Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783198.576 | 616983.1983 | 166215.3776 | 1778670.3202 | 98452.3916 | 1680217.9286 |
Total P&L (%) | 783.1986 | 616.9832 | 166.2154 | 1778.6703 | 98.4524 | 1680.2179 |
Avg Daily Profit (%) | 0.3371 | 0.2656 | 0.0715 | 0.1263 | 0.0295 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121668 | -112654 | -205533 | -2517644 | -1979801 | -961331 |
Profit Factor | 1.3441 | 1.5662 | 1.1401 | 1.1265 | 1.0132 | 1.2557 |
Total Trades | 774 | 387 | 387 | 774 | 387 | 387 |
Winning Trades | 258 | 120 | 138 | 258 | 120 | 138 |
Losing Trades | 516 | 267 | 249 | 516 | 267 | 249 |
Profitability (%) | 33.3333 | 31.0078 | 35.6589 | 33.3333 | 31.0078 | 35.6589 |
Ratio Avg Win / Avg Loss | 2.6881 | 3.4848 | 2.0571 | 2.2531 | 2.2543 | 2.2658 |
Largest Winning Trade | 202435 | 202435 | 61077 | 615357 | 615357 | 534373 |
Largest Losing Trade | -19584 | -14167 | -19584 | -465604 | -465604 | -265458 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 6937 | 3313 | 3625 | 6937 | 3313 | 3625 |
Profit Streak | 9.1565 | 10.1565 | 0 | 9.1565 | 10.1565 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330490 | 231801 | -166590 | -105662 | -363396 | -29953 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067925498, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 783198.5759591213, 616983.1983381701, 166215.3776209509, 1778670.3202139924, 98452.3916031736, 1680217.9286108164 ], [ 783.198576, 616.983198, 166.215378, 1778.67032, 98.452392, 1680.217929 ], [ 0.337102, 0.26556, 0.071542, 0.126327, 0.029504, 0.124008 ], [ 10, 10, 10, 10, 10, 10 ], [ -121668, -112654, -205533, -2517644, -1979801, -961331 ], [ 1.344051, 1.566182, 1.140068, 1.126546, 1.013153, 1.255721 ], [ 774, 387, 387, 774, 387, 387 ], [ 258, 120, 138, 258, 120, 138 ], [ 516, 267, 249, 516, 267, 249 ], [ 33.333333, 31.007752, 35.658915, 33.333333, 31.007752, 35.658915 ], [ 2.688103, 3.484755, 2.05708, 2.253092, 2.254266, 2.265758 ], [ 202435, 202435, 61077, 615357, 615357, 534373 ], [ -19584, -14167, -19584, -465604, -465604, -265458 ], [ 8, 8, 9, 8, 8, 9 ], [ 18, 17, 18, 18, 17, 18 ], [ 4, 4, 4, 4, 4, 4 ], [ 6937, 3313, 3625, 6937, 3313, 3625 ], [ 9.156545, 10.156545, 0, 9.156545, 10.156545, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330490, 231801, -166590, -105662, -363396, -29953 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067925498, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|