Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562808.7528 | 1540128.3654 | 22680.3874 | 754664.9487 | 4954563.0956 | -4199898.147 |
Total P&L (%) | 1562.8088 | 1540.1284 | 22.6804 | 754.6649 | 4954.5631 | -4199.8981 |
Avg Daily Profit (%) | 0.6746 | 0.6649 | 0.0098 | 0.0927 | 0.1695 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104428 | -103676 | -139117 | -4323186 | -2581462 | -4710276 |
Profit Factor | 3.2097 | 5.3848 | 1.0637 | 1.0503 | 1.7789 | 0.5147 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 37.6623 | 35.8974 | 39.4737 | 37.6623 | 35.8974 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.3126 | 9.6158 | 1.631 | 1.7384 | 3.1765 | 0.7891 |
Largest Winning Trade | 1263479 | 1263479 | 86079 | 4798098 | 4798098 | 1165447 |
Largest Losing Trade | -43094 | -35821 | -43094 | -2231356 | -755687 | -2231356 |
Avg Bars in Trades | 108 | 81 | 136 | 108 | 81 | 136 |
Avg Bars in Winners | 216 | 161 | 266 | 216 | 161 | 266 |
Avg Bars in Losers | 43 | 36 | 52 | 43 | 36 | 52 |
Bars Traded | 8366 | 3166 | 5200 | 8366 | 3166 | 5200 |
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 | -32846 | 526473 | -338271 | -284043 | 204720 | -584858 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564250400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477287686, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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": [ [ 1562808.7528208047, 1540128.3654179054, 22680.3874028998, 754664.9486605204, 4954563.095631511, -4199898.146970989 ], [ 1562.808753, 1540.128365, 22.680387, 754.664949, 4954.563096, -4199.898147 ], [ 0.674642, 0.664851, 0.009791, 0.092663, 0.169488, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -104428, -103676, -139117, -4323186, -2581462, -4710276 ], [ 3.209708, 5.384825, 1.063708, 1.050261, 1.778857, 0.514657 ], [ 77, 39, 38, 77, 39, 38 ], [ 29, 14, 15, 29, 14, 15 ], [ 48, 25, 23, 48, 25, 23 ], [ 37.662338, 35.897436, 39.473684, 37.662338, 35.897436, 39.473684 ], [ 5.312621, 9.61576, 1.631019, 1.738364, 3.17653, 0.789141 ], [ 1263479, 1263479, 86079, 4798098, 4798098, 1165447 ], [ -43094, -35821, -43094, -2231356, -755687, -2231356 ], [ 108, 81, 136, 108, 81, 136 ], [ 216, 161, 266, 216, 161, 266 ], [ 43, 36, 52, 43, 36, 52 ], [ 8366, 3166, 5200, 8366, 3166, 5200 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32846, 526473, -338271, -284043, 204720, -584858 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564250400000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759477287686, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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) |
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