Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522718.581 | 588345.0819 | -65626.5008 | -97558.9365 | 6898.5396 | -104457.4761 |
Total P&L (%) | 522.7186 | 588.3451 | -65.6265 | -97.5589 | 6.8985 | -104.4575 |
Avg Daily Profit (%) | 0.2259 | 0.2543 | -0.0284 | -0.1603 | 0.0029 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186964 | -210558 | -279226 | -109523 | -43469 | -119271 |
Profit Factor | 1.4457 | 2.0187 | 0.8897 | 0.6565 | 1.0712 | 0.4418 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 46.087 | 39.6552 | 52.6316 | 46.087 | 39.6552 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6912 | 3.072 | 0.8008 | 0.768 | 1.6301 | 0.3976 |
Largest Winning Trade | 183980 | 183980 | 61163 | 38132 | 38132 | 29582 |
Largest Losing Trade | -93412 | -54970 | -93412 | -78859 | -31151 | -78859 |
Avg Bars in Trades | 58 | 73 | 43 | 58 | 73 | 43 |
Avg Bars in Winners | 63 | 73 | 55 | 63 | 73 | 55 |
Avg Bars in Losers | 55 | 74 | 30 | 55 | 74 | 30 |
Bars Traded | 6772 | 4284 | 2488 | 6772 | 4284 | 2488 |
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 | 328629 | -172018 | -760492 | -581994 | -680187 | -760492 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6941, "evaluation_days": 2313.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562716800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759223100302, "expiration_time": 1765216224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 76, "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": [ [ 522718.5810390086, 588345.0818616553, -65626.500822647, -97558.9365197568, 6898.5395814224, -104457.4761011792 ], [ 522.718581, 588.345082, -65.626501, -97.558937, 6.89854, -104.457476 ], [ 0.225926, 0.254291, -0.028365, -0.160341, 0.002883, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186964, -210558, -279226, -109523, -43469, -119271 ], [ 1.445742, 2.018711, 0.889732, 0.656486, 1.071204, 0.441757 ], [ 115, 58, 57, 115, 58, 57 ], [ 53, 23, 30, 53, 23, 30 ], [ 62, 35, 27, 62, 35, 27 ], [ 46.086957, 39.655172, 52.631579, 46.086957, 39.655172, 52.631579 ], [ 1.691246, 3.071951, 0.800759, 0.767965, 1.630093, 0.397581 ], [ 183980, 183980, 61163, 38132, 38132, 29582 ], [ -93412, -54970, -93412, -78859, -31151, -78859 ], [ 58, 73, 43, 58, 73, 43 ], [ 63, 73, 55, 63, 73, 55 ], [ 55, 74, 30, 55, 74, 30 ], [ 6772, 4284, 2488, 6772, 4284, 2488 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328629, -172018, -760492, -581994, -680187, -760492 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6941, "evaluation_days": 2313.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562716800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759223100302, "expiration_time": 1765216224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 76, "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) |
---|