Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139363.528 | 403146.4719 | -263782.9439 | -39358.448 | 410812.3552 | -450170.8032 |
Total P&L (%) | 139.3635 | 403.1465 | -263.7829 | -39.3584 | 410.8124 | -450.1708 |
Avg Daily Profit (%) | 0.0601 | 0.1738 | -0.1137 | -0.0216 | 0.0704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279002 | -125878 | -433633 | -2151166 | -1461412 | -2050657 |
Profit Factor | 1.089 | 1.7365 | 0.741 | 0.9966 | 1.0866 | 0.9352 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 105 | 53 | 52 | 105 | 52 | 53 |
Losing Trades | 90 | 45 | 45 | 90 | 46 | 44 |
Profitability (%) | 53.8462 | 54.0816 | 53.6082 | 53.8462 | 53.0612 | 54.6392 |
Ratio Avg Win / Avg Loss | 0.9334 | 1.4744 | 0.6413 | 0.8543 | 0.9612 | 0.7764 |
Largest Winning Trade | 91617 | 91617 | 78269 | 1824109 | 659535 | 1824109 |
Largest Losing Trade | -203795 | -40675 | -203795 | -1723210 | -427956 | -1723210 |
Avg Bars in Trades | 44 | 31 | 56 | 44 | 31 | 56 |
Avg Bars in Winners | 45 | 31 | 60 | 45 | 30 | 60 |
Avg Bars in Losers | 42 | 32 | 52 | 42 | 33 | 51 |
Bars Traded | 8589 | 3103 | 5486 | 8589 | 3103 | 5486 |
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 | -235450 | 353322 | -580605 | -579258 | -225880 | -580472 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9276, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562328000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759694458280, "expiration_time": 1765698048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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": [ [ 139363.5280383068, 403146.4719225251, -263782.9438842185, -39358.4480118377, 410812.355227771, -450170.8032396081 ], [ 139.363528, 403.146472, -263.782944, -39.358448, 410.812355, -450.170803 ], [ 0.060096, 0.173845, -0.113749, -0.021567, 0.07035, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -279002, -125878, -433633, -2151166, -1461412, -2050657 ], [ 1.089002, 1.736538, 0.741006, 0.996634, 1.08656, 0.935199 ], [ 195, 98, 97, 195, 98, 97 ], [ 105, 53, 52, 105, 52, 53 ], [ 90, 45, 45, 90, 46, 44 ], [ 53.846154, 54.081633, 53.608247, 53.846154, 53.061224, 54.639175 ], [ 0.93343, 1.474419, 0.641255, 0.854258, 0.961187, 0.776391 ], [ 91617, 91617, 78269, 1824109, 659535, 1824109 ], [ -203795, -40675, -203795, -1723210, -427956, -1723210 ], [ 44, 31, 56, 44, 31, 56 ], [ 45, 31, 60, 45, 30, 60 ], [ 42, 32, 52, 42, 33, 51 ], [ 8589, 3103, 5486, 8589, 3103, 5486 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -235450, 353322, -580605, -579258, -225880, -580472 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9276, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562328000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759694458280, "expiration_time": 1765698048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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) |
---|