Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047070.4423 | 1013789.2324 | 33281.2099 | 784351.0519 | 3591470.5958 | -2807119.5439 |
Total P&L (%) | 1047.0704 | 1013.7892 | 33.2812 | 784.3511 | 3591.4706 | -2807.1195 |
Avg Daily Profit (%) | 0.5026 | 0.4866 | 0.016 | 0.1047 | 0.1734 | 0 |
Buy And Hold Return (%) | 35.6061 | 35.6061 | 35.6061 | 35.6061 | 35.6061 | 35.6061 |
Max Trade Drawdown | -136178 | -114437 | -137355 | -6824284 | -3409669 | -4512559 |
Profit Factor | 2.1959 | 3.3429 | 1.0752 | 1.0407 | 1.3759 | 0.7114 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 34.9206 | 33.3333 | 36.5079 | 34.9206 | 33.3333 | 36.5079 |
Ratio Avg Win / Avg Loss | 4.0924 | 6.6859 | 1.8698 | 1.9394 | 2.7518 | 1.2372 |
Largest Winning Trade | 478430 | 478430 | 81371 | 5770918 | 5770918 | 1091911 |
Largest Losing Trade | -41611 | -41611 | -41301 | -2698988 | -1596171 | -2698988 |
Avg Bars in Trades | 194 | 162 | 226 | 194 | 162 | 226 |
Avg Bars in Winners | 378 | 314 | 437 | 378 | 314 | 437 |
Avg Bars in Losers | 95 | 86 | 105 | 95 | 86 | 105 |
Bars Traded | 24483 | 10218 | 14265 | 24483 | 10218 | 14265 |
Profit Streak | 11.2515 | 13.8348 | 0 | 11.2515 | 13.8348 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356718 | -135961 | -626234 | -232377 | -143372 | -731316 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1581472800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759248126173, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 77 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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": [ [ 1047070.4423190625, 1013789.232413681, 33281.2099053817, 784351.0518970499, 3591470.595777066, -2807119.543880015 ], [ 1047.070442, 1013.789232, 33.28121, 784.351052, 3591.470596, -2807.119544 ], [ 0.502595, 0.48662, 0.015975, 0.10468, 0.173364, 0 ], [ 35.606061, 35.606061, 35.606061, 35.606061, 35.606061, 35.606061 ], [ -136178, -114437, -137355, -6824284, -3409669, -4512559 ], [ 2.195923, 3.342945, 1.075155, 1.04068, 1.375876, 0.71138 ], [ 126, 63, 63, 126, 63, 63 ], [ 44, 21, 23, 44, 21, 23 ], [ 82, 42, 40, 82, 42, 40 ], [ 34.920635, 33.333333, 36.507937, 34.920635, 33.333333, 36.507937 ], [ 4.092402, 6.685891, 1.869835, 1.939449, 2.751752, 1.237183 ], [ 478430, 478430, 81371, 5770918, 5770918, 1091911 ], [ -41611, -41611, -41301, -2698988, -1596171, -2698988 ], [ 194, 162, 226, 194, 162, 226 ], [ 378, 314, 437, 378, 314, 437 ], [ 95, 86, 105, 95, 86, 105 ], [ 24483, 10218, 14265, 24483, 10218, 14265 ], [ 11.25146, 13.834794, 0, 11.25146, 13.834794, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356718, -135961, -626234, -232377, -143372, -731316 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1581472800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759248126173, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 77 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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) |
---|