Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530660.1725 | 591074.5107 | -60414.3382 | -71314.6658 | 450230.8332 | -521545.499 |
Total P&L (%) | 530.6602 | 591.0745 | -60.4143 | -71.3147 | 450.2308 | -521.5455 |
Avg Daily Profit (%) | 0.2297 | 0.2558 | -0.0261 | -0.054 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243733 | -209787 | -268919 | -539111 | -244977 | -694096 |
Profit Factor | 1.4561 | 2.112 | 0.9044 | 0.9564 | 1.7898 | 0.5106 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 50.6849 | 50.6849 | 50.6849 | 50.6849 | 50.6849 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.4167 | 2.0549 | 0.88 | 0.9306 | 1.7414 | 0.4968 |
Largest Winning Trade | 237059 | 237059 | 61400 | 231262 | 231262 | 87743 |
Largest Losing Trade | -69603 | -54683 | -69603 | -288606 | -133660 | -288606 |
Avg Bars in Trades | 45 | 48 | 41 | 45 | 48 | 41 |
Avg Bars in Winners | 54 | 50 | 59 | 54 | 50 | 59 |
Avg Bars in Losers | 35 | 47 | 23 | 35 | 47 | 23 |
Bars Traded | 6630 | 3569 | 3061 | 6630 | 3569 | 3061 |
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 | 352948 | -59338 | -652647 | -580302 | -162850 | -652647 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6932, "evaluation_days": 2310.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564992000000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758975478312, "expiration_time": 1764949248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 530660.1724668215, 591074.5106824915, -60414.3382156696, -71314.6658151942, 450230.8331622074, -521545.4989774016 ], [ 530.660172, 591.074511, -60.414338, -71.314666, 450.230833, -521.545499 ], [ 0.229656, 0.255802, -0.026146, -0.05403, 0.073823, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -243733, -209787, -268919, -539111, -244977, -694096 ], [ 1.456099, 2.111975, 0.904396, 0.956404, 1.789781, 0.510622 ], [ 146, 73, 73, 146, 73, 73 ], [ 74, 37, 37, 74, 37, 37 ], [ 72, 36, 36, 72, 36, 36 ], [ 50.684932, 50.684932, 50.684932, 50.684932, 50.684932, 50.684932 ], [ 1.416745, 2.054895, 0.879953, 0.930555, 1.741408, 0.496822 ], [ 237059, 237059, 61400, 231262, 231262, 87743 ], [ -69603, -54683, -69603, -288606, -133660, -288606 ], [ 45, 48, 41, 45, 48, 41 ], [ 54, 50, 59, 54, 50, 59 ], [ 35, 47, 23, 35, 47, 23 ], [ 6630, 3569, 3061, 6630, 3569, 3061 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352948, -59338, -652647, -580302, -162850, -652647 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6932, "evaluation_days": 2310.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564992000000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758975478312, "expiration_time": 1764949248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|