Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810304.1079 | 782374.7482 | 27929.3597 | 77712.1741 | 118744.7212 | -41032.5471 |
Total P&L (%) | 810.3041 | 782.3747 | 27.9294 | 77.7122 | 118.7447 | -41.0325 |
Avg Daily Profit (%) | 0.3496 | 0.3375 | 0.012 | 0.0248 | 0.0338 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234524 | -136414 | -293263 | -386176 | -175464 | -252039 |
Profit Factor | 1.3503 | 1.6506 | 1.0251 | 1.0388 | 1.1138 | 0.9573 |
Total Trades | 826 | 413 | 413 | 826 | 413 | 413 |
Winning Trades | 269 | 124 | 145 | 269 | 124 | 145 |
Losing Trades | 557 | 289 | 268 | 557 | 289 | 268 |
Profitability (%) | 32.5666 | 30.0242 | 35.109 | 32.5666 | 30.0242 | 35.109 |
Ratio Avg Win / Avg Loss | 2.7959 | 3.847 | 1.8947 | 2.1509 | 2.5959 | 1.7694 |
Largest Winning Trade | 423545 | 423545 | 52964 | 229726 | 229726 | 83365 |
Largest Losing Trade | -26420 | -23568 | -26420 | -72605 | -31487 | -72605 |
Avg Bars in Trades | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 4 | 4 | 3 | 4 | 4 | 3 |
Bars Traded | 6809 | 3594 | 3215 | 6809 | 3594 | 3215 |
Profit Streak | 13.664 | 0 | 14.664 | 13.664 | 0 | 14.664 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332321 | 232262 | -375114 | -338089 | -247879 | -581320 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563091200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622168111, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.50004, "nb": 0.97344, "nc": 0.99088 } } }
{ "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": [ [ 810304.1078892134, 782374.7481575168, 27929.359731696, 77712.1740788255, 118744.7211711574, -41032.5470923322 ], [ 810.304108, 782.374748, 27.92936, 77.712174, 118.744721, -41.032547 ], [ 0.34957, 0.337521, 0.012049, 0.024809, 0.033773, -0.022784 ], [ 10, 10, 10, 10, 10, 10 ], [ -234524, -136414, -293263, -386176, -175464, -252039 ], [ 1.350279, 1.650608, 1.025144, 1.038765, 1.113818, 0.957321 ], [ 826, 413, 413, 826, 413, 413 ], [ 269, 124, 145, 269, 124, 145 ], [ 557, 289, 268, 557, 289, 268 ], [ 32.566586, 30.024213, 35.108959, 32.566586, 30.024213, 35.108959 ], [ 2.795931, 3.846982, 1.894749, 2.1509, 2.595915, 1.769393 ], [ 423545, 423545, 52964, 229726, 229726, 83365 ], [ -26420, -23568, -26420, -72605, -31487, -72605 ], [ 8, 8, 7, 8, 8, 7 ], [ 16, 18, 14, 16, 18, 14 ], [ 4, 4, 3, 4, 4, 3 ], [ 6809, 3594, 3215, 6809, 3594, 3215 ], [ 13.663982, 0, 14.663982, 13.663983, 0, 14.663983 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332321, 232262, -375114, -338089, -247879, -581320 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563091200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622168111, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.50004, "nb": 0.97344, "nc": 0.99088 } } }
# | 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) |
---|