Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091814.0411 | 1027653.6598 | 64160.3812 | 975075.9352 | 883770.4253 | 91305.5099 |
Total P&L (%) | 1091.814 | 1027.6537 | 64.1604 | 975.0759 | 883.7704 | 91.3055 |
Avg Daily Profit (%) | 0.4717 | 0.444 | 0.0277 | 0.1027 | 0.0988 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119680 | -92033 | -145230 | -1357632 | -931522 | -924827 |
Profit Factor | 2.1732 | 3.1147 | 1.1443 | 1.1424 | 1.2411 | 1.0287 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 36 | 25.3968 | 46.7742 | 36 | 25.3968 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.8635 | 9.1495 | 1.3021 | 2.0309 | 3.6456 | 1.1706 |
Largest Winning Trade | 433876 | 433876 | 85171 | 888104 | 888104 | 588292 |
Largest Losing Trade | -42444 | -35947 | -42444 | -516870 | -323776 | -516870 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 65 | 70 | 62 | 65 | 70 | 62 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4469 | 1984 | 2485 | 4469 | 1984 | 2485 |
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 | 337744 | -158949 | -373476 | -123416 | -234809 | -499831 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282458518, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 64, "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": [ [ 1091814.0410500471, 1027653.6598098003, 64160.3812402474, 975075.9352449286, 883770.4253281634, 91305.5099167644 ], [ 1091.814041, 1027.65366, 64.160381, 975.075935, 883.770425, 91.30551 ], [ 0.471728, 0.444007, 0.027721, 0.102666, 0.098827, 0.028032 ], [ 10, 10, 10, 10, 10, 10 ], [ -119680, -92033, -145230, -1357632, -931522, -924827 ], [ 2.173225, 3.114739, 1.144291, 1.142377, 1.241053, 1.028692 ], [ 125, 63, 62, 125, 63, 62 ], [ 45, 16, 29, 45, 16, 29 ], [ 80, 47, 33, 80, 47, 33 ], [ 36, 25.396825, 46.774194, 36, 25.396825, 46.774194 ], [ 3.863511, 9.149546, 1.302124, 2.030892, 3.645594, 1.17058 ], [ 433876, 433876, 85171, 888104, 888104, 588292 ], [ -42444, -35947, -42444, -516870, -323776, -516870 ], [ 35, 31, 40, 35, 31, 40 ], [ 65, 70, 62, 65, 70, 62 ], [ 19, 18, 20, 19, 18, 20 ], [ 4469, 1984, 2485, 4469, 1984, 2485 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337744, -158949, -373476, -123416, -234809, -499831 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282458518, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 64, "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) |
---|