Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2251057.0325 | 2046721.1781 | 204335.8543 | 5727651.908 | 3401849.3585 | 2325802.5495 |
Total P&L (%) | 2251.057 | 2046.7212 | 204.3359 | 5727.6519 | 3401.8494 | 2325.8025 |
Avg Daily Profit (%) | 0.9735 | 0.8851 | 0.0884 | 0.176 | 0.1539 | 0.138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173264 | -132096 | -114090 | -14638082 | -9379711 | -11362351 |
Profit Factor | 2.9326 | 4.8442 | 1.3231 | 1.0817 | 1.1175 | 1.0565 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Profitability (%) | 48.2916 | 47.2727 | 49.3151 | 48.2916 | 47.2727 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.14 | 5.4031 | 1.3599 | 1.1582 | 1.2464 | 1.0859 |
Largest Winning Trade | 1760753 | 1760753 | 75427 | 5750076 | 5750076 | 5529788 |
Largest Losing Trade | -56594 | -36625 | -56594 | -7910857 | -3426635 | -7910857 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 6813 | 3324 | 3489 | 6813 | 3324 | 3489 |
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 | 749674 | 746409 | -74155 | -120919 | -83853 | -166143 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6937, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562688000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115167344, "expiration_time": 1765097568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.81856, "nb": 0.88835, "nc": 0.58702 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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": [ [ 2251057.0324638765, 2046721.1781442412, 204335.854319636, 5727651.907975712, 3401849.3584832624, 2325802.5494924453 ], [ 2251.057032, 2046.721178, 204.335854, 5727.651908, 3401.849358, 2325.802549 ], [ 0.973502, 0.885134, 0.088368, 0.17596, 0.153897, 0.137997 ], [ 10, 10, 10, 10, 10, 10 ], [ -173264, -132096, -114090, -14638082, -9379711, -11362351 ], [ 2.932554, 4.84417, 1.323118, 1.081698, 1.11747, 1.056523 ], [ 439, 220, 219, 439, 220, 219 ], [ 212, 104, 108, 212, 104, 108 ], [ 227, 116, 111, 227, 116, 111 ], [ 48.291572, 47.272727, 49.315068, 48.291572, 47.272727, 49.315068 ], [ 3.140046, 5.403113, 1.359872, 1.158234, 1.246409, 1.085871 ], [ 1760753, 1760753, 75427, 5750076, 5750076, 5529788 ], [ -56594, -36625, -56594, -7910857, -3426635, -7910857 ], [ 15, 15, 15, 15, 15, 15 ], [ 20, 20, 21, 20, 20, 21 ], [ 10, 10, 10, 10, 10, 10 ], [ 6813, 3324, 3489, 6813, 3324, 3489 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 749674, 746409, -74155, -120919, -83853, -166143 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6937, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562688000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115167344, "expiration_time": 1765097568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.81856, "nb": 0.88835, "nc": 0.58702 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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) |
---|