Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521715.6322 | 508192.7452 | 13522.887 | -44183.4362 | 388688.6121 | -432872.0483 |
Total P&L (%) | 521.7156 | 508.1927 | 13.5229 | -44.1834 | 388.6886 | -432.872 |
Avg Daily Profit (%) | 0.2252 | 0.2194 | 0.0058 | -0.0252 | 0.0685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171391 | -123625 | -287137 | -579621 | -282528 | -564689 |
Profit Factor | 1.2383 | 1.4898 | 1.0117 | 0.9885 | 1.2259 | 0.795 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 262 | 126 | 136 | 262 | 126 | 136 |
Losing Trades | 286 | 148 | 138 | 286 | 148 | 138 |
Profitability (%) | 47.8102 | 45.9854 | 49.635 | 47.8102 | 45.9854 | 49.635 |
Ratio Avg Win / Avg Loss | 1.3517 | 1.7499 | 1.0266 | 1.079 | 1.4399 | 0.8066 |
Largest Winning Trade | 136155 | 136155 | 59796 | 187876 | 187876 | 115945 |
Largest Losing Trade | -67506 | -41189 | -67506 | -326642 | -121692 | -326642 |
Avg Bars in Trades | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 13828 | 6030 | 7798 | 13828 | 6030 | 7798 |
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 | 368989 | 365500 | -447798 | -576821 | -102223 | -579764 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13898, "evaluation_days": 2316.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560283200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759513103811, "expiration_time": 1765511136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 65, "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": [ [ 521715.63222854, 508192.7452462929, 13522.8869822475, -44183.4361774647, 388688.6120890226, -432872.0482664864 ], [ 521.715632, 508.192745, 13.522887, -44.183436, 388.688612, -432.872048 ], [ 0.225234, 0.219396, 0.005838, -0.02517, 0.068518, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -171391, -123625, -287137, -579621, -282528, -564689 ], [ 1.238289, 1.489817, 1.01174, 0.988469, 1.225888, 0.794952 ], [ 548, 274, 274, 548, 274, 274 ], [ 262, 126, 136, 262, 126, 136 ], [ 286, 148, 138, 286, 148, 138 ], [ 47.810219, 45.985401, 49.635036, 47.810219, 45.985401, 49.635036 ], [ 1.35172, 1.749944, 1.026618, 1.079016, 1.439932, 0.806642 ], [ 136155, 136155, 59796, 187876, 187876, 115945 ], [ -67506, -41189, -67506, -326642, -121692, -326642 ], [ 25, 22, 28, 25, 22, 28 ], [ 28, 24, 31, 28, 24, 31 ], [ 22, 20, 25, 22, 20, 25 ], [ 13828, 6030, 7798, 13828, 6030, 7798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368989, 365500, -447798, -576821, -102223, -579764 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13898, "evaluation_days": 2316.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560283200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759513103811, "expiration_time": 1765511136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 65, "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) |
---|