Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2530307.5627 | 2336401.6327 | 193905.93 | 4782411.7729 | 2239879.4022 | 2542532.3708 |
Total P&L (%) | 2530.3076 | 2336.4016 | 193.9059 | 4782.4118 | 2239.8794 | 2542.5324 |
Avg Daily Profit (%) | 1.0964 | 1.0124 | 0.084 | 0.1686 | 0.1367 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107377 | -131894 | -57947 | -12845064 | -14989113 | -8030082 |
Profit Factor | 4.5227 | 6.3159 | 1.6956 | 1.0795 | 1.0615 | 1.1071 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 44.4444 | 35.1852 | 53.7037 | 44.4444 | 35.1852 | 53.7037 |
Ratio Avg Win / Avg Loss | 5.6534 | 11.6346 | 1.4617 | 1.3494 | 1.9554 | 0.9544 |
Largest Winning Trade | 2016841 | 2016841 | 79340 | 10912115 | 10912115 | 5368080 |
Largest Losing Trade | -47324 | -43782 | -47324 | -7368033 | -3703880 | -7368033 |
Avg Bars in Trades | 84 | 83 | 84 | 84 | 83 | 84 |
Avg Bars in Winners | 120 | 135 | 110 | 120 | 135 | 110 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 9101 | 4531 | 4570 | 9101 | 4531 | 4570 |
Profit Streak | 0 | 0 | 10.5767 | 0 | 0 | 10.5767 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 683815 | -164215 | -257597 | -127188 | -347995 | -286337 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561896000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894623803, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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": [ [ 2530307.562695563, 2336401.632677481, 193905.9300180828, 4782411.772935098, 2239879.4021676555, 2542532.370767441 ], [ 2530.307563, 2336.401633, 193.90593, 4782.411773, 2239.879402, 2542.532371 ], [ 1.096439, 1.012415, 0.084024, 0.168628, 0.136706, 0.141984 ], [ 10, 10, 10, 10, 10, 10 ], [ -107377, -131894, -57947, -12845064, -14989113, -8030082 ], [ 4.522697, 6.315916, 1.695561, 1.079493, 1.061482, 1.107145 ], [ 108, 54, 54, 108, 54, 54 ], [ 48, 19, 29, 48, 19, 29 ], [ 60, 35, 25, 60, 35, 25 ], [ 44.444444, 35.185185, 53.703704, 44.444444, 35.185185, 53.703704 ], [ 5.653371, 11.634582, 1.46169, 1.349367, 1.955362, 0.954436 ], [ 2016841, 2016841, 79340, 10912115, 10912115, 5368080 ], [ -47324, -43782, -47324, -7368033, -3703880, -7368033 ], [ 84, 83, 84, 84, 83, 84 ], [ 120, 135, 110, 120, 135, 110 ], [ 55, 56, 54, 55, 56, 54 ], [ 9101, 4531, 4570, 9101, 4531, 4570 ], [ 0, 0, 10.576664, 0, 0, 10.576664 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 683815, -164215, -257597, -127188, -347995, -286337 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561896000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894623803, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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) |
---|