Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583245.9203 | 410946.0765 | 172299.8438 | -459620.2475 | -219296.0116 | -240324.2358 |
Total P&L (%) | 583.2459 | 410.9461 | 172.2998 | -459.6202 | -219.296 | -240.3242 |
Avg Daily Profit (%) | 0.2551 | 0.1797 | 0.0754 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164398 | -116846 | -166683 | -497164 | -251650 | -291446 |
Profit Factor | 1.376 | 1.5676 | 1.2083 | 0.7146 | 0.7201 | 0.7093 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 184 | 87 | 97 | 143 | 76 | 67 |
Losing Trades | 136 | 73 | 63 | 177 | 84 | 93 |
Profitability (%) | 57.5 | 54.375 | 60.625 | 44.6875 | 47.5 | 41.875 |
Ratio Avg Win / Avg Loss | 1.0171 | 1.3154 | 0.7848 | 0.8845 | 0.7959 | 0.9846 |
Largest Winning Trade | 59491 | 59491 | 43035 | 115250 | 50813 | 115250 |
Largest Losing Trade | -111710 | -39224 | -111710 | -87780 | -87780 | -49764 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 41 | 41 | 40 | 41 | 42 | 41 |
Avg Bars in Losers | 44 | 44 | 44 | 43 | 43 | 42 |
Bars Traded | 13625 | 6879 | 6746 | 13625 | 6879 | 6746 |
Profit Streak | 0 | 0 | 40.1489 | 10.8155 | 18.1489 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421300 | 360614 | -91820 | -580525 | -580903 | -583654 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900862006, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45367, "nb": 0.00558, "nc": 0.9246 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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": [ [ 583245.9202553633, 410946.0764928401, 172299.843762523, -459620.2474867631, -219296.0116470865, -240324.2358396767 ], [ 583.24592, 410.946076, 172.299844, -459.620247, -219.296012, -240.324236 ], [ 0.255101, 0.17974, 0.075361, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -164398, -116846, -166683, -497164, -251650, -291446 ], [ 1.37603, 1.567614, 1.208325, 0.714591, 0.720144, 0.709328 ], [ 320, 160, 160, 320, 160, 160 ], [ 184, 87, 97, 143, 76, 67 ], [ 136, 73, 63, 177, 84, 93 ], [ 57.5, 54.375, 60.625, 44.6875, 47.5, 41.875 ], [ 1.017066, 1.315354, 0.784789, 0.884494, 0.795949, 0.98459 ], [ 59491, 59491, 43035, 115250, 50813, 115250 ], [ -111710, -39224, -111710, -87780, -87780, -49764 ], [ 42, 42, 42, 42, 42, 42 ], [ 41, 41, 40, 41, 42, 41 ], [ 44, 44, 44, 43, 43, 42 ], [ 13625, 6879, 6746, 13625, 6879, 6746 ], [ 0, 0, 40.148866, 10.815532, 18.148866, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421300, 360614, -91820, -580525, -580903, -583654 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900862006, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45367, "nb": 0.00558, "nc": 0.9246 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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) |
---|