Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807490.3591 | 824236.3142 | -16745.9551 | -30310.5909 | 2847.9482 | -33158.5391 |
Total P&L (%) | 807.4904 | 824.2363 | -16.746 | -30.3106 | 2.8479 | -33.1585 |
Avg Daily Profit (%) | 0.3485 | 0.3557 | -0.0072 | -0.0156 | 0.0012 | -0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227691 | -158015 | -265560 | -231385 | -156137 | -116715 |
Profit Factor | 1.5715 | 2.0349 | 0.9728 | 0.9622 | 1.0056 | 0.8884 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 40.3846 | 35.5769 | 45.1923 | 40.3846 | 35.5769 | 45.1923 |
Ratio Avg Win / Avg Loss | 2.3198 | 3.6848 | 1.1798 | 1.4204 | 1.821 | 1.0775 |
Largest Winning Trade | 497953 | 497953 | 39677 | 164898 | 164898 | 46238 |
Largest Losing Trade | -41028 | -41028 | -34146 | -76428 | -76428 | -50218 |
Avg Bars in Trades | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Winners | 47 | 59 | 38 | 47 | 59 | 38 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 6766 | 3815 | 2951 | 6766 | 3815 | 2951 |
Profit Streak | 15.3598 | 0 | 25.3598 | 15.3598 | 0 | 25.3598 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363363 | 264592 | -580437 | -581178 | -576057 | -580437 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6952, "evaluation_days": 2317.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561737600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759567086422, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18718, "nb": 0.1, "nc": 0.12518 } } }
{ "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": [ [ 807490.3590762466, 824236.3141689239, -16745.9550926767, -30310.5908977109, 2847.9482081459, -33158.5391058568 ], [ 807.490359, 824.236314, -16.745955, -30.310591, 2.847948, -33.158539 ], [ 0.348457, 0.355684, -0.007226, -0.015582, 0.001212, -0.017383 ], [ 10, 10, 10, 10, 10, 10 ], [ -227691, -158015, -265560, -231385, -156137, -116715 ], [ 1.571496, 2.034879, 0.972836, 0.962183, 1.005648, 0.888444 ], [ 208, 104, 104, 208, 104, 104 ], [ 84, 37, 47, 84, 37, 47 ], [ 124, 67, 57, 124, 67, 57 ], [ 40.384615, 35.576923, 45.192308, 40.384615, 35.576923, 45.192308 ], [ 2.319827, 3.684781, 1.179823, 1.420366, 1.821038, 1.077474 ], [ 497953, 497953, 39677, 164898, 164898, 46238 ], [ -41028, -41028, -34146, -76428, -76428, -50218 ], [ 32, 36, 28, 32, 36, 28 ], [ 47, 59, 38, 47, 59, 38 ], [ 22, 24, 19, 22, 24, 19 ], [ 6766, 3815, 2951, 6766, 3815, 2951 ], [ 15.359796, 0, 25.359796, 15.359797, 0, 25.359797 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363363, 264592, -580437, -581178, -576057, -580437 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6952, "evaluation_days": 2317.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561737600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759567086422, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18718, "nb": 0.1, "nc": 0.12518 } } }
# | 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) |
---|