Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900153.2254 | 855504.9793 | 44648.2461 | 192749.9883 | 18184.7392 | 174565.2491 |
Total P&L (%) | 900.1532 | 855.505 | 44.6482 | 192.75 | 18.1847 | 174.5652 |
Avg Daily Profit (%) | 0.3891 | 0.3698 | 0.0193 | 0.0464 | 0.0072 | 0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223878 | -102529 | -253762 | -992356 | -850470 | -239705 |
Profit Factor | 1.6785 | 2.22 | 1.0714 | 1.0751 | 1.0115 | 1.1779 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 37.1981 | 36.5385 | 37.8641 | 37.1981 | 36.5385 | 37.8641 |
Ratio Avg Win / Avg Loss | 2.8338 | 3.8558 | 1.7582 | 1.8151 | 1.7568 | 1.933 |
Largest Winning Trade | 504317 | 504317 | 64302 | 679653 | 679653 | 190977 |
Largest Losing Trade | -39813 | -39813 | -26212 | -239401 | -239401 | -103042 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 77 | 72 | 81 | 77 | 72 | 81 |
Avg Bars in Losers | 23 | 28 | 17 | 23 | 28 | 17 |
Bars Traded | 8947 | 4615 | 4332 | 8947 | 4615 | 4332 |
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 | 321793 | 295255 | -314777 | -271584 | -403586 | -163301 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230938391, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 2.31059 } } }
{ "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": [ [ 900153.2253711649, 855504.9792981558, 44648.2460730088, 192749.988341791, 18184.7392138334, 174565.2491279575 ], [ 900.153225, 855.504979, 44.648246, 192.749988, 18.184739, 174.565249 ], [ 0.389087, 0.369788, 0.019299, 0.04644, 0.007222, 0.043667 ], [ 10, 10, 10, 10, 10, 10 ], [ -223878, -102529, -253762, -992356, -850470, -239705 ], [ 1.67849, 2.220018, 1.071383, 1.075103, 1.011471, 1.177907 ], [ 207, 104, 103, 207, 104, 103 ], [ 77, 38, 39, 77, 38, 39 ], [ 130, 66, 64, 130, 66, 64 ], [ 37.198068, 36.538462, 37.864078, 37.198068, 36.538462, 37.864078 ], [ 2.833814, 3.855821, 1.758166, 1.815109, 1.756766, 1.932975 ], [ 504317, 504317, 64302, 679653, 679653, 190977 ], [ -39813, -39813, -26212, -239401, -239401, -103042 ], [ 43, 44, 42, 43, 44, 42 ], [ 77, 72, 81, 77, 72, 81 ], [ 23, 28, 17, 23, 28, 17 ], [ 8947, 4615, 4332, 8947, 4615, 4332 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321793, 295255, -314777, -271584, -403586, -163301 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230938391, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 2.31059 } } }
# | 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) |
---|