Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100690.1438 | 1073893.0882 | 26797.0557 | 295717.4088 | 395353.2773 | -99635.8685 |
Total P&L (%) | 1100.6901 | 1073.8931 | 26.7971 | 295.7174 | 395.3533 | -99.6359 |
Avg Daily Profit (%) | 0.5285 | 0.5157 | 0.0129 | 0.0661 | 0.0769 | -0.2693 |
Buy And Hold Return (%) | 96.5021 | 96.5021 | 96.5021 | 96.5021 | 96.5021 | 96.5021 |
Max Trade Drawdown | -190247 | -142758 | -209260 | -3027387 | -2379503 | -1206416 |
Profit Factor | 1.6258 | 2.2515 | 1.0297 | 1.0194 | 1.0493 | 0.9863 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 191 | 82 | 109 | 191 | 82 | 109 |
Losing Trades | 248 | 138 | 110 | 248 | 138 | 110 |
Profitability (%) | 43.508 | 37.2727 | 49.7717 | 43.508 | 37.2727 | 49.7717 |
Ratio Avg Win / Avg Loss | 2.1109 | 3.789 | 1.0392 | 1.3236 | 1.7659 | 0.9953 |
Largest Winning Trade | 676555 | 676555 | 44983 | 1626799 | 1626799 | 320082 |
Largest Losing Trade | -27430 | -24405 | -27430 | -563522 | -563522 | -393046 |
Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Winners | 83 | 87 | 80 | 83 | 87 | 80 |
Avg Bars in Losers | 35 | 32 | 40 | 35 | 32 | 40 |
Bars Traded | 24797 | 11573 | 13224 | 24797 | 11573 | 13224 |
Profit Streak | 0 | 0 | 17.3211 | 0 | 0 | 17.3211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492970 | 384037 | -528162 | -307211 | -261973 | -579707 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579708800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758901339635, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1100690.1438255878, 1073893.0881710781, 26797.0556545069, 295717.4088198131, 395353.2772817627, -99635.8684619511 ], [ 1100.690144, 1073.893088, 26.797056, 295.717409, 395.353277, -99.635868 ], [ 0.528543, 0.515675, 0.012868, 0.066074, 0.076865, -0.269284 ], [ 96.502058, 96.502058, 96.502058, 96.502058, 96.502058, 96.502058 ], [ -190247, -142758, -209260, -3027387, -2379503, -1206416 ], [ 1.625759, 2.251451, 1.029746, 1.01937, 1.04932, 0.986258 ], [ 439, 220, 219, 439, 220, 219 ], [ 191, 82, 109, 191, 82, 109 ], [ 248, 138, 110, 248, 138, 110 ], [ 43.507973, 37.272727, 49.771689, 43.507973, 37.272727, 49.771689 ], [ 2.110933, 3.789028, 1.039194, 1.323581, 1.765929, 0.995306 ], [ 676555, 676555, 44983, 1626799, 1626799, 320082 ], [ -27430, -24405, -27430, -563522, -563522, -393046 ], [ 56, 52, 60, 56, 52, 60 ], [ 83, 87, 80, 83, 87, 80 ], [ 35, 32, 40, 35, 32, 40 ], [ 24797, 11573, 13224, 24797, 11573, 13224 ], [ 0, 0, 17.32106, 0, 0, 17.321061 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492970, 384037, -528162, -307211, -261973, -579707 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579708800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758901339635, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|