Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3465504.2217 | 3255260.1835 | 210244.0382 | 33971662.5164 | 19927385.8894 | 14044276.627 |
Total P&L (%) | 3465.5042 | 3255.2602 | 210.244 | 33971.6625 | 19927.3859 | 14044.2766 |
Avg Daily Profit (%) | 1.6634 | 1.5625 | 0.1009 | 0.2803 | 0.2547 | 0.238 |
Buy And Hold Return (%) | 60.3839 | 60.3839 | 60.3839 | 60.3839 | 60.3839 | 60.3839 |
Max Trade Drawdown | -77954 | -87203 | -50756 | -35737524 | -31982778 | -20162386 |
Profit Factor | 6.6149 | 11.0964 | 1.7132 | 1.1941 | 1.2275 | 1.1606 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 37 | 30 | 44 | 37 | 30 | 44 |
Ratio Avg Win / Avg Loss | 11.2632 | 25.8916 | 2.1805 | 2.0331 | 2.8641 | 1.4771 |
Largest Winning Trade | 2818906 | 2818906 | 83774 | 33412120 | 33412120 | 23416680 |
Largest Losing Trade | -29161 | -27264 | -29161 | -13785521 | -10235473 | -13785521 |
Avg Bars in Trades | 247 | 214 | 279 | 247 | 214 | 279 |
Avg Bars in Winners | 499 | 494 | 502 | 499 | 494 | 502 |
Avg Bars in Losers | 98 | 94 | 103 | 98 | 94 | 103 |
Bars Traded | 24702 | 10733 | 13969 | 24702 | 10733 | 13969 |
Profit Streak | 0 | 0 | 22.2013 | 0 | 0 | 22.2013 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635561 | -165754 | -239526 | -2021 | -178853 | -217350 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1580904000000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760064590668, "expiration_time": 1766541600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 87, "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": [ [ 3465504.221650949, 3255260.183451782, 210244.0381991655, 33971662.516363114, 19927385.889408074, 14044276.62695504 ], [ 3465.504222, 3255.260183, 210.244038, 33971.662516, 19927.385889, 14044.276627 ], [ 1.663445, 1.562527, 0.100917, 0.280283, 0.254709, 0.237974 ], [ 60.383944, 60.383944, 60.383944, 60.383944, 60.383944, 60.383944 ], [ -77954, -87203, -50756, -35737524, -31982778, -20162386 ], [ 6.614892, 11.09638, 1.713223, 1.194055, 1.227456, 1.160595 ], [ 100, 50, 50, 100, 50, 50 ], [ 37, 15, 22, 37, 15, 22 ], [ 63, 35, 28, 63, 35, 28 ], [ 37, 30, 44, 37, 30, 44 ], [ 11.263194, 25.891553, 2.180466, 2.033121, 2.864063, 1.477121 ], [ 2818906, 2818906, 83774, 33412120, 33412120, 23416680 ], [ -29161, -27264, -29161, -13785521, -10235473, -13785521 ], [ 247, 214, 279, 247, 214, 279 ], [ 499, 494, 502, 499, 494, 502 ], [ 98, 94, 103, 98, 94, 103 ], [ 24702, 10733, 13969, 24702, 10733, 13969 ], [ 0, 0, 22.201281, 0, 0, 22.201281 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 635561, -165754, -239526, -2021, -178853, -217350 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1580904000000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760064590668, "expiration_time": 1766541600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 87, "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) |
---|