Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2370300.0159 | 2191647.1729 | 178652.843 | 7359348.2968 | 2010484.6742 | 5348863.6226 |
Total P&L (%) | 2370.3 | 2191.6472 | 178.6528 | 7359.3483 | 2010.4847 | 5348.8636 |
Avg Daily Profit (%) | 1.0221 | 0.9451 | 0.077 | 0.1861 | 0.1316 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87801 | -57487 | -90881 | -11272577 | -7491878 | -6104960 |
Profit Factor | 4.4435 | 7.5304 | 1.5065 | 1.1643 | 1.0888 | 1.2414 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.2759 | 43.1818 | 53.4884 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.7609 | 9.9084 | 1.31 | 1.2474 | 1.4326 | 1.0795 |
Largest Winning Trade | 1844824 | 1844824 | 81921 | 5241729 | 4310933 | 5241729 |
Largest Losing Trade | -58448 | -42276 | -58448 | -5925038 | -3520599 | -5925038 |
Avg Bars in Trades | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Winners | 104 | 98 | 109 | 104 | 98 | 109 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 6614 | 3143 | 3472 | 6614 | 3143 | 3472 |
Profit Streak | 0 | 0 | 81.1948 | 0 | 0 | 81.1948 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731067 | 692175 | -87681 | -32335 | -142370 | 309232 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6957, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564675200000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759696828221, "expiration_time": 1765690848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "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": [ [ 2370300.0159442765, 2191647.1728986115, 178652.8430456647, 7359348.296811307, 2010484.6742180814, 5348863.622593223 ], [ 2370.300016, 2191.647173, 178.652843, 7359.348297, 2010.484674, 5348.863623 ], [ 1.022122, 0.945083, 0.077039, 0.186117, 0.131587, 0.17255 ], [ 10, 10, 10, 10, 10, 10 ], [ -87801, -57487, -90881, -11272577, -7491878, -6104960 ], [ 4.44346, 7.530367, 1.506472, 1.164283, 1.088809, 1.241391 ], [ 87, 44, 43, 87, 44, 43 ], [ 42, 19, 23, 42, 19, 23 ], [ 45, 25, 20, 45, 25, 20 ], [ 48.275862, 43.181818, 53.488372, 48.275862, 43.181818, 53.488372 ], [ 4.76085, 9.908378, 1.309976, 1.247446, 1.432644, 1.079471 ], [ 1844824, 1844824, 81921, 5241729, 4310933, 5241729 ], [ -58448, -42276, -58448, -5925038, -3520599, -5925038 ], [ 76, 71, 80, 76, 71, 80 ], [ 104, 98, 109, 104, 98, 109 ], [ 49, 51, 47, 49, 51, 47 ], [ 6614, 3143, 3472, 6614, 3143, 3472 ], [ 0, 0, 81.194771, 0, 0, 81.194771 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 731067, 692175, -87681, -32335, -142370, 309232 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6957, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564675200000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759696828221, "expiration_time": 1765690848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "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) |
---|