Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2308625.2064 | -109959.4078 | -2198665.7986 | -104430.9888 | 9989226.8466 | -10093657.8354 |
Total P&L (%) | -2308.6252 | -109.9594 | -2198.6658 | -104.431 | 9989.2268 | -10093.6578 |
Avg Daily Profit (%) | -1.0004 | -0.0476 | -0.9527 | 0 | 0.2001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2432937 | -185120 | -2287925 | -14249000 | -1451153 | -14878579 |
Profit Factor | 0.2147 | 0.7108 | 0.141 | 0.9941 | 5.4919 | 0.3433 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 20 | 28 | 28 | 17 | 11 |
Losing Trades | 25 | 16 | 9 | 45 | 19 | 26 |
Profitability (%) | 65.7534 | 55.5556 | 75.6757 | 38.3562 | 47.2222 | 29.7297 |
Ratio Avg Win / Avg Loss | 0.1118 | 0.5687 | 0.0453 | 1.5976 | 6.138 | 0.8115 |
Largest Winning Trade | 49633 | 28106 | 49633 | 6904500 | 6904500 | 1359704 |
Largest Losing Trade | -1813405 | -80513 | -1813405 | -10262939 | -1451153 | -10262939 |
Avg Bars in Trades | 117 | 132 | 103 | 117 | 132 | 103 |
Avg Bars in Winners | 51 | 57 | 47 | 169 | 188 | 140 |
Avg Bars in Losers | 243 | 226 | 275 | 84 | 81 | 87 |
Bars Traded | 8581 | 4763 | 3818 | 8581 | 4763 | 3818 |
Profit Streak | 156.5307 | 156.5307 | 276.5307 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653264 | -578707 | -576050 | -658805 | 544040 | -589741 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 22136, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869054906, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 213, "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": [ [ -2308625.206397525, -109959.4078078794, -2198665.798589644, -104430.9888225439, 9989226.846598664, -10093657.835421208 ], [ -2308.625206, -109.959408, -2198.665799, -104.430989, 9989.226847, -10093.657835 ], [ -1.000379, -0.047648, -0.952731, 0, 0.200137, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2432937, -185120, -2287925, -14249000, -1451153, -14878579 ], [ 0.21471, 0.710815, 0.141012, 0.994065, 5.491886, 0.343313 ], [ 73, 36, 37, 73, 36, 37 ], [ 48, 20, 28, 28, 17, 11 ], [ 25, 16, 9, 45, 19, 26 ], [ 65.753425, 55.555556, 75.675676, 38.356164, 47.222222, 29.72973 ], [ 0.111828, 0.568652, 0.045325, 1.597604, 6.13799, 0.811467 ], [ 49633, 28106, 49633, 6904500, 6904500, 1359704 ], [ -1813405, -80513, -1813405, -10262939, -1451153, -10262939 ], [ 117, 132, 103, 117, 132, 103 ], [ 51, 57, 47, 169, 188, 140 ], [ 243, 226, 275, 84, 81, 87 ], [ 8581, 4763, 3818, 8581, 4763, 3818 ], [ 156.530728, 156.530728, 276.530728, 0, 0, 0 ], [ 7, 3, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -653264, -578707, -576050, -658805, 544040, -589741 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 22136, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869054906, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 213, "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) |
---|