Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2530886.8346 | 2301786.4998 | 229100.3349 | 21697110.7948 | -2124214.5672 | 23821325.362 |
Total P&L (%) | 2530.8868 | 2301.7865 | 229.1003 | 21697.1108 | -2124.2146 | 23821.3254 |
Avg Daily Profit (%) | 1.0936 | 0.9946 | 0.099 | 0.2329 | 0 | 0.237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116632 | -93011 | -67909 | -45581996 | -34255250 | -20532801 |
Profit Factor | 5.7349 | 8.043 | 2.103 | 1.1871 | 0.9712 | 1.5656 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 40.5797 | 31.4286 | 50 | 40.5797 | 31.4286 | 50 |
Ratio Avg Win / Avg Loss | 8.3975 | 17.5483 | 2.103 | 1.7383 | 2.119 | 1.5656 |
Largest Winning Trade | 1800783 | 1800783 | 77784 | 19528379 | 19528379 | 14642544 |
Largest Losing Trade | -33429 | -31114 | -33429 | -18274002 | -18274002 | -11506160 |
Avg Bars in Trades | 129 | 126 | 132 | 129 | 126 | 132 |
Avg Bars in Winners | 215 | 249 | 194 | 215 | 249 | 194 |
Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
Bars Traded | 8922 | 4421 | 4501 | 8922 | 4421 | 4501 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88186 | 526726 | -56831 | -115202 | -585232 | 401554 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563235200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759297940919, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.76457 } }, "second_band": { "type": "linreg", "factors": { "length": 181, "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": [ [ 2530886.8346367828, 2301786.499757728, 229100.334879054, 21697110.794813726, -2124214.5671790545, 23821325.361992776 ], [ 2530.886835, 2301.7865, 229.100335, 21697.110795, -2124.214567, 23821.325362 ], [ 1.09361, 0.994614, 0.098995, 0.232932, 0, 0.23696 ], [ 10, 10, 10, 10, 10, 10 ], [ -116632, -93011, -67909, -45581996, -34255250, -20532801 ], [ 5.734895, 8.042971, 2.103047, 1.187123, 0.971229, 1.56557 ], [ 69, 35, 34, 69, 35, 34 ], [ 28, 11, 17, 28, 11, 17 ], [ 41, 24, 17, 41, 24, 17 ], [ 40.57971, 31.428571, 50, 40.57971, 31.428571, 50 ], [ 8.397525, 17.5483, 2.103047, 1.738287, 2.119045, 1.56557 ], [ 1800783, 1800783, 77784, 19528379, 19528379, 14642544 ], [ -33429, -31114, -33429, -18274002, -18274002, -11506160 ], [ 129, 126, 132, 129, 126, 132 ], [ 215, 249, 194, 215, 249, 194 ], [ 70, 70, 70, 70, 70, 70 ], [ 8922, 4421, 4501, 8922, 4421, 4501 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88186, 526726, -56831, -115202, -585232, 401554 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563235200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759297940919, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.76457 } }, "second_band": { "type": "linreg", "factors": { "length": 181, "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) |
---|