Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2448601.0985 | 2437844.4464 | 10756.6521 | 103367.94 | -357839.9912 | 461207.9312 |
Total P&L (%) | 2448.6011 | 2437.8444 | 10.7567 | 103.3679 | -357.84 | 461.2079 |
Avg Daily Profit (%) | 1.0591 | 1.0544 | 0.0047 | 0.0307 | 0 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204667 | -201466 | -36781 | -6820049 | -7012380 | -481347 |
Profit Factor | 3.7243 | 4.255 | 1.0718 | 1.0086 | 0.9673 | 1.4439 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 60.2649 | 58.6667 | 61.8421 | 60.2649 | 58.6667 | 61.8421 |
Ratio Avg Win / Avg Loss | 2.4556 | 2.9978 | 0.6613 | 0.665 | 0.6815 | 0.8909 |
Largest Winning Trade | 2283128 | 2283128 | 11669 | 2339308 | 2339308 | 221166 |
Largest Losing Trade | -82644 | -82644 | -13936 | -2672354 | -2672354 | -326206 |
Avg Bars in Trades | 84 | 163 | 5 | 84 | 163 | 5 |
Avg Bars in Winners | 56 | 111 | 5 | 56 | 111 | 5 |
Avg Bars in Losers | 125 | 237 | 5 | 125 | 237 | 5 |
Bars Traded | 12698 | 12272 | 425 | 12698 | 12272 | 425 |
Profit Streak | 19.0109 | 0 | 77.3443 | 19.0109 | 0 | 77.3443 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 825550 | -34921 | -518475 | -361875 | -636334 | -140399 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13872, "evaluation_days": 2312, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560110400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759148143337, "expiration_time": 1765125504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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": [ [ 2448601.0985117145, 2437844.446363535, 10756.6521481804, 103367.9399916801, -357839.9911817964, 461207.9311734766 ], [ 2448.601099, 2437.844446, 10.756652, 103.36794, -357.839991, 461.207931 ], [ 1.059084, 1.054431, 0.004653, 0.030707, 0, 0.074635 ], [ 10, 10, 10, 10, 10, 10 ], [ -204667, -201466, -36781, -6820049, -7012380, -481347 ], [ 3.724288, 4.254996, 1.071783, 1.008637, 0.967257, 1.443869 ], [ 151, 75, 76, 151, 75, 76 ], [ 91, 44, 47, 91, 44, 47 ], [ 60, 31, 29, 60, 31, 29 ], [ 60.264901, 58.666667, 61.842105, 60.264901, 58.666667, 61.842105 ], [ 2.455574, 2.997838, 0.661313, 0.665035, 0.681477, 0.890898 ], [ 2283128, 2283128, 11669, 2339308, 2339308, 221166 ], [ -82644, -82644, -13936, -2672354, -2672354, -326206 ], [ 84, 163, 5, 84, 163, 5 ], [ 56, 111, 5, 56, 111, 5 ], [ 125, 237, 5, 125, 237, 5 ], [ 12698, 12272, 425, 12698, 12272, 425 ], [ 19.010918, 0, 77.344251, 19.010918, 0, 77.344252 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 825550, -34921, -518475, -361875, -636334, -140399 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13872, "evaluation_days": 2312, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560110400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759148143337, "expiration_time": 1765125504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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) |
---|