Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405929.5256 | 1549517.2652 | -143587.7396 | -89808.2504 | 394994.8631 | -484803.1135 |
Total P&L (%) | 1405.9295 | 1549.5173 | -143.5877 | -89.8083 | 394.9949 | -484.8031 |
Avg Daily Profit (%) | 0.6075 | 0.6696 | -0.062 | -0.0986 | 0.0691 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -427462 | -275912 | -237078 | -3050739 | -2539321 | -1076976 |
Profit Factor | 2.3545 | 4.7084 | 0.7685 | 0.984 | 1.1415 | 0.8276 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 47.7419 | 43.5897 | 51.9481 | 47.7419 | 43.5897 | 51.9481 |
Ratio Avg Win / Avg Loss | 2.5772 | 6.0933 | 0.7108 | 1.077 | 1.4773 | 0.7655 |
Largest Winning Trade | 1582797 | 1582797 | 71712 | 1508412 | 1508412 | 839129 |
Largest Losing Trade | -61799 | -38583 | -61799 | -973727 | -692832 | -973727 |
Avg Bars in Trades | 55 | 33 | 77 | 55 | 33 | 77 |
Avg Bars in Winners | 69 | 43 | 92 | 69 | 43 | 92 |
Avg Bars in Losers | 41 | 25 | 61 | 41 | 25 | 61 |
Bars Traded | 8569 | 2604 | 5965 | 8569 | 2604 | 5965 |
Profit Streak | 0 | 0 | 51.4947 | 0 | 0 | 51.4947 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573809 | -17318 | -621005 | -579177 | -202431 | -621005 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563300000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759297945344, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 183, "na": 0.2, "nb": 0.8613, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 58, "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": [ [ 1405929.5255743244, 1549517.2652000648, -143587.7396257408, -89808.250435018, 394994.8631026451, -484803.1135376636 ], [ 1405.929526, 1549.517265, -143.58774, -89.80825, 394.994863, -484.803114 ], [ 0.60751, 0.669555, -0.062045, -0.098627, 0.069134, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -427462, -275912, -237078, -3050739, -2539321, -1076976 ], [ 2.354497, 4.708448, 0.768458, 0.983971, 1.141522, 0.827584 ], [ 155, 78, 77, 155, 78, 77 ], [ 74, 34, 40, 74, 34, 40 ], [ 81, 44, 37, 81, 44, 37 ], [ 47.741935, 43.589744, 51.948052, 47.741935, 43.589744, 51.948052 ], [ 2.57722, 6.093285, 0.710824, 1.077049, 1.477264, 0.765516 ], [ 1582797, 1582797, 71712, 1508412, 1508412, 839129 ], [ -61799, -38583, -61799, -973727, -692832, -973727 ], [ 55, 33, 77, 55, 33, 77 ], [ 69, 43, 92, 69, 43, 92 ], [ 41, 25, 61, 41, 25, 61 ], [ 8569, 2604, 5965, 8569, 2604, 5965 ], [ 0, 0, 51.494738, 0, 0, 51.494738 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 573809, -17318, -621005, -579177, -202431, -621005 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563300000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759297945344, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 183, "na": 0.2, "nb": 0.8613, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 58, "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) |
---|