Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2525831.0171 | 2577250.9385 | -51419.9214 | -30703.8135 | 244853.248 | -275557.0615 |
Total P&L (%) | 2525.831 | 2577.2509 | -51.4199 | -30.7038 | 244.8532 | -275.5571 |
Avg Daily Profit (%) | 1.2129 | 1.2376 | -0.0247 | -0.0176 | 0.0595 | 0 |
Buy And Hold Return (%) | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 |
Max Trade Drawdown | -251356 | -239961 | -57566 | -2444493 | -2340082 | -280046 |
Profit Factor | 4.0394 | 4.5295 | 0.49 | 0.9919 | 1.0731 | 0.393 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 32.4786 | 25.8621 | 38.9831 | 32.4786 | 25.8621 | 38.9831 |
Ratio Avg Win / Avg Loss | 8.3978 | 12.9845 | 0.7669 | 2.0622 | 3.0762 | 0.6151 |
Largest Winning Trade | 2458455 | 2458455 | 12418 | 1349569 | 1349569 | 103241 |
Largest Losing Trade | -71369 | -71369 | -10958 | -744000 | -744000 | -125135 |
Avg Bars in Trades | 208 | 418 | 2 | 208 | 418 | 2 |
Avg Bars in Winners | 295 | 745 | 2 | 295 | 745 | 2 |
Avg Bars in Losers | 166 | 304 | 1 | 166 | 304 | 1 |
Bars Traded | 24422 | 24291 | 131 | 24422 | 24291 | 131 |
Profit Streak | 6.0873 | 0 | 121.2539 | 6.0873 | 0 | 121.2539 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533081 | -185352 | -761177 | -583807 | -462236 | -761177 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579125600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759046739511, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 3.03081 } }, "second_band": { "type": "ohlc4", "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": [ [ 2525831.017051595, 2577250.938462804, -51419.9214112087, -30703.8134960002, 244853.2479720899, -275557.0614680899 ], [ 2525.831017, 2577.250938, -51.419921, -30.703813, 244.853248, -275.557061 ], [ 1.212884, 1.237575, -0.024691, -0.017611, 0.059463, 0 ], [ 89.484127, 89.484127, 89.484127, 89.484127, 89.484127, 89.484127 ], [ -251356, -239961, -57566, -2444493, -2340082, -280046 ], [ 4.039432, 4.529484, 0.489955, 0.991929, 1.073087, 0.392973 ], [ 117, 58, 59, 117, 58, 59 ], [ 38, 15, 23, 38, 15, 23 ], [ 79, 43, 36, 79, 43, 36 ], [ 32.478632, 25.862069, 38.983051, 32.478632, 25.862069, 38.983051 ], [ 8.397767, 12.98452, 0.766886, 2.062168, 3.076181, 0.615088 ], [ 2458455, 2458455, 12418, 1349569, 1349569, 103241 ], [ -71369, -71369, -10958, -744000, -744000, -125135 ], [ 208, 418, 2, 208, 418, 2 ], [ 295, 745, 2, 295, 745, 2 ], [ 166, 304, 1, 166, 304, 1 ], [ 24422, 24291, 131, 24422, 24291, 131 ], [ 6.087263, 0, 121.253929, 6.087263, 0, 121.25393 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533081, -185352, -761177, -583807, -462236, -761177 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579125600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759046739511, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 3.03081 } }, "second_band": { "type": "ohlc4", "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) |
---|