Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184752.1213 | 1026053.3545 | 158698.7668 | 6288651.5951 | 5068124.3581 | 1220527.2371 |
Total P&L (%) | 1184.7521 | 1026.0534 | 158.6988 | 6288.6516 | 5068.1244 | 1220.5272 |
Avg Daily Profit (%) | 0.5687 | 0.4925 | 0.0762 | 0.1997 | 0.1895 | 0.1239 |
Buy And Hold Return (%) | 77.2277 | 77.2277 | 77.2277 | 77.2277 | 77.2277 | 77.2277 |
Max Trade Drawdown | -159642 | -119136 | -145170 | -36326702 | -24970748 | -11399074 |
Profit Factor | 2.0928 | 2.9069 | 1.2906 | 1.0882 | 1.1251 | 1.0396 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 40.2913 | 37.8641 | 42.7184 | 40.2913 | 37.8641 | 42.7184 |
Ratio Avg Win / Avg Loss | 3.1014 | 4.7702 | 1.7306 | 1.6126 | 1.8464 | 1.394 |
Largest Winning Trade | 523217 | 523217 | 59321 | 22936466 | 22936466 | 4031050 |
Largest Losing Trade | -33476 | -33476 | -29515 | -6215137 | -6215137 | -5488534 |
Avg Bars in Trades | 118 | 113 | 124 | 118 | 113 | 124 |
Avg Bars in Winners | 185 | 173 | 196 | 185 | 173 | 196 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 24451 | 11653 | 12798 | 24451 | 11653 | 12798 |
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 | 448953 | 399196 | -99734 | -117108 | -78832 | -207220 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759248127063, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.32291 } } }
{ "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": [ [ 1184752.121334633, 1026053.354536958, 158698.7667976757, 6288651.595140817, 5068124.358055934, 1220527.2370848698 ], [ 1184.752121, 1026.053355, 158.698767, 6288.651595, 5068.124358, 1220.527237 ], [ 0.568682, 0.492506, 0.076176, 0.199741, 0.189544, 0.123947 ], [ 77.227723, 77.227723, 77.227723, 77.227723, 77.227723, 77.227723 ], [ -159642, -119136, -145170, -36326702, -24970748, -11399074 ], [ 2.092791, 2.906858, 1.290622, 1.088154, 1.125122, 1.039587 ], [ 206, 103, 103, 206, 103, 103 ], [ 83, 39, 44, 83, 39, 44 ], [ 123, 64, 59, 123, 64, 59 ], [ 40.291262, 37.864078, 42.718447, 40.291262, 37.864078, 42.718447 ], [ 3.101365, 4.770228, 1.730606, 1.612566, 1.846353, 1.393992 ], [ 523217, 523217, 59321, 22936466, 22936466, 4031050 ], [ -33476, -33476, -29515, -6215137, -6215137, -5488534 ], [ 118, 113, 124, 118, 113, 124 ], [ 185, 173, 196, 185, 173, 196 ], [ 73, 76, 70, 73, 76, 70 ], [ 24451, 11653, 12798, 24451, 11653, 12798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448953, 399196, -99734, -117108, -78832, -207220 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759248127063, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.32291 } } }
# | 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) |
---|