Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106045.9407 | 950178.7451 | 155867.1957 | 2896271.1343 | 1678287.221 | 1217983.9132 |
Total P&L (%) | 1106.0459 | 950.1787 | 155.8672 | 2896.2711 | 1678.2872 | 1217.9839 |
Avg Daily Profit (%) | 0.4778 | 0.4104 | 0.0673 | 0.147 | 0.1244 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137617 | -81842 | -145711 | -5214103 | -4242468 | -3947963 |
Profit Factor | 2.2663 | 3.2321 | 1.3481 | 1.1598 | 1.1855 | 1.1341 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 37.2881 | 30.5085 | 44.0678 | 37.2881 | 30.5085 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.8115 | 7.3619 | 1.7111 | 1.9505 | 2.7004 | 1.4394 |
Largest Winning Trade | 404215 | 404215 | 83833 | 3471087 | 3471087 | 1760192 |
Largest Losing Trade | -42527 | -36052 | -42527 | -1516894 | -1267868 | -1516894 |
Avg Bars in Trades | 116 | 104 | 128 | 116 | 104 | 128 |
Avg Bars in Winners | 214 | 212 | 216 | 214 | 212 | 216 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 13713 | 6161 | 7552 | 13713 | 6161 | 7552 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363448 | -168523 | -280532 | -44735 | -226372 | -295806 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13890, "evaluation_days": 2315, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561046400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759396007168, "expiration_time": 1765392480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "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": [ [ 1106045.9407200431, 950178.7450540301, 155867.1956660122, 2896271.1342907418, 1678287.2210456685, 1217983.9132450751 ], [ 1106.045941, 950.178745, 155.867196, 2896.271134, 1678.287221, 1217.983913 ], [ 0.477774, 0.410444, 0.067329, 0.146974, 0.124407, 0.111452 ], [ 10, 10, 10, 10, 10, 10 ], [ -137617, -81842, -145711, -5214103, -4242468, -3947963 ], [ 2.266307, 3.232054, 1.348116, 1.159759, 1.185541, 1.134086 ], [ 118, 59, 59, 118, 59, 59 ], [ 44, 18, 26, 44, 18, 26 ], [ 74, 41, 33, 74, 41, 33 ], [ 37.288136, 30.508475, 44.067797, 37.288136, 30.508475, 44.067797 ], [ 3.811516, 7.361902, 1.71107, 1.950504, 2.700399, 1.439417 ], [ 404215, 404215, 83833, 3471087, 3471087, 1760192 ], [ -42527, -36052, -42527, -1516894, -1267868, -1516894 ], [ 116, 104, 128, 116, 104, 128 ], [ 214, 212, 216, 214, 212, 216 ], [ 57, 56, 58, 57, 56, 58 ], [ 13713, 6161, 7552, 13713, 6161, 7552 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363448, -168523, -280532, -44735, -226372, -295806 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13890, "evaluation_days": 2315, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561046400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759396007168, "expiration_time": 1765392480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "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) |
---|