Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2396849.3448 | 2243599.4799 | 153249.8649 | 4247987.879 | 1563567.3454 | 2684420.5335 |
Total P&L (%) | 2396.8493 | 2243.5995 | 153.2499 | 4247.9879 | 1563.5673 | 2684.4205 |
Avg Daily Profit (%) | 1.036 | 0.9698 | 0.0662 | 0.1632 | 0.1216 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107167 | -108252 | -100311 | -6131992 | -4912225 | -4462970 |
Profit Factor | 3.3549 | 5.3531 | 1.305 | 1.1509 | 1.0973 | 1.2222 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 45.7014 | 43.2432 | 48.1818 | 45.7014 | 43.2432 | 48.1818 |
Ratio Avg Win / Avg Loss | 3.9861 | 7.026 | 1.4035 | 1.3674 | 1.4403 | 1.3144 |
Largest Winning Trade | 2016589 | 2016589 | 79569 | 3152775 | 3152775 | 1745696 |
Largest Losing Trade | -32215 | -27203 | -32215 | -1737562 | -1737562 | -1064878 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 64 | 53 | 74 | 64 | 53 | 74 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 8946 | 3892 | 5054 | 8946 | 3892 | 5054 |
Profit Streak | 0 | 0 | 16.5019 | 0 | 0 | 16.5019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693749 | 665306 | -104763 | -47292 | -146589 | -1315 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233761635, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2396849.3448181967, 2243599.4798732903, 153249.8649449047, 4247987.878973187, 1563567.3454357707, 2684420.5335374177 ], [ 2396.849345, 2243.59948, 153.249865, 4247.987879, 1563.567345, 2684.420534 ], [ 1.036027, 0.969786, 0.066242, 0.163189, 0.121602, 0.143895 ], [ 10, 10, 10, 10, 10, 10 ], [ -107167, -108252, -100311, -6131992, -4912225, -4462970 ], [ 3.354928, 5.353114, 1.305035, 1.150933, 1.097344, 1.222175 ], [ 221, 111, 110, 221, 111, 110 ], [ 101, 48, 53, 101, 48, 53 ], [ 120, 63, 57, 120, 63, 57 ], [ 45.701357, 43.243243, 48.181818, 45.701357, 43.243243, 48.181818 ], [ 3.986053, 7.025961, 1.403529, 1.367445, 1.440263, 1.314414 ], [ 2016589, 2016589, 79569, 3152775, 3152775, 1745696 ], [ -32215, -27203, -32215, -1737562, -1737562, -1064878 ], [ 40, 35, 45, 40, 35, 45 ], [ 64, 53, 74, 64, 53, 74 ], [ 20, 21, 19, 20, 21, 19 ], [ 8946, 3892, 5054, 8946, 3892, 5054 ], [ 0, 0, 16.501871, 0, 0, 16.501871 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 693749, 665306, -104763, -47292, -146589, -1315 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233761635, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|