Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223551.1415 | 1020507.4424 | 203043.6991 | 4207434.0014 | 2005235.0509 | 2202198.9504 |
Total P&L (%) | 1223.5511 | 1020.5074 | 203.0437 | 4207.434 | 2005.2351 | 2202.199 |
Avg Daily Profit (%) | 0.529 | 0.4412 | 0.0878 | 0.1628 | 0.1318 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129687 | -126530 | -142004 | -5275025 | -5277084 | -4148227 |
Profit Factor | 1.7763 | 2.2334 | 1.2712 | 1.128 | 1.1149 | 1.1428 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Losing Trades | 292 | 154 | 138 | 292 | 154 | 138 |
Profitability (%) | 30.3103 | 26.6667 | 33.9713 | 30.3103 | 26.6667 | 33.9713 |
Ratio Avg Win / Avg Loss | 4.0841 | 6.1418 | 2.4707 | 2.5935 | 3.066 | 2.2212 |
Largest Winning Trade | 590483 | 590483 | 59871 | 4906929 | 4906929 | 1577379 |
Largest Losing Trade | -24799 | -19339 | -24799 | -2012673 | -1033935 | -2012673 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6853 | 3177 | 3676 | 6853 | 3177 | 3676 |
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 | 325039 | -7297 | -80159 | -76093 | -131292 | -79221 |
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{ "first_band": { "type": "swma", "factors": { "length": 34, "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": [ [ 1223551.1414980262, 1020507.4423615069, 203043.6991365191, 4207434.0013692, 2005235.0509437383, 2202198.950425457 ], [ 1223.551141, 1020.507442, 203.043699, 4207.434001, 2005.235051, 2202.19895 ], [ 0.528989, 0.441205, 0.087784, 0.162818, 0.131821, 0.135693 ], [ 10, 10, 10, 10, 10, 10 ], [ -129687, -126530, -142004, -5275025, -5277084, -4148227 ], [ 1.776298, 2.233394, 1.271181, 1.127993, 1.114909, 1.142798 ], [ 419, 210, 209, 419, 210, 209 ], [ 127, 56, 71, 127, 56, 71 ], [ 292, 154, 138, 292, 154, 138 ], [ 30.310263, 26.666667, 33.971292, 30.310263, 26.666667, 33.971292 ], [ 4.084087, 6.141835, 2.470747, 2.593495, 3.066, 2.221212 ], [ 590483, 590483, 59871, 4906929, 4906929, 1577379 ], [ -24799, -19339, -24799, -2012673, -1033935, -2012673 ], [ 16, 15, 17, 16, 15, 17 ], [ 37, 37, 36, 37, 37, 36 ], [ 7, 7, 7, 7, 7, 7 ], [ 6853, 3177, 3676, 6853, 3177, 3676 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325039, -7297, -80159, -76093, -131292, -79221 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6939, "evaluation_days": 2313, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759176808237, "expiration_time": 1765156896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 34, "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) |
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