Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694588.9997 | 1658124.301 | 36464.6987 | 47997.0661 | 3970001.1588 | -3922004.0928 |
Total P&L (%) | 1694.589 | 1658.1243 | 36.4647 | 47.9971 | 3970.0012 | -3922.0041 |
Avg Daily Profit (%) | 0.7286 | 0.713 | 0.0157 | 0.0169 | 0.1595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160561 | -122778 | -170857 | -5977171 | -2395309 | -4168299 |
Profit Factor | 2.8127 | 4.4498 | 1.0803 | 1.0043 | 1.8462 | 0.4002 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 47.9592 | 38.7755 | 57.1429 | 47.9592 | 38.7755 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0521 | 7.026 | 0.8102 | 1.0897 | 2.9151 | 0.3002 |
Largest Winning Trade | 1554540 | 1554540 | 76650 | 5751491 | 5751491 | 685849 |
Largest Losing Trade | -56404 | -38352 | -56404 | -1707474 | -1269633 | -1707474 |
Avg Bars in Trades | 138 | 140 | 136 | 138 | 140 | 136 |
Avg Bars in Winners | 184 | 219 | 160 | 184 | 219 | 160 |
Avg Bars in Losers | 96 | 89 | 105 | 96 | 89 | 105 |
Bars Traded | 13577 | 6868 | 6708 | 13577 | 6868 | 6708 |
Profit Streak | 0 | 0 | 91.1785 | 0 | 0 | 91.1785 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626115 | 559610 | -306738 | -388198 | 249341 | -579197 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13954, "evaluation_days": 2325.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562716800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760329024704, "expiration_time": 1766341728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 234, "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": [ [ 1694588.9997042017, 1658124.301043427, 36464.6986607755, 47997.0660775089, 3970001.158827843, -3922004.092750336 ], [ 1694.589, 1658.124301, 36.464699, 47.997066, 3970.001159, -3922.004093 ], [ 0.728646, 0.712966, 0.015679, 0.016858, 0.159489, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160561, -122778, -170857, -5977171, -2395309, -4168299 ], [ 2.812708, 4.449799, 1.080284, 1.004274, 1.846223, 0.4002 ], [ 98, 49, 49, 98, 49, 49 ], [ 47, 19, 28, 47, 19, 28 ], [ 51, 30, 21, 51, 30, 21 ], [ 47.959184, 38.77551, 57.142857, 47.959184, 38.77551, 57.142857 ], [ 3.052087, 7.025999, 0.810213, 1.089744, 2.91509, 0.30015 ], [ 1554540, 1554540, 76650, 5751491, 5751491, 685849 ], [ -56404, -38352, -56404, -1707474, -1269633, -1707474 ], [ 138, 140, 136, 138, 140, 136 ], [ 184, 219, 160, 184, 219, 160 ], [ 96, 89, 105, 96, 89, 105 ], [ 13577, 6868, 6708, 13577, 6868, 6708 ], [ 0, 0, 91.178527, 0, 0, 91.178527 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 626115, 559610, -306738, -388198, 249341, -579197 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13954, "evaluation_days": 2325.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562716800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760329024704, "expiration_time": 1766341728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 234, "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) |
---|