Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2858658.3744 | -77290.7775 | -2781367.5969 | -95420.5731 | 2992193.4655 | -3087614.0386 |
Total P&L (%) | -2858.6584 | -77.2908 | -2781.3676 | -95.4206 | 2992.1935 | -3087.614 |
Avg Daily Profit (%) | -1.2315 | -0.0333 | -1.1982 | -0.1327 | 0.1479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3078031 | -203060 | -2925306 | -18371936 | -5234891 | -17289444 |
Profit Factor | 0.2336 | 0.8412 | 0.1425 | 0.9963 | 1.466 | 0.8411 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 66 | 30 | 36 | 62 | 28 | 34 |
Losing Trades | 33 | 19 | 14 | 37 | 21 | 16 |
Profitability (%) | 66.6667 | 61.2245 | 72 | 62.6263 | 57.1429 | 68 |
Ratio Avg Win / Avg Loss | 0.1168 | 0.5327 | 0.0554 | 0.5946 | 1.0995 | 0.3958 |
Largest Winning Trade | 43733 | 35750 | 43733 | 5787925 | 3850159 | 5787925 |
Largest Losing Trade | -2472249 | -82879 | -2472249 | -13115885 | -3243603 | -13115885 |
Avg Bars in Trades | 136 | 153 | 119 | 136 | 153 | 119 |
Avg Bars in Winners | 60 | 65 | 55 | 74 | 79 | 70 |
Avg Bars in Losers | 288 | 293 | 282 | 239 | 252 | 222 |
Bars Traded | 13482 | 7532 | 5950 | 13482 | 7532 | 5950 |
Profit Streak | 70.2263 | 90.0596 | 70.2263 | 70.2263 | 90.0596 | 70.2263 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576426 | -577780 | -756500 | -577227 | 303174 | -757019 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13928, "evaluation_days": 2321.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562097600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759944348387, "expiration_time": 1765956096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 191, "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": [ [ -2858658.374427071, -77290.7775350728, -2781367.5968919974, -95420.5730552353, 2992193.4655117164, -3087614.0385669484 ], [ -2858.658374, -77.290778, -2781.367597, -95.420573, 2992.193466, -3087.614039 ], [ -1.231474, -0.033296, -1.198178, -0.132749, 0.147933, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -3078031, -203060, -2925306, -18371936, -5234891, -17289444 ], [ 0.233617, 0.841158, 0.142473, 0.99631, 1.466009, 0.841145 ], [ 99, 49, 50, 99, 49, 50 ], [ 66, 30, 36, 62, 28, 34 ], [ 33, 19, 14, 37, 21, 16 ], [ 66.666667, 61.22449, 72, 62.626263, 57.142857, 68 ], [ 0.116808, 0.532733, 0.055406, 0.594572, 1.099507, 0.395833 ], [ 43733, 35750, 43733, 5787925, 3850159, 5787925 ], [ -2472249, -82879, -2472249, -13115885, -3243603, -13115885 ], [ 136, 153, 119, 136, 153, 119 ], [ 60, 65, 55, 74, 79, 70 ], [ 288, 293, 282, 239, 252, 222 ], [ 13482, 7532, 5950, 13482, 7532, 5950 ], [ 70.226254, 90.059588, 70.226254, 70.226254, 90.059588, 70.226254 ], [ 10, 5, 5, 10, 5, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576426, -577780, -756500, -577227, 303174, -757019 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13928, "evaluation_days": 2321.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562097600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759944348387, "expiration_time": 1765956096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 191, "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) |
---|