Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183642.0421 | 983898.0059 | 199744.0361 | 3677226.1526 | 889943.5205 | 2787282.6321 |
Total P&L (%) | 1183.642 | 983.898 | 199.744 | 3677.2262 | 889.9435 | 2787.2826 |
Avg Daily Profit (%) | 0.5129 | 0.4263 | 0.0866 | 0.1575 | 0.0994 | 0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96871 | -98535 | -245578 | -2871397 | -2302705 | -1379858 |
Profit Factor | 1.6428 | 2.0624 | 1.2183 | 1.2608 | 1.1081 | 1.4749 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 170 | 73 | 97 | 170 | 73 | 97 |
Losing Trades | 312 | 168 | 144 | 312 | 168 | 144 |
Profitability (%) | 35.2697 | 30.2905 | 40.249 | 35.2697 | 30.2905 | 40.249 |
Ratio Avg Win / Avg Loss | 3.0151 | 4.7463 | 1.8085 | 2.3139 | 2.5502 | 2.1895 |
Largest Winning Trade | 489216 | 489216 | 60657 | 1636640 | 1636640 | 765630 |
Largest Losing Trade | -24720 | -18754 | -24720 | -739382 | -739382 | -545592 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 34 | 39 | 31 | 34 | 39 | 31 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 9176 | 4526 | 4650 | 9176 | 4526 | 4650 |
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 | 392084 | 259609 | -79514 | 205121 | -167057 | 54097 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894391936, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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": [ [ 1183642.0420650498, 983898.0059361011, 199744.036128949, 3677226.152594052, 889943.520466886, 2787282.6321271616 ], [ 1183.642042, 983.898006, 199.744036, 3677.226153, 889.94352, 2787.282632 ], [ 0.512899, 0.426345, 0.086554, 0.157488, 0.099388, 0.145828 ], [ 10, 10, 10, 10, 10, 10 ], [ -96871, -98535, -245578, -2871397, -2302705, -1379858 ], [ 1.642828, 2.062391, 1.218255, 1.260766, 1.108102, 1.474898 ], [ 482, 241, 241, 482, 241, 241 ], [ 170, 73, 97, 170, 73, 97 ], [ 312, 168, 144, 312, 168, 144 ], [ 35.26971, 30.290456, 40.248963, 35.26971, 30.290456, 40.248963 ], [ 3.015072, 4.746323, 1.808543, 2.313876, 2.550153, 2.189539 ], [ 489216, 489216, 60657, 1636640, 1636640, 765630 ], [ -24720, -18754, -24720, -739382, -739382, -545592 ], [ 19, 18, 19, 19, 18, 19 ], [ 34, 39, 31, 34, 39, 31 ], [ 10, 9, 10, 10, 9, 10 ], [ 9176, 4526, 4650, 9176, 4526, 4650 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392084, 259609, -79514, 205121, -167057, 54097 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894391936, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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) |
---|