Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2109810.3575 | 1951027.7272 | 158782.6302 | 4755720.9883 | 1350051.0277 | 3405669.9606 |
Total P&L (%) | 2109.8104 | 1951.0277 | 158.7826 | 4755.721 | 1350.051 | 3405.67 |
Avg Daily Profit (%) | 0.9116 | 0.843 | 0.0686 | 0.1679 | 0.1156 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94551 | -115649 | -89428 | -4939435 | -6376813 | -2541638 |
Profit Factor | 4.4935 | 6.6665 | 1.6116 | 1.2437 | 1.1064 | 1.4991 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 44.4444 | 37.5 | 51.6129 | 44.4444 | 37.5 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.6169 | 11.1108 | 1.5109 | 1.5547 | 1.844 | 1.4054 |
Largest Winning Trade | 1440505 | 1440505 | 84160 | 4676379 | 4676379 | 2798692 |
Largest Losing Trade | -58931 | -39450 | -58931 | -2350951 | -2182854 | -2350951 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 108 | 121 | 98 | 108 | 121 | 98 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 4412 | 2201 | 2211 | 4412 | 2201 | 2211 |
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 | -132751 | 606169 | -98115 | -144823 | -145513 | 328047 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562544000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286166988, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 74, "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": [ [ 2109810.3574594576, 1951027.7272338863, 158782.6302255721, 4755720.988301066, 1350051.0276966614, 3405669.960604404 ], [ 2109.810357, 1951.027727, 158.78263, 4755.720988, 1350.051028, 3405.669961 ], [ 0.911562, 0.842959, 0.068603, 0.167898, 0.115607, 0.1538 ], [ 10, 10, 10, 10, 10, 10 ], [ -94551, -115649, -89428, -4939435, -6376813, -2541638 ], [ 4.493492, 6.666483, 1.611606, 1.243733, 1.106403, 1.499078 ], [ 63, 32, 31, 63, 32, 31 ], [ 28, 12, 16, 28, 12, 16 ], [ 35, 20, 15, 35, 20, 15 ], [ 44.444444, 37.5, 51.612903, 44.444444, 37.5, 51.612903 ], [ 5.616865, 11.110804, 1.510881, 1.554666, 1.844005, 1.405386 ], [ 1440505, 1440505, 84160, 4676379, 4676379, 2798692 ], [ -58931, -39450, -58931, -2350951, -2182854, -2350951 ], [ 70, 68, 71, 70, 68, 71 ], [ 108, 121, 98, 108, 121, 98 ], [ 39, 37, 42, 39, 37, 42 ], [ 4412, 2201, 2211, 4412, 2201, 2211 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132751, 606169, -98115, -144823, -145513, 328047 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562544000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286166988, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 74, "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) |
---|