Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2932416.3479 | 2887735.4264 | 44680.9215 | 510173.4305 | 749678.9956 | -239505.5651 |
Total P&L (%) | 2932.4163 | 2887.7354 | 44.6809 | 510.1734 | 749.679 | -239.5056 |
Avg Daily Profit (%) | 1.4076 | 1.3861 | 0.0214 | 0.0868 | 0.1028 | 0 |
Buy And Hold Return (%) | 47.3354 | 47.3354 | 47.3354 | 47.3354 | 47.3354 | 47.3354 |
Max Trade Drawdown | -162716 | -130152 | -133237 | -2110309 | -1753183 | -1014221 |
Profit Factor | 3.5674 | 5.2261 | 1.0974 | 1.0454 | 1.1107 | 0.9465 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 31.9838 | 29.2683 | 34.6774 | 31.9838 | 29.2683 | 34.6774 |
Ratio Avg Win / Avg Loss | 7.5864 | 12.6297 | 2.0671 | 2.223 | 2.6841 | 1.7829 |
Largest Winning Trade | 2593733 | 2593733 | 61359 | 2017987 | 2017987 | 434103 |
Largest Losing Trade | -45518 | -45518 | -41088 | -667527 | -667527 | -328277 |
Avg Bars in Trades | 99 | 140 | 59 | 99 | 140 | 59 |
Avg Bars in Winners | 193 | 300 | 104 | 193 | 300 | 104 |
Avg Bars in Losers | 55 | 73 | 34 | 55 | 73 | 34 |
Bars Traded | 24569 | 17246 | 7323 | 24569 | 17246 | 7323 |
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 | 530056 | 374586 | -448476 | -251830 | -164282 | -584183 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580032800000, "first_datapoint_time": 1581444000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760103301574, "expiration_time": 1766577600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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": [ [ 2932416.3478719196, 2887735.4264137526, 44680.9214581692, 510173.4305382739, 749678.9956220167, -239505.5650837434 ], [ 2932.416348, 2887.735426, 44.680921, 510.173431, 749.678996, -239.505565 ], [ 1.407562, 1.386115, 0.021447, 0.086849, 0.102758, 0 ], [ 47.335423, 47.335423, 47.335423, 47.335423, 47.335423, 47.335423 ], [ -162716, -130152, -133237, -2110309, -1753183, -1014221 ], [ 3.567396, 5.226068, 1.097374, 1.045355, 1.110675, 0.946477 ], [ 247, 123, 124, 247, 123, 124 ], [ 79, 36, 43, 79, 36, 43 ], [ 168, 87, 81, 168, 87, 81 ], [ 31.983806, 29.268293, 34.677419, 31.983806, 29.268293, 34.677419 ], [ 7.586362, 12.629665, 2.067146, 2.223033, 2.684132, 1.782898 ], [ 2593733, 2593733, 61359, 2017987, 2017987, 434103 ], [ -45518, -45518, -41088, -667527, -667527, -328277 ], [ 99, 140, 59, 99, 140, 59 ], [ 193, 300, 104, 193, 300, 104 ], [ 55, 73, 34, 55, 73, 34 ], [ 24569, 17246, 7323, 24569, 17246, 7323 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 530056, 374586, -448476, -251830, -164282, -584183 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580032800000, "first_datapoint_time": 1581444000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760103301574, "expiration_time": 1766577600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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) |
---|