Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3470202.4135 | 3201631.8147 | 268570.5988 | 57027734.8955 | 44086948.4603 | 12940786.4352 |
Total P&L (%) | 3470.2024 | 3201.6318 | 268.5706 | 57027.7349 | 44086.9485 | 12940.7864 |
Avg Daily Profit (%) | 1.4964 | 1.3806 | 0.1158 | 0.2741 | 0.263 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99517 | -63170 | -71857 | -133013489 | -67771581 | -110734585 |
Profit Factor | 6.4825 | 10.0959 | 1.9558 | 1.1503 | 1.226 | 1.0702 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 33.3333 | 24.0741 | 42.5926 | 33.3333 | 24.0741 | 42.5926 |
Ratio Avg Win / Avg Loss | 12.9649 | 31.841 | 2.6361 | 2.3006 | 3.8666 | 1.4424 |
Largest Winning Trade | 2709110 | 2709110 | 81030 | 69640713 | 69640713 | 45131446 |
Largest Losing Trade | -40563 | -22825 | -40563 | -72004644 | -19626430 | -72004644 |
Avg Bars in Trades | 83 | 71 | 94 | 83 | 71 | 94 |
Avg Bars in Winners | 187 | 202 | 179 | 187 | 202 | 179 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 8991 | 3869 | 5122 | 8991 | 3869 | 5122 |
Profit Streak | 19.6729 | 0 | 25.6729 | 19.6729 | 0 | 25.6729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599806 | -192030 | -217067 | -51054 | -204909 | -317579 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9276, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759702138108, "expiration_time": 1765698048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18709, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 3470202.4134681975, 3201631.8146584914, 268570.5988097059, 57027734.895516634, 44086948.46033265, 12940786.435184048 ], [ 3470.202413, 3201.631815, 268.570599, 57027.734896, 44086.94846, 12940.786435 ], [ 1.496422, 1.380609, 0.115813, 0.274108, 0.263002, 0.210254 ], [ 10, 10, 10, 10, 10, 10 ], [ -99517, -63170, -71857, -133013489, -67771581, -110734585 ], [ 6.482472, 10.095923, 1.955843, 1.150298, 1.225996, 1.070196 ], [ 108, 54, 54, 108, 54, 54 ], [ 36, 13, 23, 36, 13, 23 ], [ 72, 41, 31, 72, 41, 31 ], [ 33.333333, 24.074074, 42.592593, 33.333333, 24.074074, 42.592593 ], [ 12.964943, 31.840989, 2.636136, 2.300597, 3.866603, 1.442438 ], [ 2709110, 2709110, 81030, 69640713, 69640713, 45131446 ], [ -40563, -22825, -40563, -72004644, -19626430, -72004644 ], [ 83, 71, 94, 83, 71, 94 ], [ 187, 202, 179, 187, 202, 179 ], [ 30, 30, 31, 30, 30, 31 ], [ 8991, 3869, 5122, 8991, 3869, 5122 ], [ 19.672895, 0, 25.672895, 19.672895, 0, 25.672895 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 599806, -192030, -217067, -51054, -204909, -317579 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9276, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759702138108, "expiration_time": 1765698048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18709, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|