Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3148293.8874 | -195648.1028 | -2952645.7847 | -130173.0646 | 15980023.5821 | -16110196.6467 |
Total P&L (%) | -3148.2939 | -195.6481 | -2952.6458 | -130.1731 | 15980.0236 | -16110.1966 |
Avg Daily Profit (%) | -1.3642 | -0.0848 | -1.2794 | 0 | 0.2204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3266595 | -216004 | -3055738 | -21452419 | -733567 | -25095122 |
Profit Factor | 0.1713 | 0.5704 | 0.117 | 0.9954 | 8.5389 | 0.3823 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 21 | 27 | 46 | 26 | 20 |
Losing Trades | 45 | 25 | 20 | 47 | 20 | 27 |
Profitability (%) | 51.6129 | 45.6522 | 57.4468 | 49.4624 | 56.5217 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.1606 | 0.679 | 0.0867 | 1.017 | 6.5684 | 0.5161 |
Largest Winning Trade | 52375 | 27720 | 52375 | 11233411 | 11233411 | 2884429 |
Largest Losing Trade | -2521099 | -78571 | -2521099 | -17612148 | -409402 | -17612148 |
Avg Bars in Trades | 95 | 103 | 88 | 95 | 103 | 88 |
Avg Bars in Winners | 56 | 54 | 59 | 114 | 138 | 83 |
Avg Bars in Losers | 137 | 145 | 127 | 77 | 58 | 92 |
Bars Traded | 8927 | 4771 | 4156 | 8927 | 4771 | 4156 |
Profit Streak | 33.2499 | 33.2499 | 35.4999 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578871 | -581854 | -578740 | -579072 | 635730 | -583592 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758952788469, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 135, "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": [ [ -3148293.8874392533, -195648.1027737536, -2952645.784665499, -130173.0646061177, 15980023.582061628, -16110196.646667749 ], [ -3148.293887, -195.648103, -2952.645785, -130.173065, 15980.023582, -16110.196647 ], [ -1.364227, -0.084779, -1.279448, 0, 0.220377, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -3266595, -216004, -3055738, -21452419, -733567, -25095122 ], [ 0.171331, 0.570377, 0.116985, 0.995384, 8.538918, 0.38232 ], [ 93, 46, 47, 93, 46, 47 ], [ 48, 21, 27, 46, 26, 20 ], [ 45, 25, 20, 47, 20, 27 ], [ 51.612903, 45.652174, 57.446809, 49.462366, 56.521739, 42.553191 ], [ 0.160623, 0.67902, 0.086656, 1.017023, 6.568399, 0.516132 ], [ 52375, 27720, 52375, 11233411, 11233411, 2884429 ], [ -2521099, -78571, -2521099, -17612148, -409402, -17612148 ], [ 95, 103, 88, 95, 103, 88 ], [ 56, 54, 59, 114, 138, 83 ], [ 137, 145, 127, 77, 58, 92 ], [ 8927, 4771, 4156, 8927, 4771, 4156 ], [ 33.249866, 33.249866, 35.499866, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578871, -581854, -578740, -579072, 635730, -583592 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758952788469, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 135, "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) |
---|