Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340937.2967 | 408516.3111 | -67579.0143 | -103449.1727 | 21935.2032 | -125384.376 |
Total P&L (%) | 340.9373 | 408.5163 | -67.579 | -103.4492 | 21.9352 | -125.3844 |
Avg Daily Profit (%) | 0.1471 | 0.1762 | -0.0292 | 0 | 0.0086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204283 | -100964 | -381292 | -103415 | -59761 | -161890 |
Profit Factor | 1.1441 | 1.3612 | 0.9452 | 0.7895 | 1.1203 | 0.5942 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 226 | 108 | 118 | 217 | 110 | 107 |
Losing Trades | 218 | 114 | 104 | 227 | 112 | 115 |
Profitability (%) | 50.9009 | 48.6486 | 53.1532 | 48.8739 | 49.5496 | 48.1982 |
Ratio Avg Win / Avg Loss | 1.1036 | 1.4368 | 0.8331 | 0.8259 | 1.1406 | 0.6387 |
Largest Winning Trade | 56474 | 56440 | 56474 | 20724 | 20724 | 19904 |
Largest Losing Trade | -112963 | -30023 | -112963 | -54308 | -16039 | -54308 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4627 | 2315 | 2312 | 4627 | 2315 | 2312 |
Profit Streak | 12.4863 | 12.4863 | 38.9863 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54867 | 318607 | -578055 | -578617 | -274539 | -580594 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621217692, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.41795, "nb": 0.1, "nc": 0.99152 } } }
{ "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": [ [ 340937.2967328094, 408516.3110535511, -67579.014320742, -103449.1727359915, 21935.2032342683, -125384.3759702599 ], [ 340.937297, 408.516311, -67.579014, -103.449173, 21.935203, -125.384376 ], [ 0.147083, 0.176237, -0.029154, 0, 0.008556, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -204283, -100964, -381292, -103415, -59761, -161890 ], [ 1.144143, 1.361176, 0.945244, 0.789486, 1.120251, 0.594226 ], [ 444, 222, 222, 444, 222, 222 ], [ 226, 108, 118, 217, 110, 107 ], [ 218, 114, 104, 227, 112, 115 ], [ 50.900901, 48.648649, 53.153153, 48.873874, 49.54955, 48.198198 ], [ 1.103643, 1.436797, 0.833097, 0.825867, 1.14062, 0.638654 ], [ 56474, 56440, 56474, 20724, 20724, 19904 ], [ -112963, -30023, -112963, -54308, -16039, -54308 ], [ 10, 10, 10, 10, 10, 10 ], [ 10, 10, 10, 10, 10, 10 ], [ 10, 10, 10, 10, 10, 10 ], [ 4627, 2315, 2312, 4627, 2315, 2312 ], [ 12.486316, 12.486316, 38.986316, 0, 0, 0 ], [ 2, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54867, 318607, -578055, -578617, -274539, -580594 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621217692, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.41795, "nb": 0.1, "nc": 0.99152 } } }
# | 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) |
---|