Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079049.4596 | 991851.1654 | 87198.2941 | 246829.7587 | -29500.5252 | 276330.2839 |
Total P&L (%) | 1079.0495 | 991.8512 | 87.1983 | 246.8298 | -29.5005 | 276.3303 |
Avg Daily Profit (%) | 0.4669 | 0.4291 | 0.0377 | 0.0538 | -0.0151 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193605 | -138294 | -233601 | -305490 | -226362 | -167162 |
Profit Factor | 1.4662 | 1.8684 | 1.0744 | 1.0861 | 0.9805 | 1.2039 |
Total Trades | 803 | 402 | 401 | 803 | 402 | 401 |
Winning Trades | 254 | 112 | 142 | 254 | 112 | 142 |
Losing Trades | 549 | 290 | 259 | 549 | 290 | 259 |
Profitability (%) | 31.6314 | 27.8607 | 35.4115 | 31.6314 | 27.8607 | 35.4115 |
Ratio Avg Win / Avg Loss | 3.1691 | 4.8378 | 1.9596 | 2.3475 | 2.5388 | 2.1958 |
Largest Winning Trade | 634637 | 634637 | 61077 | 160746 | 160746 | 65681 |
Largest Losing Trade | -30887 | -17554 | -30887 | -42580 | -32689 | -42580 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Losers | 4 | 3 | 4 | 4 | 3 | 4 |
Bars Traded | 6892 | 3569 | 3324 | 6892 | 3569 | 3324 |
Profit Streak | 0 | 0 | 10.5463 | 0 | 0 | 10.5463 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354881 | -1840 | -282864 | -248426 | -593383 | -118481 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6934, "evaluation_days": 2311.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560211200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759036001614, "expiration_time": 1765008576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74005, "nb": 0.65227, "nc": 0.96573 } } }
{ "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": [ [ 1079049.4595867244, 991851.1654479112, 87198.2941388135, 246829.758729099, -29500.5251898358, 276330.2839189348 ], [ 1079.04946, 991.851165, 87.198294, 246.829759, -29.500525, 276.330284 ], [ 0.466852, 0.429126, 0.037726, 0.053822, -0.015123, 0.057356 ], [ 10, 10, 10, 10, 10, 10 ], [ -193605, -138294, -233601, -305490, -226362, -167162 ], [ 1.466201, 1.868404, 1.074376, 1.086095, 0.980485, 1.203894 ], [ 803, 402, 401, 803, 402, 401 ], [ 254, 112, 142, 254, 112, 142 ], [ 549, 290, 259, 549, 290, 259 ], [ 31.631382, 27.860697, 35.411471, 31.631382, 27.860697, 35.411471 ], [ 3.169073, 4.837832, 1.959601, 2.347504, 2.538756, 2.195836 ], [ 634637, 634637, 61077, 160746, 160746, 65681 ], [ -30887, -17554, -30887, -42580, -32689, -42580 ], [ 8, 8, 8, 8, 8, 8 ], [ 18, 21, 15, 18, 21, 15 ], [ 4, 3, 4, 4, 3, 4 ], [ 6892, 3569, 3324, 6892, 3569, 3324 ], [ 0, 0, 10.546315, 0, 0, 10.546315 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354881, -1840, -282864, -248426, -593383, -118481 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6934, "evaluation_days": 2311.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560211200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759036001614, "expiration_time": 1765008576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74005, "nb": 0.65227, "nc": 0.96573 } } }
# | 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) |
---|