Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3117984.183 | 2917017.5758 | 200966.6072 | 25382940.9336 | 5039941.7884 | 20342999.1452 |
Total P&L (%) | 3117.9842 | 2917.0176 | 200.9666 | 25382.9409 | 5039.9418 | 20342.9991 |
Avg Daily Profit (%) | 1.4971 | 1.4006 | 0.0965 | 0.2664 | 0.1893 | 0.2558 |
Buy And Hold Return (%) | 39.5604 | 39.5604 | 39.5604 | 39.5604 | 39.5604 | 39.5604 |
Max Trade Drawdown | -124412 | -81700 | -83024 | -40745615 | -26986485 | -19272922 |
Profit Factor | 6.6224 | 10.9895 | 1.7654 | 1.2468 | 1.0863 | 1.458 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.1176 | 35.2941 | 52.9412 | 44.1176 | 35.2941 | 52.9412 |
Ratio Avg Win / Avg Loss | 8.3884 | 20.1474 | 1.5693 | 1.5793 | 1.9915 | 1.296 |
Largest Winning Trade | 2456655 | 2456655 | 81571 | 19532299 | 19532299 | 14133563 |
Largest Losing Trade | -51814 | -41990 | -51814 | -11325162 | -11325162 | -8042731 |
Avg Bars in Trades | 359 | 328 | 390 | 359 | 328 | 390 |
Avg Bars in Winners | 588 | 626 | 562 | 588 | 626 | 562 |
Avg Bars in Losers | 178 | 165 | 196 | 178 | 165 | 196 |
Bars Traded | 24437 | 11157 | 13280 | 24437 | 11157 | 13280 |
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 | -93765 | 593259 | -61714 | -106590 | -122329 | 357410 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1581364800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760117802377, "expiration_time": 1766589926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 170, "offset": 0, "a": 0.36813 } }, "second_band": { "type": "sma", "factors": { "length": 176, "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": [ [ 3117984.183008825, 2917017.5757915364, 200966.6072172889, 25382940.933612525, 5039941.788431851, 20342999.14518067 ], [ 3117.984183, 2917.017576, 200.966607, 25382.940934, 5039.941788, 20342.999145 ], [ 1.497109, 1.400614, 0.096495, 0.266387, 0.189341, 0.255779 ], [ 39.56044, 39.56044, 39.56044, 39.56044, 39.56044, 39.56044 ], [ -124412, -81700, -83024, -40745615, -26986485, -19272922 ], [ 6.622433, 10.989485, 1.765434, 1.246801, 1.086251, 1.458026 ], [ 68, 34, 34, 68, 34, 34 ], [ 30, 12, 18, 30, 12, 18 ], [ 38, 22, 16, 38, 22, 16 ], [ 44.117647, 35.294118, 52.941176, 44.117647, 35.294118, 52.941176 ], [ 8.388416, 20.147389, 1.569275, 1.579281, 1.99146, 1.296023 ], [ 2456655, 2456655, 81571, 19532299, 19532299, 14133563 ], [ -51814, -41990, -51814, -11325162, -11325162, -8042731 ], [ 359, 328, 390, 359, 328, 390 ], [ 588, 626, 562, 588, 626, 562 ], [ 178, 165, 196, 178, 165, 196 ], [ 24437, 11157, 13280, 24437, 11157, 13280 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93765, 593259, -61714, -106590, -122329, 357410 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1581364800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760117802377, "expiration_time": 1766589926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 170, "offset": 0, "a": 0.36813 } }, "second_band": { "type": "sma", "factors": { "length": 176, "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) |
---|