Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2509209.9518 | 2288273.8831 | 220936.0686 | 13331347.5526 | 3593133.6024 | 9738213.9502 |
Total P&L (%) | 2509.21 | 2288.2739 | 220.9361 | 13331.3476 | 3593.1336 | 9738.214 |
Avg Daily Profit (%) | 1.0802 | 0.9851 | 0.0951 | 0.2112 | 0.1555 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109272 | -120468 | -73436 | -14869670 | -10638551 | -9227400 |
Profit Factor | 4.6834 | 7.3369 | 1.6902 | 1.2003 | 1.0922 | 1.3528 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 47.8632 | 38.9831 | 56.8966 | 47.8632 | 38.9831 | 56.8966 |
Ratio Avg Win / Avg Loss | 5.1015 | 11.4839 | 1.2804 | 1.3074 | 1.7096 | 1.0248 |
Largest Winning Trade | 1864783 | 1864783 | 78977 | 7452414 | 7452414 | 5662606 |
Largest Losing Trade | -65022 | -27449 | -65022 | -6810448 | -4920450 | -6810448 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 76 | 69 | 81 | 76 | 69 | 81 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 6704 | 2955 | 3749 | 6704 | 2955 | 3749 |
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 | 736256 | -159387 | -243065 | 255139 | -291557 | -170736 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760048631296, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 2509209.951771728, 2288273.883148237, 220936.0686234909, 13331347.552637778, 3593133.6024357392, 9738213.95020203 ], [ 2509.209952, 2288.273883, 220.936069, 13331.347553, 3593.133602, 9738.21395 ], [ 1.080159, 0.985051, 0.095108, 0.211164, 0.155483, 0.197735 ], [ 10, 10, 10, 10, 10, 10 ], [ -109272, -120468, -73436, -14869670, -10638551, -9227400 ], [ 4.68338, 7.336932, 1.690159, 1.200267, 1.092222, 1.352754 ], [ 117, 59, 58, 117, 59, 58 ], [ 56, 23, 33, 56, 23, 33 ], [ 61, 36, 25, 61, 36, 25 ], [ 47.863248, 38.983051, 56.896552, 47.863248, 38.983051, 56.896552 ], [ 5.101539, 11.483894, 1.280423, 1.307434, 1.709566, 1.024814 ], [ 1864783, 1864783, 78977, 7452414, 7452414, 5662606 ], [ -65022, -27449, -65022, -6810448, -4920450, -6810448 ], [ 57, 50, 64, 57, 50, 64 ], [ 76, 69, 81, 76, 69, 81 ], [ 39, 37, 41, 39, 37, 41 ], [ 6704, 2955, 3749, 6704, 2955, 3749 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 736256, -159387, -243065, 255139, -291557, -170736 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760048631296, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|