Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2226492.5818 | 2282327.2704 | -55834.6886 | 6214.0874 | 217773.3127 | -211559.2253 |
Total P&L (%) | 2226.4926 | 2282.3273 | -55.8347 | 6.2141 | 217.7733 | -211.5592 |
Avg Daily Profit (%) | 0.963 | 0.9872 | -0.0242 | 0.0026 | 0.05 | 0 |
Buy And Hold Return (%) | 17.8571 | 17.8571 | 17.8571 | 17.8571 | 17.8571 | 17.8571 |
Max Trade Drawdown | -140930 | -120470 | -113466 | -550372 | -374912 | -310250 |
Profit Factor | 3.9033 | 6.8865 | 0.8527 | 1.0043 | 1.2861 | 0.6961 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 43.8202 | 42.2222 | 45.4545 | 43.8202 | 42.2222 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.0042 | 9.4236 | 1.0233 | 1.2875 | 1.7599 | 0.8354 |
Largest Winning Trade | 2280324 | 2280324 | 85062 | 375551 | 375551 | 181681 |
Largest Losing Trade | -56860 | -41287 | -56860 | -234620 | -150195 | -234620 |
Avg Bars in Trades | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Winners | 77 | 64 | 88 | 77 | 64 | 88 |
Avg Bars in Losers | 24 | 20 | 30 | 24 | 20 | 30 |
Bars Traded | 4248 | 1753 | 2494 | 4248 | 1753 | 2494 |
Profit Streak | 0 | 0 | 13.6352 | 0 | 0 | 13.6352 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652769 | 680328 | -580219 | -573109 | -127961 | -581886 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568462400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759072481382, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2226492.581775841, 2282327.2703621876, -55834.6885863464, 6214.0874045072, 217773.3126689481, -211559.2252644408 ], [ 2226.492582, 2282.32727, -55.834689, 6.214087, 217.773313, -211.559225 ], [ 0.963016, 0.987166, -0.02415, 0.002608, 0.05002, 0 ], [ 17.857143, 17.857143, 17.857143, 17.857143, 17.857143, 17.857143 ], [ -140930, -120470, -113466, -550372, -374912, -310250 ], [ 3.903298, 6.886511, 0.852742, 1.004264, 1.286101, 0.696135 ], [ 89, 45, 44, 89, 45, 44 ], [ 39, 19, 20, 39, 19, 20 ], [ 50, 26, 24, 50, 26, 24 ], [ 43.820225, 42.222222, 45.454545, 43.820225, 42.222222, 45.454545 ], [ 5.004228, 9.423647, 1.02329, 1.287518, 1.759928, 0.835362 ], [ 2280324, 2280324, 85062, 375551, 375551, 181681 ], [ -56860, -41287, -56860, -234620, -150195, -234620 ], [ 47, 38, 56, 47, 38, 56 ], [ 77, 64, 88, 77, 64, 88 ], [ 24, 20, 30, 24, 20, 30 ], [ 4248, 1753, 2494, 4248, 1753, 2494 ], [ 0, 0, 13.635201, 0, 0, 13.635201 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 652769, 680328, -580219, -573109, -127961, -581886 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1568462400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759072481382, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|