Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874403.6003 | 843980.3488 | 30423.2515 | -206996.5253 | 7633685.7704 | -7840682.2957 |
Total P&L (%) | 874.4036 | 843.9803 | 30.4233 | -206.9965 | 7633.6858 | -7840.6823 |
Avg Daily Profit (%) | 0.3768 | 0.3637 | 0.0131 | 0 | 0.1876 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186781 | -181832 | -138344 | -9870445 | -1124861 | -10033244 |
Profit Factor | 1.9446 | 2.8161 | 1.066 | 0.9845 | 4.54 | 0.3008 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 48 | 22 | 26 | 53 | 31 | 22 |
Losing Trades | 43 | 24 | 19 | 38 | 15 | 23 |
Profitability (%) | 52.7473 | 47.8261 | 57.7778 | 58.2418 | 67.3913 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.7421 | 3.0721 | 0.779 | 0.7059 | 2.1968 | 0.3145 |
Largest Winning Trade | 356845 | 356845 | 60142 | 3485567 | 3485567 | 1006389 |
Largest Losing Trade | -111772 | -52942 | -111772 | -9418636 | -1124861 | -9418636 |
Avg Bars in Trades | 49 | 61 | 37 | 49 | 61 | 37 |
Avg Bars in Winners | 52 | 62 | 44 | 53 | 66 | 34 |
Avg Bars in Losers | 45 | 60 | 27 | 44 | 50 | 39 |
Bars Traded | 4500 | 2818 | 1682 | 4500 | 2818 | 1682 |
Profit Streak | 0 | 0 | 41.6055 | 20.6055 | 24.6055 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498286 | 505451 | -326368 | -578913 | 657387 | -581144 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562630400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804311817, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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": [ [ 874403.6002836827, 843980.3487757705, 30423.2515079122, -206996.525274229, 7633685.7704395875, -7840682.295713815 ], [ 874.4036, 843.980349, 30.423252, -206.996525, 7633.68577, -7840.682296 ], [ 0.376817, 0.363706, 0.013111, 0, 0.187556, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186781, -181832, -138344, -9870445, -1124861, -10033244 ], [ 1.944618, 2.81613, 1.066, 0.984519, 4.539989, 0.300828 ], [ 91, 46, 45, 91, 46, 45 ], [ 48, 22, 26, 53, 31, 22 ], [ 43, 24, 19, 38, 15, 23 ], [ 52.747253, 47.826087, 57.777778, 58.241758, 67.391304, 48.888889 ], [ 1.742054, 3.072142, 0.779, 0.705881, 2.196769, 0.314502 ], [ 356845, 356845, 60142, 3485567, 3485567, 1006389 ], [ -111772, -52942, -111772, -9418636, -1124861, -9418636 ], [ 49, 61, 37, 49, 61, 37 ], [ 52, 62, 44, 53, 66, 34 ], [ 45, 60, 27, 44, 50, 39 ], [ 4500, 2818, 1682, 4500, 2818, 1682 ], [ 0, 0, 41.605461, 20.605461, 24.605461, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498286, 505451, -326368, -578913, 657387, -581144 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562630400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804311817, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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) |
---|