Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2029917.699 | 2062745.7013 | -32828.0023 | -41015.2814 | 2530813.1167 | -2571828.3981 |
Total P&L (%) | 2029.9177 | 2062.7457 | -32.828 | -41.0153 | 2530.8131 | -2571.8284 |
Avg Daily Profit (%) | 0.8778 | 0.892 | -0.0142 | -0.0228 | 0.1415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301010 | -137488 | -238764 | -4494299 | -1851191 | -2714018 |
Profit Factor | 2.9554 | 4.8297 | 0.9343 | 0.9921 | 2.12 | 0.1256 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 46.729 | 37.037 | 56.6038 | 46.729 | 37.037 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.3692 | 8.2105 | 0.7163 | 1.131 | 3.604 | 0.0963 |
Largest Winning Trade | 1932781 | 1932781 | 80979 | 4304843 | 4304843 | 58412 |
Largest Losing Trade | -63435 | -60258 | -63435 | -2016447 | -1513166 | -2016447 |
Avg Bars in Trades | 126 | 119 | 133 | 126 | 119 | 133 |
Avg Bars in Winners | 170 | 177 | 165 | 170 | 177 | 165 |
Avg Bars in Losers | 87 | 84 | 92 | 87 | 84 | 92 |
Bars Traded | 13522 | 6436 | 7086 | 13522 | 6436 | 7086 |
Profit Streak | 0 | 0 | 323.0876 | 0 | 0 | 323.0876 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644040 | -164180 | -758611 | -580098 | -184787 | -758611 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13875, "evaluation_days": 2312.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759183566784, "expiration_time": 1765170000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 201, "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": [ [ 2029917.6990190377, 2062745.7012929404, -32828.0022739028, -41015.2814490306, 2530813.1166702705, -2571828.3981192997 ], [ 2029.917699, 2062.745701, -32.828002, -41.015281, 2530.813117, -2571.828398 ], [ 0.877802, 0.891998, -0.014196, -0.022825, 0.1415, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -301010, -137488, -238764, -4494299, -1851191, -2714018 ], [ 2.955432, 4.829729, 0.934275, 0.992114, 2.120007, 0.125607 ], [ 107, 54, 53, 107, 54, 53 ], [ 50, 20, 30, 50, 20, 30 ], [ 57, 34, 23, 57, 34, 23 ], [ 46.728972, 37.037037, 56.603774, 46.728972, 37.037037, 56.603774 ], [ 3.369193, 8.210539, 0.716278, 1.13101, 3.604011, 0.096299 ], [ 1932781, 1932781, 80979, 4304843, 4304843, 58412 ], [ -63435, -60258, -63435, -2016447, -1513166, -2016447 ], [ 126, 119, 133, 126, 119, 133 ], [ 170, 177, 165, 170, 177, 165 ], [ 87, 84, 92, 87, 84, 92 ], [ 13522, 6436, 7086, 13522, 6436, 7086 ], [ 0, 0, 323.087578, 0, 0, 323.087578 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 644040, -164180, -758611, -580098, -184787, -758611 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13875, "evaluation_days": 2312.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759183566784, "expiration_time": 1765170000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 201, "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) |
---|