Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281139.0094 | 1032885.1913 | 248253.8181 | 38568483.6312 | 17324602.2856 | 21243881.3456 |
Total P&L (%) | 1281.139 | 1032.8852 | 248.2538 | 38568.4836 | 17324.6023 | 21243.8813 |
Avg Daily Profit (%) | 0.5537 | 0.4464 | 0.1073 | 0.2578 | 0.2233 | 0.2321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139385 | -89494 | -101833 | -102510806 | -67534090 | -64538610 |
Profit Factor | 2.7261 | 3.772 | 1.6717 | 1.1058 | 1.0919 | 1.1207 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 52.071 | 47.0588 | 57.1429 | 52.071 | 47.0588 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.5093 | 4.2436 | 1.2538 | 1.0179 | 1.2284 | 0.8406 |
Largest Winning Trade | 407475 | 407475 | 83553 | 51349435 | 51349435 | 35353732 |
Largest Losing Trade | -46913 | -28454 | -46913 | -24954616 | -19695814 | -24954616 |
Avg Bars in Trades | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Winners | 55 | 40 | 68 | 55 | 40 | 68 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 6709 | 2532 | 4177 | 6709 | 2532 | 4177 |
Profit Streak | 0 | 0 | 46.7118 | 0 | 0 | 46.7118 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626987 | 570444 | -45670 | -94426 | -112381 | -79046 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6941, "evaluation_days": 2313.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759223095961, "expiration_time": 1765216224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 1281139.009381513, 1032885.1912863706, 248253.8180951429, 38568483.63119683, 17324602.285579916, 21243881.345616885 ], [ 1281.139009, 1032.885191, 248.253818, 38568.483631, 17324.602286, 21243.881346 ], [ 0.553726, 0.446427, 0.107299, 0.257828, 0.223291, 0.23208 ], [ 10, 10, 10, 10, 10, 10 ], [ -139385, -89494, -101833, -102510806, -67534090, -64538610 ], [ 2.726145, 3.772045, 1.671702, 1.105832, 1.091911, 1.120746 ], [ 169, 85, 84, 169, 85, 84 ], [ 88, 40, 48, 88, 40, 48 ], [ 81, 45, 36, 81, 45, 36 ], [ 52.071006, 47.058824, 57.142857, 52.071006, 47.058824, 57.142857 ], [ 2.509292, 4.24355, 1.253777, 1.017868, 1.2284, 0.84056 ], [ 407475, 407475, 83553, 51349435, 51349435, 35353732 ], [ -46913, -28454, -46913, -24954616, -19695814, -24954616 ], [ 39, 29, 49, 39, 29, 49 ], [ 55, 40, 68, 55, 40, 68 ], [ 22, 20, 24, 22, 20, 24 ], [ 6709, 2532, 4177, 6709, 2532, 4177 ], [ 0, 0, 46.711759, 0, 0, 46.711759 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 626987, 570444, -45670, -94426, -112381, -79046 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6941, "evaluation_days": 2313.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759223095961, "expiration_time": 1765216224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|