Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2082431.2286 | 1847833.3333 | 234597.8954 | 16742905.0674 | 4401552.756 | 12341352.3114 |
Total P&L (%) | 2082.4312 | 1847.8333 | 234.5979 | 16742.9051 | 4401.5528 | 12341.3523 |
Avg Daily Profit (%) | 0.8967 | 0.7957 | 0.101 | 0.221 | 0.1641 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114455 | -83825 | -110694 | -5785428 | -6871650 | -3538716 |
Profit Factor | 4.9683 | 7.3105 | 2.0114 | 1.5083 | 1.2015 | 2.1125 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 50.5155 | 38.7755 | 62.5 | 50.5155 | 38.7755 | 62.5 |
Ratio Avg Win / Avg Loss | 4.8669 | 11.5429 | 1.2069 | 1.4775 | 1.897 | 1.2675 |
Largest Winning Trade | 1409975 | 1409975 | 82233 | 7494589 | 7494589 | 5779616 |
Largest Losing Trade | -76067 | -25048 | -76067 | -2646089 | -2646089 | -1819428 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 99 | 93 | 103 | 99 | 93 | 103 |
Avg Bars in Losers | 37 | 30 | 49 | 37 | 30 | 49 |
Bars Traded | 6711 | 2703 | 4008 | 6711 | 2703 | 4008 |
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 | 768486 | 625986 | -53695 | 356363 | 145965 | 457944 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6967, "evaluation_days": 2322.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759985187119, "expiration_time": 1765987488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 151, "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": [ [ 2082431.2286434625, 1847833.3332558665, 234597.8953875968, 16742905.067385815, 4401552.756011572, 12341352.31137424 ], [ 2082.431229, 1847.833333, 234.597895, 16742.905067, 4401.552756, 12341.352311 ], [ 0.896699, 0.795681, 0.101018, 0.220993, 0.164065, 0.207922 ], [ 10, 10, 10, 10, 10, 10 ], [ -114455, -83825, -110694, -5785428, -6871650, -3538716 ], [ 4.968301, 7.3105, 2.011426, 1.508263, 1.201465, 2.112467 ], [ 97, 49, 48, 97, 49, 48 ], [ 49, 19, 30, 49, 19, 30 ], [ 48, 30, 18, 48, 30, 18 ], [ 50.515464, 38.77551, 62.5, 50.515464, 38.77551, 62.5 ], [ 4.866907, 11.542895, 1.206856, 1.477482, 1.897049, 1.26748 ], [ 1409975, 1409975, 82233, 7494589, 7494589, 5779616 ], [ -76067, -25048, -76067, -2646089, -2646089, -1819428 ], [ 69, 55, 83, 69, 55, 83 ], [ 99, 93, 103, 99, 93, 103 ], [ 37, 30, 49, 37, 30, 49 ], [ 6711, 2703, 4008, 6711, 2703, 4008 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 768486, 625986, -53695, 356363, 145965, 457944 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6967, "evaluation_days": 2322.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759985187119, "expiration_time": 1765987488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 151, "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) |
---|