Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993281.0132 | 881773.0305 | 111507.9827 | 442827.7271 | 17420.315 | 425407.4122 |
Total P&L (%) | 993.281 | 881.773 | 111.508 | 442.8277 | 17.4203 | 425.4074 |
Avg Daily Profit (%) | 0.4287 | 0.3806 | 0.0481 | 0.073 | 0.0069 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183069 | -133411 | -266578 | -691734 | -735376 | -287904 |
Profit Factor | 1.5672 | 1.9825 | 1.1306 | 1.1314 | 1.0093 | 1.2835 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 134 | 57 | 77 | 134 | 57 | 77 |
Losing Trades | 258 | 139 | 119 | 258 | 139 | 119 |
Profitability (%) | 34.1837 | 29.0816 | 39.2857 | 34.1837 | 29.0816 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.0175 | 4.8346 | 1.7473 | 2.1784 | 2.4613 | 1.9835 |
Largest Winning Trade | 544070 | 544070 | 51292 | 580973 | 580973 | 163771 |
Largest Losing Trade | -27809 | -23989 | -27809 | -126128 | -126128 | -122728 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 13776 | 6484 | 7292 | 13776 | 6484 | 7292 |
Profit Streak | 14.5739 | 0 | 15.7406 | 14.5739 | 0 | 15.7406 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335144 | 71750 | -207482 | -173796 | -412691 | -99319 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13901, "evaluation_days": 2316.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560283200000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759556786805, "expiration_time": 1765555632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 22, "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": [ [ 993281.013207128, 881773.0304753449, 111507.9827317831, 442827.7271378601, 17420.3149868297, 425407.4121510301 ], [ 993.281013, 881.77303, 111.507983, 442.827727, 17.420315, 425.407412 ], [ 0.428724, 0.380595, 0.04813, 0.073041, 0.006932, 0.071632 ], [ 10, 10, 10, 10, 10, 10 ], [ -183069, -133411, -266578, -691734, -735376, -287904 ], [ 1.56723, 1.982548, 1.130621, 1.131408, 1.00932, 1.28346 ], [ 392, 196, 196, 392, 196, 196 ], [ 134, 57, 77, 134, 57, 77 ], [ 258, 139, 119, 258, 139, 119 ], [ 34.183673, 29.081633, 39.285714, 34.183673, 29.081633, 39.285714 ], [ 3.017502, 4.834635, 1.747324, 2.178383, 2.461325, 1.983529 ], [ 544070, 544070, 51292, 580973, 580973, 163771 ], [ -27809, -23989, -27809, -126128, -126128, -122728 ], [ 35, 33, 37, 35, 33, 37 ], [ 68, 69, 67, 68, 69, 67 ], [ 17, 18, 17, 17, 18, 17 ], [ 13776, 6484, 7292, 13776, 6484, 7292 ], [ 14.573921, 0, 15.740588, 14.573921, 0, 15.740588 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335144, 71750, -207482, -173796, -412691, -99319 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13901, "evaluation_days": 2316.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560283200000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759556786805, "expiration_time": 1765555632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 22, "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) |
---|