Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829687.8244 | 773097.3959 | 56590.4285 | 541586.0731 | 609244.4686 | -67658.3955 |
Total P&L (%) | 829.6878 | 773.0974 | 56.5904 | 541.5861 | 609.2445 | -67.6584 |
Avg Daily Profit (%) | 0.3589 | 0.3344 | 0.0245 | 0.0804 | 0.0848 | -0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129454 | -86987 | -223607 | -1146339 | -717263 | -814019 |
Profit Factor | 1.6663 | 2.4048 | 1.0814 | 1.0919 | 1.2098 | 0.9774 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 50.2262 | 44.1441 | 56.3636 | 50.2262 | 44.1441 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.6513 | 3.0428 | 0.8372 | 1.0821 | 1.5307 | 0.7567 |
Largest Winning Trade | 343599 | 343599 | 83421 | 848389 | 848389 | 259674 |
Largest Losing Trade | -43520 | -38133 | -43520 | -353593 | -287533 | -353593 |
Avg Bars in Trades | 20 | 15 | 25 | 20 | 15 | 25 |
Avg Bars in Winners | 25 | 18 | 30 | 25 | 18 | 30 |
Avg Bars in Losers | 15 | 12 | 19 | 15 | 12 | 19 |
Bars Traded | 4476 | 1687 | 2789 | 4476 | 1687 | 2789 |
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 | 504560 | 414338 | -292835 | -203099 | -80979 | -579936 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094997897, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 40, "offset": 0, "std": 1.67344 } }, "second_band": { "type": "hilo", "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": [ [ 829687.8244342111, 773097.3959225417, 56590.4285116692, 541586.0730749904, 609244.4686094661, -67658.3955344756 ], [ 829.687824, 773.097396, 56.590429, 541.586073, 609.244469, -67.658396 ], [ 0.358862, 0.334385, 0.024477, 0.080429, 0.084769, -0.048812 ], [ 10, 10, 10, 10, 10, 10 ], [ -129454, -86987, -223607, -1146339, -717263, -814019 ], [ 1.666304, 2.404813, 1.081438, 1.091923, 1.209768, 0.977352 ], [ 221, 111, 110, 221, 111, 110 ], [ 111, 49, 62, 111, 49, 62 ], [ 110, 62, 48, 110, 62, 48 ], [ 50.226244, 44.144144, 56.363636, 50.226244, 44.144144, 56.363636 ], [ 1.651292, 3.042825, 0.837242, 1.082086, 1.530727, 0.756659 ], [ 343599, 343599, 83421, 848389, 848389, 259674 ], [ -43520, -38133, -43520, -353593, -287533, -353593 ], [ 20, 15, 25, 20, 15, 25 ], [ 25, 18, 30, 25, 18, 30 ], [ 15, 12, 19, 15, 12, 19 ], [ 4476, 1687, 2789, 4476, 1687, 2789 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504560, 414338, -292835, -203099, -80979, -579936 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094997897, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 40, "offset": 0, "std": 1.67344 } }, "second_band": { "type": "hilo", "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) |
---|