Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239434.52 | 354335.6389 | -114901.119 | -99243.4005 | 252557.571 | -351800.9715 |
Total P&L (%) | 239.4345 | 354.3356 | -114.9011 | -99.2434 | 252.5576 | -351.801 |
Avg Daily Profit (%) | 0.1034 | 0.153 | -0.0496 | -0.2106 | 0.0544 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -404319 | -236690 | -327576 | -234356 | -78011 | -442287 |
Profit Factor | 1.0922 | 1.3206 | 0.923 | 0.9177 | 1.6372 | 0.5651 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 267 | 132 | 135 | 267 | 132 | 135 |
Losing Trades | 251 | 127 | 124 | 251 | 127 | 124 |
Profitability (%) | 51.5444 | 50.9653 | 52.1236 | 51.5444 | 50.9653 | 52.1236 |
Ratio Avg Win / Avg Loss | 1.0267 | 1.2706 | 0.8478 | 0.8627 | 1.5752 | 0.5191 |
Largest Winning Trade | 78099 | 78099 | 50352 | 102896 | 102896 | 37060 |
Largest Losing Trade | -94985 | -36499 | -94985 | -142628 | -43147 | -142628 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4580 | 2282 | 2298 | 4580 | 2282 | 2298 |
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 | -170969 | 310726 | -579425 | -577593 | -115958 | -579425 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4633, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561420800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455027901, "expiration_time": 1765453968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07195, "nb": 0.82658, "nc": 0.9583 } } }
{ "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": [ [ 239434.5199555299, 354335.6389187889, -114901.1189632589, -99243.4004959359, 252557.5710127095, -351800.9715086451 ], [ 239.43452, 354.335639, -114.901119, -99.2434, 252.557571, -351.800972 ], [ 0.10336, 0.152962, -0.049601, -0.210617, 0.054409, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -404319, -236690, -327576, -234356, -78011, -442287 ], [ 1.092151, 1.320626, 0.923048, 0.917662, 1.637206, 0.565123 ], [ 518, 259, 259, 518, 259, 259 ], [ 267, 132, 135, 267, 132, 135 ], [ 251, 127, 124, 251, 127, 124 ], [ 51.544402, 50.965251, 52.123552, 51.544402, 50.965251, 52.123552 ], [ 1.026704, 1.270602, 0.847837, 0.862671, 1.575191, 0.519076 ], [ 78099, 78099, 50352, 102896, 102896, 37060 ], [ -94985, -36499, -94985, -142628, -43147, -142628 ], [ 8, 8, 8, 8, 8, 8 ], [ 8, 8, 8, 8, 8, 8 ], [ 8, 8, 8, 8, 8, 8 ], [ 4580, 2282, 2298, 4580, 2282, 2298 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170969, 310726, -579425, -577593, -115958, -579425 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4633, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561420800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455027901, "expiration_time": 1765453968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07195, "nb": 0.82658, "nc": 0.9583 } } }
# | 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) |
---|