Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199445.1853 | 1059151.7642 | 140293.4211 | 6071932.9799 | 966911.9248 | 5105021.0551 |
Total P&L (%) | 1199.4452 | 1059.1518 | 140.2934 | 6071.933 | 966.9119 | 5105.0211 |
Avg Daily Profit (%) | 0.5197 | 0.4589 | 0.0608 | 0.1788 | 0.1026 | 0.1714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98062 | -124656 | -110350 | -8957214 | -7008394 | -5022252 |
Profit Factor | 2.4255 | 3.3835 | 1.3534 | 1.1638 | 1.0434 | 1.3449 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 29.2398 | 31.3953 | 27.0588 | 29.2398 | 31.3953 | 27.0588 |
Ratio Avg Win / Avg Loss | 5.8698 | 7.3935 | 3.6482 | 2.8165 | 2.2801 | 3.6254 |
Largest Winning Trade | 460065 | 460065 | 54763 | 5236097 | 5236097 | 4393296 |
Largest Losing Trade | -61301 | -61301 | -31243 | -3695970 | -3695970 | -1557510 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 4351 | 2446 | 1904 | 4351 | 2446 | 1904 |
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 | 195718 | 339810 | -131026 | -41295 | -234474 | -11527 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758843578024, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 1199445.1852638356, 1059151.7642023196, 140293.4210615153, 6071932.979945687, 966911.9248341224, 5105021.0551115675 ], [ 1199.445185, 1059.151764, 140.293421, 6071.93298, 966.911925, 5105.021055 ], [ 0.51969, 0.458905, 0.060786, 0.178782, 0.102624, 0.171386 ], [ 10, 10, 10, 10, 10, 10 ], [ -98062, -124656, -110350, -8957214, -7008394, -5022252 ], [ 2.425539, 3.383451, 1.353366, 1.163836, 1.043437, 1.344917 ], [ 171, 86, 85, 171, 86, 85 ], [ 50, 27, 23, 50, 27, 23 ], [ 121, 59, 62, 121, 59, 62 ], [ 29.239766, 31.395349, 27.058824, 29.239766, 31.395349, 27.058824 ], [ 5.869805, 7.393468, 3.648204, 2.816483, 2.280102, 3.625429 ], [ 460065, 460065, 54763, 5236097, 5236097, 4393296 ], [ -61301, -61301, -31243, -3695970, -3695970, -1557510 ], [ 25, 28, 22, 25, 28, 22 ], [ 57, 54, 60, 57, 54, 60 ], [ 12, 16, 8, 12, 16, 8 ], [ 4351, 2446, 1904, 4351, 2446, 1904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 195718, 339810, -131026, -41295, -234474, -11527 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758843578024, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|