Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2825946.7967 | 2646644.0943 | 179302.7024 | 9571515.0997 | 7207271.0885 | 2364244.0112 |
Total P&L (%) | 2825.9468 | 2646.6441 | 179.3027 | 9571.5151 | 7207.2711 | 2364.244 |
Avg Daily Profit (%) | 1.2234 | 1.1457 | 0.0776 | 0.1981 | 0.186 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107179 | -69938 | -71821 | -21263073 | -13541080 | -15860852 |
Profit Factor | 4.271 | 7.2644 | 1.4062 | 1.1084 | 1.178 | 1.0495 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 33.5135 | 30.1075 | 36.9565 | 33.5135 | 30.1075 | 36.9565 |
Ratio Avg Win / Avg Loss | 8.4731 | 16.8637 | 2.3988 | 2.1989 | 2.7347 | 1.7902 |
Largest Winning Trade | 2388540 | 2388540 | 84491 | 11482581 | 11482581 | 10058823 |
Largest Losing Trade | -30297 | -21405 | -30297 | -6152284 | -3990255 | -6152284 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 85 | 72 | 95 | 85 | 72 | 95 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 6713 | 2809 | 3903 | 6713 | 2809 | 3903 |
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 | 552641 | 502291 | -92850 | -97595 | -23729 | -177697 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564156800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758924198301, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.48625, "nb": 0.1, "nc": 0.4184 } } }
{ "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": [ [ 2825946.796703636, 2646644.0942673106, 179302.7024363262, 9571515.099714462, 7207271.0884882435, 2364244.011226217 ], [ 2825.946797, 2646.644094, 179.302702, 9571.5151, 7207.271088, 2364.244011 ], [ 1.223354, 1.145733, 0.07762, 0.198108, 0.18595, 0.138818 ], [ 10, 10, 10, 10, 10, 10 ], [ -107179, -69938, -71821, -21263073, -13541080, -15860852 ], [ 4.271002, 7.264362, 1.40617, 1.108402, 1.17801, 1.049453 ], [ 185, 93, 92, 185, 93, 92 ], [ 62, 28, 34, 62, 28, 34 ], [ 123, 65, 58, 123, 65, 58 ], [ 33.513514, 30.107527, 36.956522, 33.513514, 30.107527, 36.956522 ], [ 8.473117, 16.863697, 2.398761, 2.198927, 2.734666, 1.790243 ], [ 2388540, 2388540, 84491, 11482581, 11482581, 10058823 ], [ -30297, -21405, -30297, -6152284, -3990255, -6152284 ], [ 36, 30, 42, 36, 30, 42 ], [ 85, 72, 95, 85, 72, 95 ], [ 11, 11, 11, 11, 11, 11 ], [ 6713, 2809, 3903, 6713, 2809, 3903 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 552641, 502291, -92850, -97595, -23729, -177697 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564156800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758924198301, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.48625, "nb": 0.1, "nc": 0.4184 } } }
# | 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) |
---|