Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149139.3989 | 1945339.6476 | 203799.7513 | 4462684.4922 | 6810891.521 | -2348207.0288 |
Total P&L (%) | 2149.1394 | 1945.3396 | 203.7998 | 4462.6845 | 6810.8915 | -2348.207 |
Avg Daily Profit (%) | 0.9283 | 0.8402 | 0.088 | 0.1652 | 0.1831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161530 | -69280 | -160507 | -5122974 | -2502272 | -4962185 |
Profit Factor | 4.1639 | 7.0884 | 1.5665 | 1.295 | 2.3862 | 0.7701 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 46.2069 | 39.726 | 52.7778 | 46.2069 | 39.726 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.8475 | 10.7548 | 1.4016 | 1.5076 | 3.6205 | 0.689 |
Largest Winning Trade | 1519460 | 1519460 | 80075 | 4686963 | 4686963 | 3793929 |
Largest Losing Trade | -92008 | -39801 | -92008 | -4596209 | -548140 | -4596209 |
Avg Bars in Trades | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Winners | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 8877 | 3858 | 5019 | 8877 | 3858 | 5019 |
Profit Streak | 0 | 0 | 18.6251 | 0 | 0 | 18.6251 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 697238 | -54224 | -151985 | 281269 | -63514 | -659036 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9261, "evaluation_days": 2315.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562176800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374006881, "expiration_time": 1765364328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 131 } }, "second_band": { "type": "jma", "factors": { "length": 23, "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": [ [ 2149139.3988838703, 1945339.6476327295, 203799.7512511418, 4462684.492241655, 6810891.521011804, -2348207.0287701543 ], [ 2149.139399, 1945.339648, 203.799751, 4462.684492, 6810.891521, -2348.207029 ], [ 0.928254, 0.840229, 0.088025, 0.165151, 0.183115, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161530, -69280, -160507, -5122974, -2502272, -4962185 ], [ 4.163887, 7.088407, 1.566494, 1.295016, 2.386223, 0.770091 ], [ 145, 73, 72, 145, 73, 72 ], [ 67, 29, 38, 67, 29, 38 ], [ 78, 44, 34, 78, 44, 34 ], [ 46.206897, 39.726027, 52.777778, 46.206897, 39.726027, 52.777778 ], [ 4.84751, 10.754825, 1.4016, 1.507631, 3.620476, 0.689029 ], [ 1519460, 1519460, 80075, 4686963, 4686963, 3793929 ], [ -92008, -39801, -92008, -4596209, -548140, -4596209 ], [ 61, 52, 69, 61, 52, 69 ], [ 98, 96, 100, 98, 96, 100 ], [ 29, 24, 35, 29, 24, 35 ], [ 8877, 3858, 5019, 8877, 3858, 5019 ], [ 0, 0, 18.62508, 0, 0, 18.62508 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 697238, -54224, -151985, 281269, -63514, -659036 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9261, "evaluation_days": 2315.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562176800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374006881, "expiration_time": 1765364328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 131 } }, "second_band": { "type": "jma", "factors": { "length": 23, "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) |
---|