Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292594.8655 | 1062143.596 | 230451.2695 | 8373359.9523 | 4046497.3106 | 4326862.6417 |
Total P&L (%) | 1292.5949 | 1062.1436 | 230.4513 | 8373.36 | 4046.4973 | 4326.8626 |
Avg Daily Profit (%) | 0.5564 | 0.4572 | 0.0992 | 0.1913 | 0.1605 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97037 | -101721 | -153755 | -8678439 | -8812047 | -3869828 |
Profit Factor | 1.9145 | 2.5142 | 1.3237 | 1.1777 | 1.1649 | 1.1916 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 251 | 131 | 120 | 251 | 131 | 120 |
Profitability (%) | 30.2778 | 27.2222 | 33.3333 | 30.2778 | 27.2222 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.4086 | 6.7217 | 2.6473 | 2.7119 | 3.1144 | 2.3831 |
Largest Winning Trade | 559910 | 559910 | 58973 | 8311883 | 8311883 | 2301401 |
Largest Losing Trade | -24799 | -19769 | -24799 | -2714586 | -1637150 | -2714586 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6929 | 3098 | 3830 | 6929 | 3098 | 3830 |
Profit Streak | 0 | 0 | 22.1149 | 0 | 0 | 22.1149 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331518 | -4327 | -64481 | -21496 | -49643 | -6244 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760064324210, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1292594.8654593222, 1062143.595973184, 230451.2694861371, 8373359.952273186, 4046497.3106117942, 4326862.6416614 ], [ 1292.594865, 1062.143596, 230.451269, 8373.359952, 4046.497311, 4326.862642 ], [ 0.556354, 0.457164, 0.09919, 0.191267, 0.160452, 0.163273 ], [ 10, 10, 10, 10, 10, 10 ], [ -97037, -101721, -153755, -8678439, -8812047, -3869828 ], [ 1.91448, 2.514238, 1.323651, 1.177697, 1.164935, 1.19156 ], [ 360, 180, 180, 360, 180, 180 ], [ 109, 49, 60, 109, 49, 60 ], [ 251, 131, 120, 251, 131, 120 ], [ 30.277778, 27.222222, 33.333333, 30.277778, 27.222222, 33.333333 ], [ 4.408574, 6.721737, 2.647301, 2.711946, 3.114417, 2.38312 ], [ 559910, 559910, 58973, 8311883, 8311883, 2301401 ], [ -24799, -19769, -24799, -2714586, -1637150, -2714586 ], [ 19, 17, 21, 19, 17, 21 ], [ 42, 39, 44, 42, 39, 44 ], [ 9, 8, 9, 9, 8, 9 ], [ 6929, 3098, 3830, 6929, 3098, 3830 ], [ 0, 0, 22.114863, 0, 0, 22.114864 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331518, -4327, -64481, -21496, -49643, -6244 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760064324210, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|