Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046254.8189 | 904701.3229 | 141553.496 | 1309700.4668 | 641494.3606 | 668206.1062 |
Total P&L (%) | 1046.2548 | 904.7013 | 141.5535 | 1309.7005 | 641.4944 | 668.2061 |
Avg Daily Profit (%) | 0.451 | 0.39 | 0.061 | 0.1141 | 0.0864 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137445 | -156428 | -102286 | -4795321 | -4799335 | -2518839 |
Profit Factor | 2.1171 | 2.8117 | 1.3238 | 1.0744 | 1.0646 | 1.0872 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 39.6552 | 36.2069 | 43.1034 | 39.6552 | 36.2069 | 43.1034 |
Ratio Avg Win / Avg Loss | 3.2217 | 4.9539 | 1.7474 | 1.635 | 1.8757 | 1.4351 |
Largest Winning Trade | 328321 | 328321 | 65064 | 1643911 | 1643911 | 1118233 |
Largest Losing Trade | -43822 | -38479 | -43822 | -1829818 | -1031153 | -1829818 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 6856 | 3149 | 3707 | 6856 | 3149 | 3707 |
Profit Streak | 0 | 0 | 50.9447 | 0 | 0 | 50.9447 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377784 | -170669 | -292287 | -181509 | -411289 | -381953 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560585600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759790424340, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1046254.8189155301, 904701.3229152672, 141553.4960002626, 1309700.4668004084, 641494.3606499827, 668206.1061504238 ], [ 1046.254819, 904.701323, 141.553496, 1309.700467, 641.494361, 668.206106 ], [ 0.450972, 0.389957, 0.061014, 0.114115, 0.086395, 0.087922 ], [ 10, 10, 10, 10, 10, 10 ], [ -137445, -156428, -102286, -4795321, -4799335, -2518839 ], [ 2.117087, 2.811654, 1.323763, 1.074416, 1.064564, 1.087188 ], [ 116, 58, 58, 116, 58, 58 ], [ 46, 21, 25, 46, 21, 25 ], [ 70, 37, 33, 70, 37, 33 ], [ 39.655172, 36.206897, 43.103448, 39.655172, 36.206897, 43.103448 ], [ 3.221655, 4.953866, 1.747367, 1.63498, 1.87566, 1.435089 ], [ 328321, 328321, 65064, 1643911, 1643911, 1118233 ], [ -43822, -38479, -43822, -1829818, -1031153, -1829818 ], [ 59, 54, 63, 59, 54, 63 ], [ 91, 86, 95, 91, 86, 95 ], [ 37, 36, 39, 37, 36, 39 ], [ 6856, 3149, 3707, 6856, 3149, 3707 ], [ 0, 0, 50.944726, 0, 0, 50.944726 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377784, -170669, -292287, -181509, -411289, -381953 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560585600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759790424340, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 3 } } }
# | 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) |
---|