Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991536.8331 | 895406.6232 | 96130.21 | 970554.5638 | 1154544.8582 | -183990.2944 |
Total P&L (%) | 991.5368 | 895.4066 | 96.1302 | 970.5546 | 1154.5449 | -183.9903 |
Avg Daily Profit (%) | 0.4265 | 0.3852 | 0.0414 | 0.102 | 0.1089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147973 | -124175 | -179598 | -4815519 | -3713256 | -1648094 |
Profit Factor | 1.7757 | 2.4428 | 1.1462 | 1.0645 | 1.1438 | 0.9738 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 33.617 | 31.3559 | 35.8974 | 33.617 | 31.3559 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.5065 | 5.3478 | 2.0468 | 2.102 | 2.504 | 1.7389 |
Largest Winning Trade | 490473 | 490473 | 65871 | 3307210 | 3307210 | 830356 |
Largest Losing Trade | -36438 | -32275 | -36438 | -602990 | -602990 | -495213 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 6766 | 3014 | 3752 | 6766 | 3014 | 3752 |
Profit Streak | 0 | 0 | 23.5915 | 0 | 0 | 23.5915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305195 | 254228 | -201469 | -209704 | -115683 | -583182 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6974, "evaluation_days": 2324.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560556800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760191907580, "expiration_time": 1766195136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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": [ [ 991536.8331459188, 895406.6231621625, 96130.2099837559, 970554.5637637142, 1154544.8581879723, -183990.2944242575 ], [ 991.536833, 895.406623, 96.13021, 970.554564, 1154.544858, -183.990294 ], [ 0.426528, 0.385176, 0.041352, 0.102035, 0.108864, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -147973, -124175, -179598, -4815519, -3713256, -1648094 ], [ 1.775724, 2.442814, 1.146181, 1.064471, 1.143803, 0.973811 ], [ 235, 118, 117, 235, 118, 117 ], [ 79, 37, 42, 79, 37, 42 ], [ 156, 81, 75, 156, 81, 75 ], [ 33.617021, 31.355932, 35.897436, 33.617021, 31.355932, 35.897436 ], [ 3.506493, 5.347782, 2.046752, 2.101993, 2.504002, 1.738948 ], [ 490473, 490473, 65871, 3307210, 3307210, 830356 ], [ -36438, -32275, -36438, -602990, -602990, -495213 ], [ 28, 25, 32, 28, 25, 32 ], [ 58, 54, 62, 58, 54, 62 ], [ 13, 12, 15, 13, 12, 15 ], [ 6766, 3014, 3752, 6766, 3014, 3752 ], [ 0, 0, 23.591523, 0, 0, 23.591523 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305195, 254228, -201469, -209704, -115683, -583182 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6974, "evaluation_days": 2324.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560556800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760191907580, "expiration_time": 1766195136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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) |
---|