Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3506801.8302 | 3390330.5379 | 116471.2923 | 1067710.8829 | -1054887.813 | 2122598.6959 |
Total P&L (%) | 3506.8018 | 3390.3305 | 116.4713 | 1067.7109 | -1054.8878 | 2122.5987 |
Avg Daily Profit (%) | 1.5168 | 1.4664 | 0.0504 | 0.1064 | 0 | 0.1342 |
Buy And Hold Return (%) | 10.4067 | 10.4067 | 10.4067 | 10.4067 | 10.4067 | 10.4067 |
Max Trade Drawdown | -152997 | -196002 | -28035 | -4403441 | -6090782 | -389314 |
Profit Factor | 7.3996 | 8.8242 | 2.0158 | 1.1152 | 0.8704 | 2.884 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 11 | 32 | 43 | 11 | 32 |
Losing Trades | 64 | 42 | 22 | 64 | 42 | 22 |
Profitability (%) | 40.1869 | 20.7547 | 59.2593 | 40.1869 | 20.7547 | 59.2593 |
Ratio Avg Win / Avg Loss | 11.0134 | 33.6923 | 1.3859 | 1.6598 | 3.3235 | 1.9827 |
Largest Winning Trade | 3457047 | 3457047 | 47396 | 4834033 | 4834033 | 646359 |
Largest Losing Trade | -32258 | -32258 | -22251 | -1158276 | -1158276 | -234475 |
Avg Bars in Trades | 39 | 75 | 3 | 39 | 75 | 3 |
Avg Bars in Winners | 65 | 244 | 4 | 65 | 244 | 4 |
Avg Bars in Losers | 21 | 31 | 3 | 21 | 31 | 3 |
Bars Traded | 4221 | 4018 | 203 | 4221 | 4018 | 203 |
Profit Streak | 101.3958 | 0 | 105.8958 | 101.3958 | 0 | 105.8958 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696428 | -206585 | -300933 | -146263 | -806858 | -185928 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568160000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094998738, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.9554, "nc": 0.32138 } } }
{ "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": [ [ 3506801.8302070675, 3390330.537938505, 116471.2922685629, 1067710.8828750257, -1054887.8130470947, 2122598.695922122 ], [ 3506.80183, 3390.330538, 116.471292, 1067.710883, -1054.887813, 2122.598696 ], [ 1.516783, 1.466406, 0.050377, 0.106355, 0, 0.134228 ], [ 10.406699, 10.406699, 10.406699, 10.406699, 10.406699, 10.406699 ], [ -152997, -196002, -28035, -4403441, -6090782, -389314 ], [ 7.399612, 8.824163, 2.015836, 1.115188, 0.870449, 2.883982 ], [ 107, 53, 54, 107, 53, 54 ], [ 43, 11, 32, 43, 11, 32 ], [ 64, 42, 22, 64, 42, 22 ], [ 40.186916, 20.754717, 59.259259, 40.186916, 20.754717, 59.259259 ], [ 11.013376, 33.692258, 1.385887, 1.659814, 3.323534, 1.982738 ], [ 3457047, 3457047, 47396, 4834033, 4834033, 646359 ], [ -32258, -32258, -22251, -1158276, -1158276, -234475 ], [ 39, 75, 3, 39, 75, 3 ], [ 65, 244, 4, 65, 244, 4 ], [ 21, 31, 3, 21, 31, 3 ], [ 4221, 4018, 203, 4221, 4018, 203 ], [ 101.395819, 0, 105.895819, 101.395819, 0, 105.895819 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 696428, -206585, -300933, -146263, -806858, -185928 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568160000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094998738, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.9554, "nc": 0.32138 } } }
# | 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) |
---|