Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2085318.06 | 1896647.4432 | 188670.6169 | 8433216.4035 | 4228960.756 | 4204255.6475 |
Total P&L (%) | 2085.3181 | 1896.6474 | 188.6706 | 8433.2164 | 4228.9608 | 4204.2556 |
Avg Daily Profit (%) | 0.8979 | 0.8166 | 0.0812 | 0.1916 | 0.1624 | 0.1621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105332 | -111233 | -100644 | -3811070 | -3823187 | -1545757 |
Profit Factor | 5.0704 | 7.9273 | 1.791 | 1.6521 | 1.5487 | 1.8044 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 46.5517 | 37.931 | 55.1724 | 46.5517 | 37.931 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.8215 | 12.972 | 1.4552 | 1.8968 | 2.5343 | 1.4661 |
Largest Winning Trade | 1492444 | 1492444 | 82731 | 3862859 | 3862859 | 3257205 |
Largest Losing Trade | -52545 | -45067 | -52545 | -1920571 | -1920571 | -1080353 |
Avg Bars in Trades | 155 | 125 | 185 | 155 | 125 | 185 |
Avg Bars in Winners | 248 | 235 | 257 | 248 | 235 | 257 |
Avg Bars in Losers | 74 | 58 | 95 | 74 | 58 | 95 |
Bars Traded | 9021 | 3653 | 5368 | 9021 | 3653 | 5368 |
Profit Streak | 0 | 0 | 85.5943 | 0 | 0 | 85.5943 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159743 | 610563 | -81032 | -169745 | 204573 | 403173 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9290, "evaluation_days": 2322.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997743847, "expiration_time": 1766009520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 2085318.0600408586, 1896647.4431881816, 188670.6168526774, 8433216.40351665, 4228960.756005323, 4204255.647511329 ], [ 2085.31806, 1896.647443, 188.670617, 8433.216404, 4228.960756, 4204.255648 ], [ 0.897876, 0.81664, 0.081236, 0.191639, 0.162367, 0.16212 ], [ 10, 10, 10, 10, 10, 10 ], [ -105332, -111233, -100644, -3811070, -3823187, -1545757 ], [ 5.070355, 7.927348, 1.790982, 1.652074, 1.548749, 1.804432 ], [ 58, 29, 29, 58, 29, 29 ], [ 27, 11, 16, 27, 11, 16 ], [ 31, 18, 13, 31, 18, 13 ], [ 46.551724, 37.931034, 55.172414, 46.551724, 37.931034, 55.172414 ], [ 5.821519, 12.972024, 1.455173, 1.896826, 2.534317, 1.466101 ], [ 1492444, 1492444, 82731, 3862859, 3862859, 3257205 ], [ -52545, -45067, -52545, -1920571, -1920571, -1080353 ], [ 155, 125, 185, 155, 125, 185 ], [ 248, 235, 257, 248, 235, 257 ], [ 74, 58, 95, 74, 58, 95 ], [ 9021, 3653, 5368, 9021, 3653, 5368 ], [ 0, 0, 85.594257, 0, 0, 85.594257 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159743, 610563, -81032, -169745, 204573, 403173 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9290, "evaluation_days": 2322.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997743847, "expiration_time": 1766009520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|