, -173834, -30863987, -26588288, -9869573 ], [ 1.94653, 2.690852, 1.235493, 1.071301, 1.066218, 1.078597 ], [ 332, 166, 166, 332, 166, 166 ], [ 130, 54, 76, 130, 54, 76 ], [ 202, 112, 90, 202, 112, 90 ], [ 39.156627, 32.53012, 45.783133, 39.156627, 32.53012, 45.783133 ], [ 3.024608, 5.581026, 1.463084, 1.664636, 2.211416, 1.277286 ], [ 547069, 547069, 61176, 19232318, 19232318, 2905003 ], [ -24485, -21347, -24485, -4247947, -4247947, -4228560 ], [ 74, 74, 74, 74, 74, 74 ], [ 126, 149, 109, 126, 149, 109 ], [ 41, 37, 45, 41, 37, 45 ], [ 24717, 12284, 12433, 24717, 12284, 12433 ], [ 0, 0, 22.067101, 0, 0, 22.067101 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448221, 333498, -99797, -135506, -145337, -127204 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1580875200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760117797512, "expiration_time": 1766589926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.6288 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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) |
---|