Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975445.0453 | 847951.813 | 127493.2323 | 1088910.243 | 348486.3279 | 740423.9151 |
Total P&L (%) | 975.445 | 847.9518 | 127.4932 | 1088.9102 | 348.4863 | 740.4239 |
Avg Daily Profit (%) | 0.422 | 0.3668 | 0.0552 | 0.1072 | 0.0649 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164811 | -114544 | -254303 | -773264 | -680255 | -312302 |
Profit Factor | 1.5167 | 1.8983 | 1.1351 | 1.2174 | 1.1235 | 1.3387 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 165 | 77 | 88 | 165 | 77 | 88 |
Losing Trades | 349 | 180 | 169 | 349 | 180 | 169 |
Profitability (%) | 32.1012 | 29.9611 | 34.2412 | 32.1012 | 29.9611 | 34.2412 |
Ratio Avg Win / Avg Loss | 3.208 | 4.4376 | 2.1798 | 2.575 | 2.6263 | 2.5708 |
Largest Winning Trade | 506044 | 506044 | 57922 | 703422 | 703422 | 322098 |
Largest Losing Trade | -30887 | -21259 | -30887 | -200340 | -200340 | -164338 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 13646 | 7060 | 6586 | 13646 | 7060 | 6586 |
Profit Streak | 9.5865 | 0 | 11.0865 | 9.5865 | 0 | 11.0865 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328404 | 222660 | -194541 | -52164 | -196701 | -72541 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13870, "evaluation_days": 2311.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562040000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111476292, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45385, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 975445.0452875874, 847951.8130336504, 127493.2322539391, 1088910.2429893399, 348486.3278588858, 740423.9151304545 ], [ 975.445045, 847.951813, 127.493232, 1088.910243, 348.486328, 740.423915 ], [ 0.421966, 0.366814, 0.055152, 0.10715, 0.06494, 0.092129 ], [ 10, 10, 10, 10, 10, 10 ], [ -164811, -114544, -254303, -773264, -680255, -312302 ], [ 1.516681, 1.898315, 1.135061, 1.217401, 1.12347, 1.33866 ], [ 514, 257, 257, 514, 257, 257 ], [ 165, 77, 88, 165, 77, 88 ], [ 349, 180, 169, 349, 180, 169 ], [ 32.101167, 29.961089, 34.241245, 32.101167, 29.961089, 34.241245 ], [ 3.208009, 4.437619, 2.179832, 2.574987, 2.626293, 2.570836 ], [ 506044, 506044, 57922, 703422, 703422, 322098 ], [ -30887, -21259, -30887, -200340, -200340, -164338 ], [ 26, 27, 25, 26, 27, 25 ], [ 53, 56, 50, 53, 56, 50 ], [ 13, 14, 12, 13, 14, 12 ], [ 13646, 7060, 6586, 13646, 7060, 6586 ], [ 9.586531, 0, 11.086531, 9.586531, 0, 11.086531 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328404, 222660, -194541, -52164, -196701, -72541 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13870, "evaluation_days": 2311.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562040000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111476292, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45385, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|