Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1956323.9808 | 1774959.6033 | 181364.3774 | 14287879.2058 | 3002981.5088 | 11284897.697 |
Total P&L (%) | 1956.324 | 1774.9596 | 181.3644 | 14287.8792 | 3002.9815 | 11284.8977 |
Avg Daily Profit (%) | 0.8431 | 0.7649 | 0.0782 | 0.2144 | 0.1481 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71279 | -90170 | -75664 | -5021083 | -6419559 | -3518058 |
Profit Factor | 4.865 | 7.826 | 1.7368 | 1.4743 | 1.1635 | 1.9595 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 52.0548 | 43.2432 | 61.1111 | 52.0548 | 43.2432 | 61.1111 |
Ratio Avg Win / Avg Loss | 4.4809 | 10.2716 | 1.1053 | 1.3579 | 1.5271 | 1.247 |
Largest Winning Trade | 1338322 | 1338322 | 82584 | 5769968 | 5769968 | 5476730 |
Largest Losing Trade | -43822 | -31178 | -43822 | -2689814 | -2689814 | -1780790 |
Avg Bars in Trades | 58 | 47 | 70 | 58 | 47 | 70 |
Avg Bars in Winners | 81 | 78 | 83 | 81 | 78 | 83 |
Avg Bars in Losers | 34 | 24 | 48 | 34 | 24 | 48 |
Bars Traded | 4285 | 1763 | 2522 | 4285 | 1763 | 2522 |
Profit Streak | 0 | 0 | 81.168 | 0 | 0 | 81.168 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55111 | 675795 | -83564 | -66701 | -37054 | 487317 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564315200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759809712146, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1956323.9807568523, 1774959.6033136786, 181364.3774431734, 14287879.205754723, 3002981.5087935356, 11284897.696961181 ], [ 1956.323981, 1774.959603, 181.364377, 14287.879206, 3002.981509, 11284.897697 ], [ 0.843061, 0.764904, 0.078157, 0.214363, 0.148136, 0.204254 ], [ 10, 10, 10, 10, 10, 10 ], [ -71279, -90170, -75664, -5021083, -6419559, -3518058 ], [ 4.864958, 7.825994, 1.736834, 1.47426, 1.163508, 1.95954 ], [ 73, 37, 36, 73, 37, 36 ], [ 38, 16, 22, 38, 16, 22 ], [ 35, 21, 14, 35, 21, 14 ], [ 52.054795, 43.243243, 61.111111, 52.054795, 43.243243, 61.111111 ], [ 4.480882, 10.271617, 1.105258, 1.357871, 1.527104, 1.24698 ], [ 1338322, 1338322, 82584, 5769968, 5769968, 5476730 ], [ -43822, -31178, -43822, -2689814, -2689814, -1780790 ], [ 58, 47, 70, 58, 47, 70 ], [ 81, 78, 83, 81, 78, 83 ], [ 34, 24, 48, 34, 24, 48 ], [ 4285, 1763, 2522, 4285, 1763, 2522 ], [ 0, 0, 81.167965, 0, 0, 81.167965 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55111, 675795, -83564, -66701, -37054, 487317 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564315200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759809712146, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|