Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042478.3718 | 974340.069 | 68138.3028 | 1353083.0811 | 1942691.7784 | -589608.6973 |
Total P&L (%) | 1042.4784 | 974.3401 | 68.1383 | 1353.0831 | 1942.6918 | -589.6087 |
Avg Daily Profit (%) | 0.5005 | 0.4678 | 0.0327 | 0.1286 | 0.1449 | 0 |
Buy And Hold Return (%) | 17.4254 | 17.4254 | 17.4254 | 17.4254 | 17.4254 | 17.4254 |
Max Trade Drawdown | -165530 | -133428 | -162807 | -7852796 | -6129615 | -3187455 |
Profit Factor | 1.9703 | 2.7769 | 1.1295 | 1.0536 | 1.1392 | 0.9479 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 33.3333 | 29.5918 | 37.1134 | 33.3333 | 29.5918 | 37.1134 |
Ratio Avg Win / Avg Loss | 3.9406 | 6.607 | 1.9139 | 2.1071 | 2.7105 | 1.6061 |
Largest Winning Trade | 455336 | 455336 | 83879 | 5026444 | 5026444 | 1320506 |
Largest Losing Trade | -49255 | -23229 | -49255 | -1318772 | -1318772 | -641360 |
Avg Bars in Trades | 127 | 110 | 143 | 127 | 110 | 143 |
Avg Bars in Winners | 273 | 249 | 293 | 273 | 249 | 293 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 24773 | 10847 | 13926 | 24773 | 10847 | 13926 |
Profit Streak | 0 | 0 | 34.092 | 0 | 0 | 34.092 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319989 | 207233 | -233191 | -186919 | -75292 | -582765 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1580342400000, "first_datapoint_time": 1581271200000, "last_datapoint_time": 1760364000000, "evaluation_time": 1760364744583, "expiration_time": 1766842444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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": [ [ 1042478.3717865597, 974340.0690185297, 68138.3027680295, 1353083.0811195185, 1942691.7784419346, -589608.6973224182 ], [ 1042.478372, 974.340069, 68.138303, 1353.083081, 1942.691778, -589.608697 ], [ 0.500511, 0.467796, 0.032714, 0.128575, 0.144949, 0 ], [ 17.425432, 17.425432, 17.425432, 17.425432, 17.425432, 17.425432 ], [ -165530, -133428, -162807, -7852796, -6129615, -3187455 ], [ 1.970288, 2.776865, 1.129527, 1.053558, 1.139198, 0.947857 ], [ 195, 98, 97, 195, 98, 97 ], [ 65, 29, 36, 65, 29, 36 ], [ 130, 69, 61, 130, 69, 61 ], [ 33.333333, 29.591837, 37.113402, 33.333333, 29.591837, 37.113402 ], [ 3.940576, 6.607023, 1.913922, 2.107116, 2.710506, 1.606091 ], [ 455336, 455336, 83879, 5026444, 5026444, 1320506 ], [ -49255, -23229, -49255, -1318772, -1318772, -641360 ], [ 127, 110, 143, 127, 110, 143 ], [ 273, 249, 293, 273, 249, 293 ], [ 53, 52, 55, 53, 52, 55 ], [ 24773, 10847, 13926, 24773, 10847, 13926 ], [ 0, 0, 34.091951, 0, 0, 34.091951 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319989, 207233, -233191, -186919, -75292, -582765 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1580342400000, "first_datapoint_time": 1581271200000, "last_datapoint_time": 1760364000000, "evaluation_time": 1760364744583, "expiration_time": 1766842444800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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) |
---|