Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2080723.6668 | 1943182.5847 | 137541.0822 | 3611783.0981 | 964884.3194 | 2646898.7786 |
Total P&L (%) | 2080.7237 | 1943.1826 | 137.5411 | 3611.7831 | 964.8843 | 2646.8988 |
Avg Daily Profit (%) | 0.8993 | 0.8398 | 0.0594 | 0.1563 | 0.1023 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99966 | -95586 | -88916 | -4271671 | -4504714 | -1828490 |
Profit Factor | 4.1446 | 6.6921 | 1.4294 | 1.1993 | 1.0958 | 1.3287 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 43.6782 | 36.3636 | 51.1628 | 43.6782 | 36.3636 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.3444 | 11.7111 | 1.3644 | 1.5465 | 1.9177 | 1.2683 |
Largest Winning Trade | 1639138 | 1639138 | 82787 | 2743393 | 2743393 | 2728886 |
Largest Losing Trade | -44918 | -38495 | -44918 | -1825456 | -1825456 | -1429930 |
Avg Bars in Trades | 101 | 94 | 109 | 101 | 94 | 109 |
Avg Bars in Winners | 149 | 161 | 140 | 149 | 161 | 140 |
Avg Bars in Losers | 65 | 56 | 77 | 65 | 56 | 77 |
Bars Traded | 8873 | 4160 | 4713 | 8873 | 4160 | 4713 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 654972 | 593432 | -112469 | 189354 | -175267 | -871 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9255, "evaluation_days": 2313.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562457600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759254647126, "expiration_time": 1765230840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 31, "offset": 114 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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": [ [ 2080723.6668434269, 1943182.5846650144, 137541.0821784126, 3611783.0980669963, 964884.3194171004, 2646898.778649895 ], [ 2080.723667, 1943.182585, 137.541082, 3611.783098, 964.884319, 2646.898779 ], [ 0.899286, 0.839841, 0.059445, 0.156323, 0.102287, 0.143293 ], [ 10, 10, 10, 10, 10, 10 ], [ -99966, -95586, -88916, -4271671, -4504714, -1828490 ], [ 4.144615, 6.692062, 1.429422, 1.199307, 1.095818, 1.328738 ], [ 87, 44, 43, 87, 44, 43 ], [ 38, 16, 22, 38, 16, 22 ], [ 49, 28, 21, 49, 28, 21 ], [ 43.678161, 36.363636, 51.162791, 43.678161, 36.363636, 51.162791 ], [ 5.344373, 11.711109, 1.364448, 1.546475, 1.917681, 1.268341 ], [ 1639138, 1639138, 82787, 2743393, 2743393, 2728886 ], [ -44918, -38495, -44918, -1825456, -1825456, -1429930 ], [ 101, 94, 109, 101, 94, 109 ], [ 149, 161, 140, 149, 161, 140 ], [ 65, 56, 77, 65, 56, 77 ], [ 8873, 4160, 4713, 8873, 4160, 4713 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 654972, 593432, -112469, 189354, -175267, -871 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9255, "evaluation_days": 2313.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562457600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759254647126, "expiration_time": 1765230840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 31, "offset": 114 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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) |
---|