Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2043326.5323 | 1840126.8991 | 203199.6332 | 14773171.99 | 3841443.6821 | 10931728.3079 |
Total P&L (%) | 2043.3265 | 1840.1269 | 203.1996 | 14773.172 | 3841.4437 | 10931.7283 |
Avg Daily Profit (%) | 0.8818 | 0.7941 | 0.0877 | 0.2161 | 0.1587 | 0.2032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96642 | -97295 | -100359 | -5545792 | -5722620 | -2142151 |
Profit Factor | 4.9714 | 7.2536 | 1.9225 | 1.6066 | 1.2272 | 2.4684 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 50.5618 | 42.2222 | 59.0909 | 50.5618 | 42.2222 | 59.0909 |
Ratio Avg Win / Avg Loss | 4.8609 | 9.926 | 1.331 | 1.5709 | 1.6793 | 1.7089 |
Largest Winning Trade | 1369130 | 1369130 | 82503 | 5967789 | 5967789 | 5264712 |
Largest Losing Trade | -76067 | -26794 | -76067 | -2696954 | -2696954 | -1663542 |
Avg Bars in Trades | 72 | 59 | 85 | 72 | 59 | 85 |
Avg Bars in Winners | 101 | 98 | 103 | 101 | 98 | 103 |
Avg Bars in Losers | 42 | 31 | 58 | 42 | 31 | 58 |
Bars Traded | 6435 | 2685 | 3750 | 6435 | 2685 | 3750 |
Profit Streak | 0 | 0 | 53.47 | 0 | 0 | 53.47 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 767566 | 672655 | -70578 | 414961 | 197127 | 559477 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6952, "evaluation_days": 2317.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759547807016, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 162, "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": [ [ 2043326.532294368, 1840126.8990758175, 203199.633218551, 14773171.99002079, 3841443.6821274445, 10931728.307893343 ], [ 2043.326532, 1840.126899, 203.199633, 14773.17199, 3841.443682, 10931.728308 ], [ 0.881759, 0.794072, 0.087687, 0.216091, 0.158676, 0.203171 ], [ 10, 10, 10, 10, 10, 10 ], [ -96642, -97295, -100359, -5545792, -5722620, -2142151 ], [ 4.971377, 7.253579, 1.922538, 1.606592, 1.227173, 2.468405 ], [ 89, 45, 44, 89, 45, 44 ], [ 45, 19, 26, 45, 19, 26 ], [ 44, 26, 18, 44, 26, 18 ], [ 50.561798, 42.222222, 59.090909, 50.561798, 42.222222, 59.090909 ], [ 4.860902, 9.92595, 1.330988, 1.57089, 1.67929, 1.708896 ], [ 1369130, 1369130, 82503, 5967789, 5967789, 5264712 ], [ -76067, -26794, -76067, -2696954, -2696954, -1663542 ], [ 72, 59, 85, 72, 59, 85 ], [ 101, 98, 103, 101, 98, 103 ], [ 42, 31, 58, 42, 31, 58 ], [ 6435, 2685, 3750, 6435, 2685, 3750 ], [ 0, 0, 53.469989, 0, 0, 53.469989 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 767566, 672655, -70578, 414961, 197127, 559477 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6952, "evaluation_days": 2317.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759547807016, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 162, "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) |
---|