Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242570.9563 | 1350424.9714 | -107854.015 | -27476.7582 | 206851.3997 | -234328.1579 |
Total P&L (%) | 1242.571 | 1350.425 | -107.854 | -27.4768 | 206.8514 | -234.3282 |
Avg Daily Profit (%) | 0.5361 | 0.5826 | -0.0465 | -0.0139 | 0.0484 | 0 |
Buy And Hold Return (%) | 31.4474 | 31.4474 | 31.4474 | 31.4474 | 31.4474 | 31.4474 |
Max Trade Drawdown | -131714 | -75006 | -151595 | -270544 | -119609 | -268959 |
Profit Factor | 3.0441 | 5.9658 | 0.679 | 0.9745 | 1.4694 | 0.6317 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 41.3333 | 44.7368 | 37.8378 | 41.3333 | 44.7368 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.3206 | 7.3696 | 1.1154 | 1.3831 | 1.8152 | 1.0379 |
Largest Winning Trade | 1342410 | 1342410 | 92518 | 244243 | 244243 | 116425 |
Largest Losing Trade | -49216 | -38085 | -49216 | -139630 | -73284 | -139630 |
Avg Bars in Trades | 54 | 36 | 73 | 54 | 36 | 73 |
Avg Bars in Winners | 94 | 52 | 145 | 94 | 52 | 145 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 4106 | 1384 | 2722 | 4106 | 1384 | 2722 |
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 | -47922 | 639977 | -583835 | -643759 | -128383 | -583835 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568851200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621220626, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1242570.9563287068, 1350424.9713564594, -107854.0150277531, -27476.7582422158, 206851.3996652717, -234328.1579074877 ], [ 1242.570956, 1350.424971, -107.854015, -27.476758, 206.8514, -234.328158 ], [ 0.536053, 0.582582, -0.046529, -0.013859, 0.048381, 0 ], [ 31.447368, 31.447368, 31.447368, 31.447368, 31.447368, 31.447368 ], [ -131714, -75006, -151595, -270544, -119609, -268959 ], [ 3.044056, 5.965826, 0.678959, 0.974487, 1.469425, 0.631748 ], [ 75, 38, 37, 75, 38, 37 ], [ 31, 17, 14, 31, 17, 14 ], [ 44, 21, 23, 44, 21, 23 ], [ 41.333333, 44.736842, 37.837838, 41.333333, 44.736842, 37.837838 ], [ 4.320596, 7.36955, 1.115433, 1.383143, 1.815172, 1.037872 ], [ 1342410, 1342410, 92518, 244243, 244243, 116425 ], [ -49216, -38085, -49216, -139630, -73284, -139630 ], [ 54, 36, 73, 54, 36, 73 ], [ 94, 52, 145, 94, 52, 145 ], [ 26, 23, 29, 26, 23, 29 ], [ 4106, 1384, 2722, 4106, 1384, 2722 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47922, 639977, -583835, -643759, -128383, -583835 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568851200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621220626, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|