Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2272068.3228 | 2024767.1193 | 247301.2035 | 19887260.2901 | 13806066.2413 | 6081194.0488 |
Total P&L (%) | 2272.0683 | 2024.7671 | 247.3012 | 19887.2603 | 13806.0662 | 6081.194 |
Avg Daily Profit (%) | 0.9821 | 0.8752 | 0.1069 | 0.2293 | 0.2135 | 0.1784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146657 | -80066 | -122106 | -7206362 | -4662808 | -6214768 |
Profit Factor | 6.0073 | 9.318 | 2.1758 | 1.8805 | 2.3494 | 1.4922 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 36.3636 | 27.2727 | 45.4545 | 36.3636 | 27.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 10.5128 | 24.848 | 2.6109 | 3.2909 | 6.2651 | 1.7906 |
Largest Winning Trade | 1519460 | 1519460 | 81780 | 10237642 | 9154955 | 10237642 |
Largest Losing Trade | -81582 | -33024 | -81582 | -5796923 | -3469778 | -5796923 |
Avg Bars in Trades | 136 | 113 | 159 | 136 | 113 | 159 |
Avg Bars in Winners | 289 | 293 | 286 | 289 | 293 | 286 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 9017 | 3752 | 5265 | 9017 | 3752 | 5265 |
Profit Streak | 0 | 0 | 44.2518 | 0 | 0 | 44.2518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112228 | 69722 | -47378 | -122223 | -7194 | 323443 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563105600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233756511, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 86, "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": [ [ 2272068.3227800913, 2024767.1192918709, 247301.2034882202, 19887260.290124826, 13806066.241289783, 6081194.04883504 ], [ 2272.068323, 2024.767119, 247.301203, 19887.26029, 13806.066241, 6081.194049 ], [ 0.982091, 0.875197, 0.106895, 0.229252, 0.213537, 0.178421 ], [ 10, 10, 10, 10, 10, 10 ], [ -146657, -80066, -122106, -7206362, -4662808, -6214768 ], [ 6.007327, 9.318013, 2.175782, 1.880493, 2.349428, 1.492187 ], [ 66, 33, 33, 66, 33, 33 ], [ 24, 9, 15, 24, 9, 15 ], [ 42, 24, 18, 42, 24, 18 ], [ 36.363636, 27.272727, 45.454545, 36.363636, 27.272727, 45.454545 ], [ 10.512822, 24.848033, 2.610938, 3.290862, 6.26514, 1.790624 ], [ 1519460, 1519460, 81780, 10237642, 9154955, 10237642 ], [ -81582, -33024, -81582, -5796923, -3469778, -5796923 ], [ 136, 113, 159, 136, 113, 159 ], [ 289, 293, 286, 289, 293, 286 ], [ 49, 46, 53, 49, 46, 53 ], [ 9017, 3752, 5265, 9017, 3752, 5265 ], [ 0, 0, 44.251811, 0, 0, 44.251811 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -112228, 69722, -47378, -122223, -7194, 323443 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563105600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233756511, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 86, "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) |
---|