Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905988.689 | 812808.7297 | 93179.9593 | 371815.795 | 273927.5255 | 97888.2695 |
Total P&L (%) | 905.9887 | 812.8087 | 93.18 | 371.8158 | 273.9275 | 97.8883 |
Avg Daily Profit (%) | 0.3925 | 0.3522 | 0.0404 | 0.0672 | 0.0572 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161908 | -121485 | -215684 | -2552946 | -1884709 | -668236 |
Profit Factor | 1.7266 | 2.3443 | 1.1451 | 1.0579 | 1.0754 | 1.0351 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 36.4583 | 32.2917 | 40.625 | 36.4583 | 32.2917 | 40.625 |
Ratio Avg Win / Avg Loss | 3.0092 | 4.9155 | 1.6736 | 1.8438 | 2.2549 | 1.5128 |
Largest Winning Trade | 447443 | 447443 | 56842 | 1685849 | 1685849 | 351498 |
Largest Losing Trade | -63678 | -25809 | -63678 | -389201 | -389201 | -350566 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 4579 | 2156 | 2423 | 4579 | 2156 | 2423 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323027 | 248263 | -202459 | -262847 | -259942 | -337842 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863867618, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36459, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 905988.689044398, 812808.7297076766, 93179.9593367215, 371815.7949927208, 273927.525450438, 97888.2695422819 ], [ 905.988689, 812.80873, 93.179959, 371.815795, 273.927525, 97.88827 ], [ 0.392543, 0.35217, 0.040373, 0.067242, 0.057161, 0.029577 ], [ 10, 10, 10, 10, 10, 10 ], [ -161908, -121485, -215684, -2552946, -1884709, -668236 ], [ 1.726618, 2.344306, 1.145089, 1.057911, 1.075429, 1.0351 ], [ 192, 96, 96, 192, 96, 96 ], [ 70, 31, 39, 70, 31, 39 ], [ 122, 65, 57, 122, 65, 57 ], [ 36.458333, 32.291667, 40.625, 36.458333, 32.291667, 40.625 ], [ 3.009248, 4.91548, 1.673592, 1.843788, 2.254931, 1.512839 ], [ 447443, 447443, 56842, 1685849, 1685849, 351498 ], [ -63678, -25809, -63678, -389201, -389201, -350566 ], [ 23, 22, 25, 23, 22, 25 ], [ 42, 41, 43, 42, 41, 43 ], [ 13, 13, 12, 13, 13, 12 ], [ 4579, 2156, 2423, 4579, 2156, 2423 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323027, 248263, -202459, -262847, -259942, -337842 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863867618, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36459, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|