Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233352.9034 | 1026957.8252 | 206395.0782 | 5578028.9387 | 2843393.1068 | 2734635.832 |
Total P&L (%) | 1233.3529 | 1026.9578 | 206.3951 | 5578.0289 | 2843.3931 | 2734.6358 |
Avg Daily Profit (%) | 0.5325 | 0.4434 | 0.0891 | 0.1746 | 0.1461 | 0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120265 | -93285 | -194402 | -11381406 | -9752713 | -2295811 |
Profit Factor | 1.9078 | 2.4999 | 1.3063 | 1.1752 | 1.1515 | 1.2093 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 207 | 109 | 98 | 207 | 109 | 98 |
Profitability (%) | 32.5733 | 28.7582 | 36.3636 | 32.5733 | 28.7582 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.9492 | 6.1928 | 2.286 | 2.4327 | 2.8526 | 2.1163 |
Largest Winning Trade | 499829 | 499829 | 58702 | 9992970 | 9992970 | 2150954 |
Largest Losing Trade | -32275 | -32275 | -30297 | -2225518 | -2225518 | -1138894 |
Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4603 | 2120 | 2482 | 4603 | 2120 | 2482 |
Profit Streak | 13.4885 | 0 | 15.4885 | 13.4885 | 0 | 15.4885 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367597 | 77619 | -76941 | -23127 | -63027 | -3256 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4632, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759448605748, "expiration_time": 1765409472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "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": [ [ 1233352.903366154, 1026957.8251865937, 206395.0781795609, 5578028.938744582, 2843393.106789779, 2734635.831954806 ], [ 1233.352903, 1026.957825, 206.395078, 5578.028939, 2843.393107, 2734.635832 ], [ 0.532536, 0.443419, 0.089117, 0.174556, 0.146141, 0.144513 ], [ 10, 10, 10, 10, 10, 10 ], [ -120265, -93285, -194402, -11381406, -9752713, -2295811 ], [ 1.907849, 2.499865, 1.306295, 1.175236, 1.151501, 1.209336 ], [ 307, 153, 154, 307, 153, 154 ], [ 100, 44, 56, 100, 44, 56 ], [ 207, 109, 98, 207, 109, 98 ], [ 32.57329, 28.75817, 36.363636, 32.57329, 28.75817, 36.363636 ], [ 3.949247, 6.192847, 2.286016, 2.432738, 2.852582, 2.116338 ], [ 499829, 499829, 58702, 9992970, 9992970, 2150954 ], [ -32275, -32275, -30297, -2225518, -2225518, -1138894 ], [ 14, 13, 16, 14, 13, 16 ], [ 32, 32, 32, 32, 32, 32 ], [ 6, 6, 6, 6, 6, 6 ], [ 4603, 2120, 2482, 4603, 2120, 2482 ], [ 13.488492, 0, 15.488492, 13.488492, 0, 15.488492 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367597, 77619, -76941, -23127, -63027, -3256 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4632, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759448605748, "expiration_time": 1765409472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "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) |
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