Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131838.4372 | 441586.1823 | -309747.745 | 476405.063 | 1992615.0961 | -1516210.033 |
Total P&L (%) | 131.8384 | 441.5862 | -309.7477 | 476.4051 | 1992.6151 | -1516.21 |
Avg Daily Profit (%) | 0.0569 | 0.1905 | -0.1336 | 0.0756 | 0.1313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -371590 | -132116 | -503090 | -9709732 | -4480836 | -8989296 |
Profit Factor | 1.1223 | 2.6489 | 0.6176 | 1.0238 | 1.2666 | 0.8792 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 31 | 18 | 13 |
Losing Trades | 30 | 17 | 13 | 28 | 12 | 16 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 52.5424 | 60 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.161 | 3.4639 | 0.5018 | 0.9247 | 0.8444 | 1.0821 |
Largest Winning Trade | 150550 | 150550 | 81276 | 2499788 | 1803716 | 2499788 |
Largest Losing Trade | -334002 | -37920 | -334002 | -3148840 | -3148840 | -2460428 |
Avg Bars in Trades | 220 | 150 | 293 | 220 | 150 | 293 |
Avg Bars in Winners | 292 | 186 | 378 | 205 | 147 | 284 |
Avg Bars in Losers | 151 | 122 | 188 | 237 | 154 | 300 |
Bars Traded | 13009 | 4509 | 8500 | 13009 | 4509 | 8500 |
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 | -382791 | 358271 | -580162 | -467218 | -17916 | -581177 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13910, "evaluation_days": 2318.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562356800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759694634791, "expiration_time": 1765689120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.73248 } }, "second_band": { "type": "bbl", "factors": { "length": 228, "offset": 0, "std": 1.23531 } } }
{ "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": [ [ 131838.4372329218, 441586.1822824759, -309747.7450495542, 476405.0630330348, 1992615.0960712754, -1516210.0330382404 ], [ 131.838437, 441.586182, -309.747745, 476.405063, 1992.615096, -1516.210033 ], [ 0.056868, 0.190476, -0.133608, 0.075585, 0.131258, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -371590, -132116, -503090, -9709732, -4480836, -8989296 ], [ 1.122316, 2.648856, 0.617615, 1.023793, 1.266647, 0.879187 ], [ 59, 30, 29, 59, 30, 29 ], [ 29, 13, 16, 31, 18, 13 ], [ 30, 17, 13, 28, 12, 16 ], [ 49.152542, 43.333333, 55.172414, 52.542373, 60, 44.827586 ], [ 1.161016, 3.463889, 0.501812, 0.924716, 0.844431, 1.082076 ], [ 150550, 150550, 81276, 2499788, 1803716, 2499788 ], [ -334002, -37920, -334002, -3148840, -3148840, -2460428 ], [ 220, 150, 293, 220, 150, 293 ], [ 292, 186, 378, 205, 147, 284 ], [ 151, 122, 188, 237, 154, 300 ], [ 13009, 4509, 8500, 13009, 4509, 8500 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -382791, 358271, -580162, -467218, -17916, -581177 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13910, "evaluation_days": 2318.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562356800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759694634791, "expiration_time": 1765689120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.73248 } }, "second_band": { "type": "bbl", "factors": { "length": 228, "offset": 0, "std": 1.23531 } } }
# | 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) |
---|