Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2944381.4341 | 2828226.6814 | 116154.7527 | 1497784.8519 | 879818.6835 | 617966.1684 |
Total P&L (%) | 2944.3814 | 2828.2267 | 116.1548 | 1497.7849 | 879.8187 | 617.9662 |
Avg Daily Profit (%) | 1.2678 | 1.2178 | 0.05 | 0.1194 | 0.0983 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175202 | -112646 | -149156 | -9159694 | -6256749 | -3257864 |
Profit Factor | 3.7352 | 6.2739 | 1.215 | 1.0713 | 1.0788 | 1.0627 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 29.2683 | 25.6098 | 32.9268 | 29.2683 | 25.6098 | 32.9268 |
Ratio Avg Win / Avg Loss | 9.0266 | 18.2243 | 2.475 | 2.5889 | 3.1336 | 2.1648 |
Largest Winning Trade | 2616693 | 2616693 | 82635 | 4594678 | 4594678 | 3231588 |
Largest Losing Trade | -24797 | -23509 | -24797 | -2044765 | -2044765 | -1156653 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 136 | 131 | 140 | 136 | 131 | 140 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 9193 | 4126 | 5067 | 9193 | 4126 | 5067 |
Profit Streak | 0 | 0 | 21.3392 | 0 | 0 | 21.3392 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370651 | -9528 | -135993 | -184376 | -225659 | -240121 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9290, "evaluation_days": 2322.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559649600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997305665, "expiration_time": 1766009520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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": [ [ 2944381.4340752773, 2828226.6814021464, 116154.7526731315, 1497784.8518901956, 879818.6835361082, 617966.1683540907 ], [ 2944.381434, 2828.226681, 116.154753, 1497.784852, 879.818684, 617.966168 ], [ 1.267764, 1.217751, 0.050013, 0.119391, 0.098313, 0.084912 ], [ 10, 10, 10, 10, 10, 10 ], [ -175202, -112646, -149156, -9159694, -6256749, -3257864 ], [ 3.73516, 6.273939, 1.21501, 1.071259, 1.078771, 1.062741 ], [ 164, 82, 82, 164, 82, 82 ], [ 48, 21, 27, 48, 21, 27 ], [ 116, 61, 55, 116, 61, 55 ], [ 29.268293, 25.609756, 32.926829, 29.268293, 25.609756, 32.926829 ], [ 9.026636, 18.224298, 2.475021, 2.588877, 3.133573, 2.164843 ], [ 2616693, 2616693, 82635, 4594678, 4594678, 3231588 ], [ -24797, -23509, -24797, -2044765, -2044765, -1156653 ], [ 56, 50, 61, 56, 50, 61 ], [ 136, 131, 140, 136, 131, 140 ], [ 22, 22, 23, 22, 22, 23 ], [ 9193, 4126, 5067, 9193, 4126, 5067 ], [ 0, 0, 21.339186, 0, 0, 21.339186 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370651, -9528, -135993, -184376, -225659, -240121 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9290, "evaluation_days": 2322.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559649600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997305665, "expiration_time": 1766009520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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) |
---|