Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864973.0314 | 1616932.3442 | 248040.6872 | 13160087.0912 | 6381713.1239 | 6778373.9673 |
Total P&L (%) | 1864.973 | 1616.9323 | 248.0407 | 13160.0871 | 6381.7131 | 6778.374 |
Avg Daily Profit (%) | 0.8046 | 0.6976 | 0.107 | 0.2111 | 0.1801 | 0.1827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127401 | -106490 | -129657 | -13130120 | -7771381 | -7367272 |
Profit Factor | 3.1662 | 5.3439 | 1.5075 | 1.2732 | 1.2775 | 1.2692 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
Losing Trades | 94 | 56 | 38 | 94 | 56 | 38 |
Profitability (%) | 51.5464 | 42.268 | 60.8247 | 51.5464 | 42.268 | 60.8247 |
Ratio Avg Win / Avg Loss | 2.9762 | 7.299 | 0.971 | 1.1968 | 1.7449 | 0.8174 |
Largest Winning Trade | 1164884 | 1164884 | 77686 | 7662811 | 4881438 | 7662811 |
Largest Losing Trade | -67949 | -40736 | -67949 | -5320836 | -3479244 | -5320836 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 14 | 13 | 17 | 14 | 13 | 17 |
Bars Traded | 4557 | 2027 | 2530 | 4557 | 2027 | 2530 |
Profit Streak | 9.985 | 9.985 | 25.985 | 9.985 | 9.985 | 25.985 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 802716 | 662997 | -47596 | 400653 | 252167 | 322874 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621100213, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "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": [ [ 1864973.031419513, 1616932.3441729513, 248040.6872465617, 13160087.091207001, 6381713.123938931, 6778373.967268061 ], [ 1864.973031, 1616.932344, 248.040687, 13160.087091, 6381.713124, 6778.373967 ], [ 0.804561, 0.697555, 0.107006, 0.211066, 0.180126, 0.182693 ], [ 10, 10, 10, 10, 10, 10 ], [ -127401, -106490, -129657, -13130120, -7771381, -7367272 ], [ 3.166186, 5.343907, 1.507534, 1.273175, 1.277531, 1.269198 ], [ 194, 97, 97, 194, 97, 97 ], [ 100, 41, 59, 100, 41, 59 ], [ 94, 56, 38, 94, 56, 38 ], [ 51.546392, 42.268041, 60.824742, 51.546392, 42.268041, 60.824742 ], [ 2.976215, 7.298994, 0.970954, 1.196785, 1.74492, 0.817449 ], [ 1164884, 1164884, 77686, 7662811, 4881438, 7662811 ], [ -67949, -40736, -67949, -5320836, -3479244, -5320836 ], [ 23, 20, 26, 23, 20, 26 ], [ 31, 31, 31, 31, 31, 31 ], [ 14, 13, 17, 14, 13, 17 ], [ 4557, 2027, 2530, 4557, 2027, 2530 ], [ 9.984956, 9.984956, 25.984956, 9.984956, 9.984956, 25.984956 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 802716, 662997, -47596, 400653, 252167, 322874 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621100213, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "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) |
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