Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001034.2139 | 903661.6909 | 97372.523 | 350727.3682 | 11936.2374 | 338791.1308 |
Total P&L (%) | 1001.0342 | 903.6617 | 97.3725 | 350.7274 | 11.9362 | 338.7911 |
Avg Daily Profit (%) | 0.4332 | 0.3911 | 0.0421 | 0.0652 | 0.0049 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185770 | -121135 | -226091 | -1292597 | -1127603 | -388752 |
Profit Factor | 1.6081 | 2.0796 | 1.1203 | 1.0759 | 1.0045 | 1.171 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 126 | 56 | 70 | 126 | 56 | 70 |
Losing Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.6801 | 4.1593 | 1.5685 | 1.7931 | 2.009 | 1.6394 |
Largest Winning Trade | 568074 | 568074 | 60094 | 833742 | 833742 | 195193 |
Largest Losing Trade | -30297 | -22809 | -30297 | -275804 | -275804 | -172200 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 6869 | 3287 | 3582 | 6869 | 3287 | 3582 |
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 | 368947 | 278843 | -226310 | -244681 | -512163 | -141421 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6932, "evaluation_days": 2310.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758975481551, "expiration_time": 1764949248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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": [ [ 1001034.213897333, 903661.6909469828, 97372.52295035, 350727.3681879319, 11936.2374327877, 338791.1307551443 ], [ 1001.034214, 903.661691, 97.372523, 350.727368, 11.936237, 338.791131 ], [ 0.433222, 0.391082, 0.04214, 0.065184, 0.00488, 0.064022 ], [ 10, 10, 10, 10, 10, 10 ], [ -185770, -121135, -226091, -1292597, -1127603, -388752 ], [ 1.608086, 2.079648, 1.120331, 1.075869, 1.004519, 1.170979 ], [ 336, 168, 168, 336, 168, 168 ], [ 126, 56, 70, 126, 56, 70 ], [ 210, 112, 98, 210, 112, 98 ], [ 37.5, 33.333333, 41.666667, 37.5, 33.333333, 41.666667 ], [ 2.680144, 4.159296, 1.568463, 1.793114, 2.009038, 1.639371 ], [ 568074, 568074, 60094, 833742, 833742, 195193 ], [ -30297, -22809, -30297, -275804, -275804, -172200 ], [ 20, 19, 21, 20, 19, 21 ], [ 34, 35, 33, 34, 35, 33 ], [ 12, 11, 12, 12, 11, 12 ], [ 6869, 3287, 3582, 6869, 3287, 3582 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368947, 278843, -226310, -244681, -512163, -141421 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6932, "evaluation_days": 2310.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758975481551, "expiration_time": 1764949248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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) |
---|