Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376226.5231 | 81983.2711 | 294243.2519 | 334709.0411 | 1078774.1667 | -744065.1257 |
Total P&L (%) | 376.2265 | 81.9833 | 294.2433 | 334.709 | 1078.7742 | -744.0651 |
Avg Daily Profit (%) | 0.2468 | 0.0538 | 0.1931 | 0.0965 | 0.162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161741 | -141401 | -86650 | -3545251 | -1943964 | -2828875 |
Profit Factor | 1.246 | 1.1074 | 1.3841 | 1.0208 | 1.1593 | 0.9204 |
Total Trades | 471 | 236 | 235 | 471 | 236 | 235 |
Winning Trades | 256 | 121 | 135 | 256 | 121 | 135 |
Losing Trades | 215 | 115 | 100 | 215 | 115 | 100 |
Profitability (%) | 54.3524 | 51.2712 | 57.4468 | 54.3524 | 51.2712 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.0464 | 1.0525 | 1.0252 | 0.8573 | 1.1018 | 0.6818 |
Largest Winning Trade | 52630 | 26440 | 52630 | 544710 | 544710 | 444322 |
Largest Losing Trade | -31654 | -31654 | -28881 | -960415 | -421811 | -960415 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 8875 | 4448 | 4427 | 8875 | 4448 | 4427 |
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 | 398827 | -222367 | 362759 | -260252 | -36508 | -578860 |
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629892800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040663273, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.30372 } }, "second_band": { "type": "swma", "factors": { "length": 199, "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": [ [ 376226.5230566243, 81983.2711224007, 294243.2519342228, 334709.0410588211, 1078774.1667149712, -744065.1256561476 ], [ 376.226523, 81.983271, 294.243252, 334.709041, 1078.774167, -744.065126 ], [ 0.24684, 0.053789, 0.193051, 0.09646, 0.161994, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161741, -141401, -86650, -3545251, -1943964, -2828875 ], [ 1.245974, 1.107387, 1.384081, 1.020755, 1.159258, 0.920447 ], [ 471, 236, 235, 471, 236, 235 ], [ 256, 121, 135, 256, 121, 135 ], [ 215, 115, 100, 215, 115, 100 ], [ 54.352442, 51.271186, 57.446809, 54.352442, 51.271186, 57.446809 ], [ 1.046424, 1.052475, 1.025245, 0.857275, 1.101774, 0.681812 ], [ 52630, 26440, 52630, 544710, 544710, 444322 ], [ -31654, -31654, -28881, -960415, -421811, -960415 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 8875, 4448, 4427, 8875, 4448, 4427 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398827, -222367, 362759, -260252, -36508, -578860 ] ] }
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629892800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040663273, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.30372 } }, "second_band": { "type": "swma", "factors": { "length": 199, "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) |
---|