Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145795.2359 | 952010.7541 | 193784.4818 | 28672691.236 | 16425846.9705 | 12246844.2656 |
Total P&L (%) | 1145.7952 | 952.0108 | 193.7845 | 28672.6912 | 16425.847 | 12246.8443 |
Avg Daily Profit (%) | 0.5501 | 0.4571 | 0.093 | 0.2722 | 0.2455 | 0.2315 |
Buy And Hold Return (%) | 49.8499 | 49.8499 | 49.8499 | 49.8499 | 49.8499 | 49.8499 |
Max Trade Drawdown | -69727 | -71537 | -96001 | -17945101 | -12714872 | -14825131 |
Profit Factor | 2.8033 | 4.9107 | 1.4944 | 1.3552 | 1.4667 | 1.269 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 49.1228 | 49.1228 | 49.1228 | 49.1228 | 49.1228 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.9034 | 5.0861 | 1.5478 | 1.4036 | 1.5191 | 1.3143 |
Largest Winning Trade | 337875 | 337875 | 85544 | 9743534 | 9743534 | 9580555 |
Largest Losing Trade | -39340 | -24135 | -39340 | -14825131 | -7423432 | -14825131 |
Avg Bars in Trades | 214 | 183 | 246 | 214 | 183 | 246 |
Avg Bars in Winners | 309 | 247 | 371 | 309 | 247 | 371 |
Avg Bars in Losers | 123 | 122 | 124 | 123 | 122 | 124 |
Bars Traded | 24485 | 10463 | 14022 | 24485 | 10463 | 14022 |
Profit Streak | 0 | 0 | 20.5317 | 0 | 0 | 20.5317 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588327 | -162431 | -248531 | 325370 | -169755 | -171641 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1581105600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759481135866, "expiration_time": 1765956585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 133, "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": [ [ 1145795.235901507, 952010.754114052, 193784.4817874554, 28672691.23602234, 16425846.970462294, 12246844.26556005 ], [ 1145.795236, 952.010754, 193.784482, 28672.691236, 16425.84697, 12246.844266 ], [ 0.550136, 0.457093, 0.093043, 0.272223, 0.24553, 0.2315 ], [ 49.84985, 49.84985, 49.84985, 49.84985, 49.84985, 49.84985 ], [ -69727, -71537, -96001, -17945101, -12714872, -14825131 ], [ 2.803259, 4.910704, 1.494392, 1.355225, 1.466733, 1.269021 ], [ 114, 57, 57, 114, 57, 57 ], [ 56, 28, 28, 56, 28, 28 ], [ 58, 29, 29, 58, 29, 29 ], [ 49.122807, 49.122807, 49.122807, 49.122807, 49.122807, 49.122807 ], [ 2.903376, 5.086086, 1.547763, 1.403626, 1.519116, 1.314343 ], [ 337875, 337875, 85544, 9743534, 9743534, 9580555 ], [ -39340, -24135, -39340, -14825131, -7423432, -14825131 ], [ 214, 183, 246, 214, 183, 246 ], [ 309, 247, 371, 309, 247, 371 ], [ 123, 122, 124, 123, 122, 124 ], [ 24485, 10463, 14022, 24485, 10463, 14022 ], [ 0, 0, 20.531665, 0, 0, 20.531665 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 588327, -162431, -248531, 325370, -169755, -171641 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1581105600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759481135866, "expiration_time": 1765956585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 133, "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) |
---|