Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3690385.4912 | 3605673.7463 | 84711.7449 | 587548.4099 | 149672.0584 | 437876.3515 |
Total P&L (%) | 3690.3855 | 3605.6737 | 84.7117 | 587.5484 | 149.6721 | 437.8764 |
Avg Daily Profit (%) | 1.5903 | 1.5538 | 0.0365 | 0.0831 | 0.0394 | 0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147981 | -176718 | -44835 | -2659470 | -2739199 | -530772 |
Profit Factor | 6.4027 | 7.8439 | 1.5423 | 1.0784 | 1.0234 | 1.3999 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 41.1765 | 54.2857 | 47.8261 | 41.1765 | 54.2857 |
Ratio Avg Win / Avg Loss | 6.9848 | 11.2056 | 1.2988 | 1.1765 | 1.462 | 1.1789 |
Largest Winning Trade | 3435861 | 3435861 | 29715 | 2233333 | 2233333 | 326773 |
Largest Losing Trade | -75715 | -75715 | -25001 | -1546379 | -1546379 | -374161 |
Avg Bars in Trades | 63 | 119 | 8 | 63 | 119 | 8 |
Avg Bars in Winners | 48 | 102 | 8 | 48 | 102 | 8 |
Avg Bars in Losers | 77 | 132 | 9 | 77 | 132 | 9 |
Bars Traded | 4384 | 4070 | 314 | 4384 | 4070 | 314 |
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 | -84742 | 680400 | -141743 | -322941 | -338458 | -94581 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759838715991, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 1.02933 } } }
{ "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": [ [ 3690385.4911987325, 3605673.7463260563, 84711.7448726757, 587548.4098561625, 149672.0583967914, 437876.3514593716 ], [ 3690.385491, 3605.673746, 84.711745, 587.54841, 149.672058, 437.876351 ], [ 1.590341, 1.553835, 0.036506, 0.083118, 0.039438, 0.07253 ], [ 10, 10, 10, 10, 10, 10 ], [ -147981, -176718, -44835, -2659470, -2739199, -530772 ], [ 6.402731, 7.843945, 1.542267, 1.078431, 1.0234, 1.399887 ], [ 69, 34, 35, 69, 34, 35 ], [ 33, 14, 19, 33, 14, 19 ], [ 36, 20, 16, 36, 20, 16 ], [ 47.826087, 41.176471, 54.285714, 47.826087, 41.176471, 54.285714 ], [ 6.984797, 11.205636, 1.298751, 1.17647, 1.462, 1.178852 ], [ 3435861, 3435861, 29715, 2233333, 2233333, 326773 ], [ -75715, -75715, -25001, -1546379, -1546379, -374161 ], [ 63, 119, 8, 63, 119, 8 ], [ 48, 102, 8, 48, 102, 8 ], [ 77, 132, 9, 77, 132, 9 ], [ 4384, 4070, 314, 4384, 4070, 314 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84742, 680400, -141743, -322941, -338458, -94581 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4641, "evaluation_days": 2320.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759838715991, "expiration_time": 1765809936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 1.02933 } } }
# | 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) |
---|