Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611793.8601 | 645399.8137 | -33605.9537 | 5099.4105 | 134607.6988 | -129508.2883 |
Total P&L (%) | 611.7939 | 645.3998 | -33.606 | 5.0994 | 134.6077 | -129.5083 |
Avg Daily Profit (%) | 0.2937 | 0.3098 | -0.0161 | 0.0024 | 0.0409 | 0 |
Buy And Hold Return (%) | 38.5886 | 38.5886 | 38.5886 | 38.5886 | 38.5886 | 38.5886 |
Max Trade Drawdown | -135375 | -157959 | -218639 | -320649 | -153564 | -233096 |
Profit Factor | 1.5049 | 2.1168 | 0.947 | 1.0044 | 1.2475 | 0.7855 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 41.8367 | 37.7551 | 45.9184 | 41.8367 | 37.7551 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.0922 | 3.4899 | 1.1153 | 1.3964 | 2.0568 | 0.9252 |
Largest Winning Trade | 312412 | 312412 | 52574 | 201507 | 201507 | 66116 |
Largest Losing Trade | -54943 | -54943 | -44628 | -98462 | -64545 | -98462 |
Avg Bars in Trades | 124 | 125 | 124 | 124 | 125 | 124 |
Avg Bars in Winners | 159 | 156 | 161 | 159 | 156 | 161 |
Avg Bars in Losers | 100 | 107 | 92 | 100 | 107 | 92 |
Bars Traded | 24496 | 12308 | 12188 | 24496 | 12308 | 12188 |
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 | 328932 | 286093 | -580991 | -573188 | -145077 | -582658 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579068000000, "first_datapoint_time": 1581832800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139565951, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 245, "offset": 126 } }, "second_band": { "type": "pwma", "factors": { "length": 105, "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": [ [ 611793.8600657642, 645399.8137285929, -33605.9536628294, 5099.4104640235, 134607.6988024696, -129508.288338446 ], [ 611.79386, 645.399814, -33.605954, 5.09941, 134.607699, -129.508288 ], [ 0.293662, 0.309792, -0.016131, 0.002387, 0.04094, 0 ], [ 38.588589, 38.588589, 38.588589, 38.588589, 38.588589, 38.588589 ], [ -135375, -157959, -218639, -320649, -153564, -233096 ], [ 1.504904, 2.116794, 0.946977, 1.004444, 1.247548, 0.785506 ], [ 196, 98, 98, 196, 98, 98 ], [ 82, 37, 45, 82, 37, 45 ], [ 114, 61, 53, 114, 61, 53 ], [ 41.836735, 37.755102, 45.918367, 41.836735, 37.755102, 45.918367 ], [ 2.092183, 3.48985, 1.115329, 1.396422, 2.056768, 0.925151 ], [ 312412, 312412, 52574, 201507, 201507, 66116 ], [ -54943, -54943, -44628, -98462, -64545, -98462 ], [ 124, 125, 124, 124, 125, 124 ], [ 159, 156, 161, 159, 156, 161 ], [ 100, 107, 92, 100, 107, 92 ], [ 24496, 12308, 12188, 24496, 12308, 12188 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328932, 286093, -580991, -573188, -145077, -582658 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579068000000, "first_datapoint_time": 1581832800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139565951, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 245, "offset": 126 } }, "second_band": { "type": "pwma", "factors": { "length": 105, "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) |
---|