Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219017.2991 | 1082666.9728 | 136350.3263 | 1760464.2186 | 2125100.58 | -364636.3614 |
Total P&L (%) | 1219.0173 | 1082.667 | 136.3503 | 1760.4642 | 2125.1006 | -364.6364 |
Avg Daily Profit (%) | 0.5252 | 0.4664 | 0.0587 | 0.126 | 0.1337 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166814 | -109442 | -143612 | -3325751 | -1832345 | -1846025 |
Profit Factor | 2.3821 | 3.4027 | 1.3161 | 1.1475 | 1.3433 | 0.9365 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 35.2381 | 26.9231 | 43.3962 | 35.2381 | 26.9231 | 43.3962 |
Ratio Avg Win / Avg Loss | 4.378 | 9.2358 | 1.7166 | 2.1089 | 3.646 | 1.2215 |
Largest Winning Trade | 406416 | 406416 | 83172 | 2634500 | 2634500 | 713014 |
Largest Losing Trade | -56666 | -37455 | -56666 | -1564791 | -953962 | -1564791 |
Avg Bars in Trades | 87 | 78 | 96 | 87 | 78 | 96 |
Avg Bars in Winners | 163 | 172 | 157 | 163 | 172 | 157 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 9202 | 4081 | 5121 | 9202 | 4081 | 5121 |
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 | 356151 | -184850 | -295816 | -86971 | -214280 | -761734 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9285, "evaluation_days": 2321.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561010400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888631613, "expiration_time": 1765898280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "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": [ [ 1219017.2990518599, 1082666.9727542533, 136350.3262976063, 1760464.2186486672, 2125100.580041028, -364636.3613923611 ], [ 1219.017299, 1082.666973, 136.350326, 1760.464219, 2125.10058, -364.636361 ], [ 0.525156, 0.466415, 0.05874, 0.126021, 0.133741, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -166814, -109442, -143612, -3325751, -1832345, -1846025 ], [ 2.382125, 3.402673, 1.316081, 1.147516, 1.343281, 0.936513 ], [ 105, 52, 53, 105, 52, 53 ], [ 37, 14, 23, 37, 14, 23 ], [ 68, 38, 30, 68, 38, 30 ], [ 35.238095, 26.923077, 43.396226, 35.238095, 26.923077, 43.396226 ], [ 4.37796, 9.235826, 1.716627, 2.108948, 3.646048, 1.221539 ], [ 406416, 406416, 83172, 2634500, 2634500, 713014 ], [ -56666, -37455, -56666, -1564791, -953962, -1564791 ], [ 87, 78, 96, 87, 78, 96 ], [ 163, 172, 157, 163, 172, 157 ], [ 46, 43, 49, 46, 43, 49 ], [ 9202, 4081, 5121, 9202, 4081, 5121 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356151, -184850, -295816, -86971, -214280, -761734 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9285, "evaluation_days": 2321.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561010400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888631613, "expiration_time": 1765898280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "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) |
---|