Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696913.7448 | 512124.0076 | 184789.7373 | 3964853.2477 | 2568039.6601 | 1396813.5876 |
Total P&L (%) | 696.9137 | 512.124 | 184.7897 | 3964.8532 | 2568.0397 | 1396.8136 |
Avg Daily Profit (%) | 0.3347 | 0.2459 | 0.0887 | 0.1781 | 0.1578 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94570 | -122042 | -61556 | -1985860 | -1802222 | -1951694 |
Profit Factor | 2.6313 | 2.9972 | 2.0819 | 1.5053 | 1.5542 | 1.4347 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 44.7368 | 42.1053 | 47.3684 | 44.7368 | 42.1053 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.2504 | 4.1212 | 2.3133 | 1.8595 | 2.1371 | 1.5941 |
Largest Winning Trade | 197940 | 197940 | 50592 | 2331565 | 2331565 | 836843 |
Largest Losing Trade | -34636 | -33827 | -34636 | -1371257 | -614603 | -1371257 |
Avg Bars in Trades | 319 | 294 | 343 | 319 | 294 | 343 |
Avg Bars in Winners | 501 | 479 | 521 | 501 | 479 | 521 |
Avg Bars in Losers | 171 | 160 | 184 | 171 | 160 | 184 |
Bars Traded | 24269 | 11206 | 13063 | 24269 | 11206 | 13063 |
Profit Streak | 0 | 0 | 42.1874 | 0 | 0 | 42.1874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41617 | 399519 | -70993 | -45524 | 265271 | -17469 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758911388499, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.18284 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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": [ [ 696913.7448093531, 512124.0075528751, 184789.7372564785, 3964853.247749052, 2568039.6601045644, 1396813.587644489 ], [ 696.913745, 512.124008, 184.789737, 3964.853248, 2568.03966, 1396.813588 ], [ 0.334652, 0.245918, 0.088735, 0.178068, 0.157816, 0.130021 ], [ 10, 10, 10, 10, 10, 10 ], [ -94570, -122042, -61556, -1985860, -1802222, -1951694 ], [ 2.631313, 2.997234, 2.081947, 1.505282, 1.554234, 1.434695 ], [ 76, 38, 38, 76, 38, 38 ], [ 34, 16, 18, 34, 16, 18 ], [ 42, 22, 20, 42, 22, 20 ], [ 44.736842, 42.105263, 47.368421, 44.736842, 42.105263, 47.368421 ], [ 3.250445, 4.121196, 2.313275, 1.859465, 2.137071, 1.594105 ], [ 197940, 197940, 50592, 2331565, 2331565, 836843 ], [ -34636, -33827, -34636, -1371257, -614603, -1371257 ], [ 319, 294, 343, 319, 294, 343 ], [ 501, 479, 521, 501, 479, 521 ], [ 171, 160, 184, 171, 160, 184 ], [ 24269, 11206, 13063, 24269, 11206, 13063 ], [ 0, 0, 42.187367, 0, 0, 42.187367 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41617, 399519, -70993, -45524, 265271, -17469 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758911388499, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.18284 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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) |
---|