Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2150881.2276 | -169976.8372 | -1980904.3904 | -69092.7389 | 4008754.8997 | -4077847.6386 |
Total P&L (%) | -2150.8812 | -169.9768 | -1980.9044 | -69.0927 | 4008.7549 | -4077.8476 |
Avg Daily Profit (%) | -0.9323 | -0.0737 | -0.8586 | -0.0509 | 0.1612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2190418 | -158664 | -2046173 | -6305682 | -381718 | -6998768 |
Profit Factor | 0.2023 | 0.5625 | 0.1417 | 0.9918 | 4.7821 | 0.4426 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 32 | 16 | 16 |
Losing Trades | 23 | 12 | 11 | 29 | 14 | 15 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1225 | 0.375 | 0.0779 | 0.8988 | 4.1844 | 0.4149 |
Largest Winning Trade | 50193 | 44688 | 50193 | 2978557 | 2978557 | 951002 |
Largest Losing Trade | -1581146 | -79228 | -1581146 | -4950631 | -381718 | -4950631 |
Avg Bars in Trades | 218 | 246 | 191 | 218 | 246 | 191 |
Avg Bars in Winners | 134 | 163 | 107 | 237 | 274 | 200 |
Avg Bars in Losers | 357 | 370 | 344 | 197 | 213 | 182 |
Bars Traded | 13320 | 7380 | 5940 | 13320 | 7380 | 5940 |
Profit Streak | 155.9423 | 155.9423 | 273.9423 | 155.9423 | 155.9423 | 334.6089 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743772 | -578564 | -577586 | -745047 | 600842 | -579244 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926210606, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 206, "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": [ [ -2150881.2275818316, -169976.8371832334, -1980904.3903985987, -69092.7388727543, 4008754.89971377, -4077847.6385865263 ], [ -2150.881228, -169.976837, -1980.90439, -69.092739, 4008.7549, -4077.847639 ], [ -0.93226, -0.073673, -0.858586, -0.05088, 0.16118, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2190418, -158664, -2046173, -6305682, -381718, -6998768 ], [ 0.202331, 0.562482, 0.141705, 0.991751, 4.782115, 0.44259 ], [ 61, 30, 31, 61, 30, 31 ], [ 38, 18, 20, 32, 16, 16 ], [ 23, 12, 11, 29, 14, 15 ], [ 62.295082, 60, 64.516129, 52.459016, 53.333333, 51.612903 ], [ 0.122463, 0.374988, 0.077938, 0.898774, 4.18435, 0.414928 ], [ 50193, 44688, 50193, 2978557, 2978557, 951002 ], [ -1581146, -79228, -1581146, -4950631, -381718, -4950631 ], [ 218, 246, 191, 218, 246, 191 ], [ 134, 163, 107, 237, 274, 200 ], [ 357, 370, 344, 197, 213, 182 ], [ 13320, 7380, 5940, 13320, 7380, 5940 ], [ 155.942252, 155.942252, 273.942252, 155.942252, 155.942252, 334.608919 ], [ 5, 2, 3, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -743772, -578564, -577586, -745047, 600842, -579244 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926210606, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 206, "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) |
---|