Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2696328.245 | 2487451.5047 | 208876.7403 | 9848371.7121 | 8880588.3896 | 967783.3225 |
Total P&L (%) | 2696.3282 | 2487.4515 | 208.8767 | 9848.3717 | 8880.5884 | 967.7833 |
Avg Daily Profit (%) | 1.163 | 1.073 | 0.0901 | 0.1986 | 0.1942 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92815 | -134015 | -81137 | -10917976 | -9748505 | -11646494 |
Profit Factor | 5.1684 | 7.8369 | 1.738 | 1.189 | 1.3047 | 1.0422 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 44.5946 | 35.1351 | 54.0541 | 44.5946 | 35.1351 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.4213 | 14.468 | 1.4773 | 1.4773 | 2.4087 | 0.8858 |
Largest Winning Trade | 2149446 | 2149446 | 62686 | 12941504 | 12941504 | 4523067 |
Largest Losing Trade | -65659 | -51786 | -65659 | -9159171 | -5197882 | -9159171 |
Avg Bars in Trades | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Winners | 124 | 144 | 111 | 124 | 144 | 111 |
Avg Bars in Losers | 62 | 74 | 44 | 62 | 74 | 44 |
Bars Traded | 6639 | 3665 | 2973 | 6639 | 3665 | 2973 |
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 | -49480 | 581611 | -69961 | -75468 | 123713 | -231414 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6955, "evaluation_days": 2318.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566806400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642793549, "expiration_time": 1765631520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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": [ [ 2696328.244950168, 2487451.504698007, 208876.7402521614, 9848371.712121613, 8880588.389617642, 967783.3225039709 ], [ 2696.328245, 2487.451505, 208.87674, 9848.371712, 8880.58839, 967.783323 ], [ 1.163048, 1.07295, 0.090098, 0.198615, 0.194192, 0.102202 ], [ 10, 10, 10, 10, 10, 10 ], [ -92815, -134015, -81137, -10917976, -9748505, -11646494 ], [ 5.16838, 7.836853, 1.738021, 1.189011, 1.304698, 1.042153 ], [ 74, 37, 37, 74, 37, 37 ], [ 33, 13, 20, 33, 13, 20 ], [ 41, 24, 17, 41, 24, 17 ], [ 44.594595, 35.135135, 54.054054, 44.594595, 35.135135, 54.054054 ], [ 6.421321, 14.468037, 1.477318, 1.477257, 2.408673, 0.88583 ], [ 2149446, 2149446, 62686, 12941504, 12941504, 4523067 ], [ -65659, -51786, -65659, -9159171, -5197882, -9159171 ], [ 89, 99, 80, 89, 99, 80 ], [ 124, 144, 111, 124, 144, 111 ], [ 62, 74, 44, 62, 74, 44 ], [ 6639, 3665, 2973, 6639, 3665, 2973 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49480, 581611, -69961, -75468, 123713, -231414 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6955, "evaluation_days": 2318.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566806400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759642793549, "expiration_time": 1765631520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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) |
---|