Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3019951.1913 | 2845652.4341 | 174298.7571 | 6795705.6608 | 1711873.3912 | 5083832.2695 |
Total P&L (%) | 3019.9512 | 2845.6524 | 174.2988 | 6795.7057 | 1711.8734 | 5083.8323 |
Avg Daily Profit (%) | 1.306 | 1.2306 | 0.0754 | 0.1833 | 0.1254 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127966 | -89468 | -81575 | -12842824 | -9815904 | -6295290 |
Profit Factor | 5.4365 | 8.4272 | 1.5857 | 1.168 | 1.073 | 1.2992 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 41.7722 | 30 | 53.8462 | 41.7722 | 30 | 53.8462 |
Ratio Avg Win / Avg Loss | 7.5781 | 19.6635 | 1.3592 | 1.6281 | 2.5036 | 1.1136 |
Largest Winning Trade | 2471067 | 2471067 | 80986 | 6809263 | 6809263 | 4567743 |
Largest Losing Trade | -44497 | -34694 | -44497 | -3006289 | -3006289 | -2915778 |
Avg Bars in Trades | 168 | 149 | 188 | 168 | 149 | 188 |
Avg Bars in Winners | 293 | 307 | 284 | 293 | 307 | 284 |
Avg Bars in Losers | 79 | 81 | 77 | 79 | 81 | 77 |
Bars Traded | 13349 | 5980 | 7369 | 13349 | 5980 | 7369 |
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 | -12757 | 515464 | -89953 | -61219 | -172160 | 301942 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13874, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561694400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164917581, "expiration_time": 1765155168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 163, "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": [ [ 3019951.1912833527, 2845652.434146185, 174298.7571371679, 6795705.660770391, 1711873.3912460355, 5083832.2695243545 ], [ 3019.951191, 2845.652434, 174.298757, 6795.705661, 1711.873391, 5083.83227 ], [ 1.306021, 1.230643, 0.075378, 0.183251, 0.125361, 0.170888 ], [ 10, 10, 10, 10, 10, 10 ], [ -127966, -89468, -81575, -12842824, -9815904, -6295290 ], [ 5.436478, 8.427223, 1.585738, 1.167981, 1.072952, 1.299235 ], [ 79, 40, 39, 79, 40, 39 ], [ 33, 12, 21, 33, 12, 21 ], [ 46, 28, 18, 46, 28, 18 ], [ 41.772152, 30, 53.846154, 41.772152, 30, 53.846154 ], [ 7.578121, 19.66352, 1.359204, 1.628095, 2.503554, 1.11363 ], [ 2471067, 2471067, 80986, 6809263, 6809263, 4567743 ], [ -44497, -34694, -44497, -3006289, -3006289, -2915778 ], [ 168, 149, 188, 168, 149, 188 ], [ 293, 307, 284, 293, 307, 284 ], [ 79, 81, 77, 79, 81, 77 ], [ 13349, 5980, 7369, 13349, 5980, 7369 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12757, 515464, -89953, -61219, -172160, 301942 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13874, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561694400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164917581, "expiration_time": 1765155168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 163, "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) |
---|