Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2139593.1838 | 1900275.0045 | 239318.1793 | 14020026.2395 | 5866684.1035 | 8153342.136 |
Total P&L (%) | 2139.5932 | 1900.275 | 239.3182 | 14020.0262 | 5866.6841 | 8153.3421 |
Avg Daily Profit (%) | 0.9228 | 0.8196 | 0.1032 | 0.2137 | 0.1765 | 0.1905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132305 | -79032 | -70418 | -14671469 | -7401522 | -7485590 |
Profit Factor | 3.6896 | 5.941 | 1.5824 | 1.3959 | 1.3615 | 1.4249 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 55.5556 | 54.1667 | 56.9444 | 55.5556 | 54.1667 | 56.9444 |
Ratio Avg Win / Avg Loss | 2.9517 | 5.027 | 1.1964 | 1.1167 | 1.1521 | 1.0774 |
Largest Winning Trade | 1543398 | 1543398 | 58098 | 8750317 | 7337220 | 8750317 |
Largest Losing Trade | -63936 | -41823 | -63936 | -6597159 | -4733351 | -6597159 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 4497 | 2322 | 2175 | 4497 | 2322 | 2175 |
Profit Streak | 49.2775 | 49.2775 | 79.2775 | 49.2775 | 49.2775 | 79.2775 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 819296 | -55982 | -130280 | 413155 | -69353 | -68107 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4637, "evaluation_days": 2318.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759646378285, "expiration_time": 1765631952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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": [ [ 2139593.183800267, 1900275.0044575864, 239318.1793426802, 14020026.239471424, 5866684.103504235, 8153342.135967181 ], [ 2139.593184, 1900.275004, 239.318179, 14020.026239, 5866.684104, 8153.342136 ], [ 0.922835, 0.819614, 0.103221, 0.213736, 0.17651, 0.190529 ], [ 10, 10, 10, 10, 10, 10 ], [ -132305, -79032, -70418, -14671469, -7401522, -7485590 ], [ 3.689588, 5.941001, 1.582401, 1.395874, 1.361525, 1.424924 ], [ 144, 72, 72, 144, 72, 72 ], [ 80, 39, 41, 80, 39, 41 ], [ 64, 33, 31, 64, 33, 31 ], [ 55.555556, 54.166667, 56.944444, 55.555556, 54.166667, 56.944444 ], [ 2.95167, 5.027001, 1.196449, 1.116699, 1.15206, 1.077381 ], [ 1543398, 1543398, 58098, 8750317, 7337220, 8750317 ], [ -63936, -41823, -63936, -6597159, -4733351, -6597159 ], [ 31, 32, 30, 31, 32, 30 ], [ 40, 40, 39, 40, 40, 39 ], [ 20, 22, 17, 20, 22, 17 ], [ 4497, 2322, 2175, 4497, 2322, 2175 ], [ 49.277526, 49.277526, 79.277526, 49.277526, 49.277526, 79.277526 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 819296, -55982, -130280, 413155, -69353, -68107 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4637, "evaluation_days": 2318.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759646378285, "expiration_time": 1765631952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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) |
---|