Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2421379.3926 | -126891.6033 | -2294487.7893 | -100870.8934 | 3204497.341 | -3305368.2344 |
Total P&L (%) | -2421.3794 | -126.8916 | -2294.4878 | -100.8709 | 3204.4973 | -3305.3682 |
Avg Daily Profit (%) | -1.0495 | -0.055 | -0.9945 | 0 | 0.1517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2552145 | -208483 | -2382409 | -8853194 | -307282 | -8823070 |
Profit Factor | 0.1921 | 0.6717 | 0.1211 | 0.9896 | 7.6681 | 0.6398 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 17 | 21 | 34 | 19 | 15 |
Losing Trades | 25 | 14 | 11 | 29 | 12 | 17 |
Profitability (%) | 60.3175 | 54.8387 | 65.625 | 53.9683 | 61.2903 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1264 | 0.5531 | 0.0634 | 0.844 | 4.843 | 0.7251 |
Largest Winning Trade | 46711 | 37173 | 46711 | 2829337 | 1545891 | 2829337 |
Largest Losing Trade | -1958887 | -79161 | -1958887 | -8310610 | -274853 | -8310610 |
Avg Bars in Trades | 206 | 229 | 184 | 206 | 229 | 184 |
Avg Bars in Winners | 114 | 120 | 108 | 254 | 296 | 201 |
Avg Bars in Losers | 346 | 361 | 327 | 150 | 123 | 168 |
Bars Traded | 13002 | 7107 | 5895 | 13002 | 7107 | 5895 |
Profit Streak | 9.3384 | 0 | 273.1718 | 0 | 34.8384 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729773 | -580190 | -577412 | -731263 | 652290 | -582025 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802040460, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 243, "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": [ [ -2421379.392562662, -126891.6032807958, -2294487.7892818647, -100870.8934210429, 3204497.34096918, -3305368.2343902243 ], [ -2421.379393, -126.891603, -2294.487789, -100.870893, 3204.497341, -3305.368234 ], [ -1.049502, -0.054999, -0.994503, 0, 0.151724, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2552145, -208483, -2382409, -8853194, -307282, -8823070 ], [ 0.192082, 0.671669, 0.121083, 0.989554, 7.668071, 0.639773 ], [ 63, 31, 32, 63, 31, 32 ], [ 38, 17, 21, 34, 19, 15 ], [ 25, 14, 11, 29, 12, 17 ], [ 60.31746, 54.83871, 65.625, 53.968254, 61.290323, 46.875 ], [ 0.12637, 0.553139, 0.063424, 0.844031, 4.842992, 0.725076 ], [ 46711, 37173, 46711, 2829337, 1545891, 2829337 ], [ -1958887, -79161, -1958887, -8310610, -274853, -8310610 ], [ 206, 229, 184, 206, 229, 184 ], [ 114, 120, 108, 254, 296, 201 ], [ 346, 361, 327, 150, 123, 168 ], [ 13002, 7107, 5895, 13002, 7107, 5895 ], [ 9.338431, 0, 273.171764, 0, 34.838431, 0 ], [ 1, 0, 4, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -729773, -580190, -577412, -731263, 652290, -582025 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802040460, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 243, "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) |
---|