Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407124.2364 | 438249.6406 | -31125.4042 | -44339.6792 | 600665.6552 | -645005.3344 |
Total P&L (%) | 407.1242 | 438.2496 | -31.1254 | -44.3397 | 600.6657 | -645.0053 |
Avg Daily Profit (%) | 0.1756 | 0.1891 | -0.0134 | -0.0253 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267487 | -213609 | -170149 | -933492 | -299116 | -718365 |
Profit Factor | 1.3987 | 1.9028 | 0.9419 | 0.9726 | 2.1541 | 0.4111 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 50.3704 | 51.4706 | 49.2537 | 50.3704 | 51.4706 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.3782 | 1.794 | 0.9704 | 0.9583 | 2.031 | 0.4236 |
Largest Winning Trade | 126972 | 126972 | 56844 | 307461 | 307461 | 94670 |
Largest Losing Trade | -56341 | -56341 | -50447 | -460991 | -140904 | -460991 |
Avg Bars in Trades | 49 | 54 | 43 | 49 | 54 | 43 |
Avg Bars in Winners | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Losers | 47 | 67 | 28 | 47 | 67 | 28 |
Bars Traded | 6620 | 3720 | 2900 | 6620 | 3720 | 2900 |
Profit Streak | 0 | 0 | 20.9973 | 0 | 0 | 20.9973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306201 | -97849 | -697196 | -580372 | -185249 | -697196 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622170977, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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": [ [ 407124.2363793615, 438249.6405666274, -31125.4041872662, -44339.6792289275, 600665.655188634, -645005.3344175617 ], [ 407.124236, 438.249641, -31.125404, -44.339679, 600.665655, -645.005334 ], [ 0.175636, 0.189064, -0.013428, -0.025273, 0.084024, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -267487, -213609, -170149, -933492, -299116, -718365 ], [ 1.398724, 1.902757, 0.941888, 0.972559, 2.154067, 0.411123 ], [ 135, 68, 67, 135, 68, 67 ], [ 68, 35, 33, 68, 35, 33 ], [ 67, 33, 34, 67, 33, 34 ], [ 50.37037, 51.470588, 49.253731, 50.37037, 51.470588, 49.253731 ], [ 1.378155, 1.794028, 0.97043, 0.958256, 2.030977, 0.423581 ], [ 126972, 126972, 56844, 307461, 307461, 94670 ], [ -56341, -56341, -50447, -460991, -140904, -460991 ], [ 49, 54, 43, 49, 54, 43 ], [ 50, 42, 58, 50, 42, 58 ], [ 47, 67, 28, 47, 67, 28 ], [ 6620, 3720, 2900, 6620, 3720, 2900 ], [ 0, 0, 20.997349, 0, 0, 20.997349 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306201, -97849, -697196, -580372, -185249, -697196 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622170977, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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) |
---|