Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072647.0904 | 1158897.1532 | -86250.0628 | -94025.9224 | 335906.563 | -429932.4854 |
Total P&L (%) | 1072.6471 | 1158.8972 | -86.2501 | -94.0259 | 335.9066 | -429.9325 |
Avg Daily Profit (%) | 0.4648 | 0.5022 | -0.0374 | -0.122 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257096 | -213353 | -254810 | -566624 | -193103 | -506147 |
Profit Factor | 1.6785 | 2.621 | 0.9004 | 0.9327 | 1.5894 | 0.4798 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 52.3148 | 49.0741 | 55.5556 | 52.3148 | 49.0741 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5299 | 2.7199 | 0.7203 | 0.8501 | 1.6494 | 0.3838 |
Largest Winning Trade | 1144899 | 1144899 | 39545 | 522894 | 522894 | 37161 |
Largest Losing Trade | -72155 | -53070 | -72155 | -204959 | -79933 | -204959 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 8959 | 4511 | 4448 | 8959 | 4511 | 4448 |
Profit Streak | 44.0693 | 53.8193 | 44.0693 | 44.0693 | 53.8193 | 44.0693 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590655 | 575167 | -579337 | -577851 | -104395 | -579337 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563991200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023583992, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.02513, "nc": 0.25889 } } }
{ "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": [ [ 1072647.0904460172, 1158897.153214389, -86250.0627683714, -94025.9224492468, 335906.5629986502, -429932.4854478967 ], [ 1072.64709, 1158.897153, -86.250063, -94.025922, 335.906563, -429.932485 ], [ 0.464802, 0.502176, -0.037374, -0.122025, 0.063817, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -257096, -213353, -254810, -566624, -193103, -506147 ], [ 1.678466, 2.620966, 0.900409, 0.93266, 1.58944, 0.479756 ], [ 216, 108, 108, 216, 108, 108 ], [ 113, 53, 60, 113, 53, 60 ], [ 103, 55, 48, 103, 55, 48 ], [ 52.314815, 49.074074, 55.555556, 52.314815, 49.074074, 55.555556 ], [ 1.529929, 2.719871, 0.720328, 0.850123, 1.649419, 0.383805 ], [ 1144899, 1144899, 39545, 522894, 522894, 37161 ], [ -72155, -53070, -72155, -204959, -79933, -204959 ], [ 41, 41, 41, 41, 41, 41 ], [ 46, 49, 43, 46, 49, 43 ], [ 36, 34, 38, 36, 34, 38 ], [ 8959, 4511, 4448, 8959, 4511, 4448 ], [ 44.069259, 53.819259, 44.069259, 44.069259, 53.819259, 44.069259 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590655, 575167, -579337, -577851, -104395, -579337 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563991200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023583992, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.02513, "nc": 0.25889 } } }
# | 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) |
---|