Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702680.0137 | 1775150.1345 | -72470.1208 | -44113.6988 | -168873.5928 | 124759.894 |
Total P&L (%) | 1702.68 | 1775.1501 | -72.4701 | -44.1137 | -168.8736 | 124.7599 |
Avg Daily Profit (%) | 0.7366 | 0.768 | -0.0314 | -0.0252 | 0 | 0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221074 | -114298 | -172253 | -481219 | -491017 | -356815 |
Profit Factor | 3.3318 | 5.4298 | 0.78 | 0.9728 | 0.833 | 1.2048 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 41.7722 | 46.1538 | 37.5 | 41.7722 | 46.1538 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6444 | 6.3347 | 1.3001 | 1.356 | 0.9719 | 2.008 |
Largest Winning Trade | 1803332 | 1803332 | 62234 | 204148 | 178501 | 204148 |
Largest Losing Trade | -57054 | -57054 | -48420 | -303630 | -303630 | -143625 |
Avg Bars in Trades | 54 | 77 | 32 | 54 | 77 | 32 |
Avg Bars in Winners | 64 | 83 | 41 | 64 | 83 | 41 |
Avg Bars in Losers | 47 | 72 | 27 | 47 | 72 | 27 |
Bars Traded | 4334 | 3025 | 1309 | 4334 | 3025 | 1309 |
Profit Streak | 0 | 97.952 | 0 | 0 | 97.952 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15482 | 723129 | -583944 | -613588 | -581693 | -150303 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4623, "evaluation_days": 2311.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565222400000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759056654341, "expiration_time": 1765009008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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": [ [ 1702680.0136981977, 1775150.1344703417, -72470.1207721441, -44113.698789793, -168873.5927842071, 124759.8939944142 ], [ 1702.680014, 1775.150134, -72.470121, -44.113699, -168.873593, 124.759894 ], [ 0.736613, 0.767965, -0.031352, -0.025169, 0, 0.035042 ], [ 10, 10, 10, 10, 10, 10 ], [ -221074, -114298, -172253, -481219, -491017, -356815 ], [ 3.331827, 5.429752, 0.780032, 0.97278, 0.833038, 1.2048 ], [ 79, 39, 40, 79, 39, 40 ], [ 33, 18, 15, 33, 18, 15 ], [ 46, 21, 25, 46, 21, 25 ], [ 41.772152, 46.153846, 37.5, 41.772152, 46.153846, 37.5 ], [ 4.644365, 6.334711, 1.300054, 1.355996, 0.971878, 2.008 ], [ 1803332, 1803332, 62234, 204148, 178501, 204148 ], [ -57054, -57054, -48420, -303630, -303630, -143625 ], [ 54, 77, 32, 54, 77, 32 ], [ 64, 83, 41, 64, 83, 41 ], [ 47, 72, 27, 47, 72, 27 ], [ 4334, 3025, 1309, 4334, 3025, 1309 ], [ 0, 97.952018, 0, 0, 97.952018, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15482, 723129, -583944, -613588, -581693, -150303 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4623, "evaluation_days": 2311.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565222400000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759056654341, "expiration_time": 1765009008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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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