Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359263.7688 | 359359.4688 | -95.7 | 32417.0729 | 140984.123 | -108567.05 |
Total P&L (%) | 359.2638 | 359.3595 | -0.0957 | 32.4171 | 140.9841 | -108.5671 |
Avg Daily Profit (%) | 0.1568 | 0.1569 | 0 | 0.0123 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126647 | -84142 | -95650 | -488972 | -291935 | -418778 |
Profit Factor | 1.6223 | 2.2802 | 0.9997 | 1.0191 | 1.1733 | 0.8772 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 38.3562 | 43.2432 | 33.3333 | 38.3562 | 43.2432 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.6073 | 2.9928 | 1.9994 | 1.6378 | 1.5399 | 1.7544 |
Largest Winning Trade | 240190 | 240190 | 57472 | 339454 | 339454 | 203573 |
Largest Losing Trade | -34648 | -26104 | -34648 | -128791 | -96726 | -128791 |
Avg Bars in Trades | 115 | 86 | 146 | 115 | 86 | 146 |
Avg Bars in Winners | 203 | 121 | 313 | 203 | 121 | 313 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 8467 | 3182 | 5285 | 8467 | 3182 | 5285 |
Profit Streak | 13.2822 | 27.2822 | 0 | 13.2822 | 27.2822 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69877 | 342434 | -584483 | -457971 | -172505 | -584483 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9164, "evaluation_days": 2291, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567274400000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759085181259, "expiration_time": 1765020672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 60 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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": [ [ 359263.7688136901, 359359.4687867554, -95.6999730656, 32417.0729272745, 140984.1229666379, -108567.0500393633 ], [ 359.263769, 359.359469, -0.0957, 32.417073, 140.984123, -108.56705 ], [ 0.156815, 0.156857, -4.2e-5, 0.012257, 0.038399, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -126647, -84142, -95650, -488972, -291935, -418778 ], [ 1.622346, 2.280199, 0.999677, 1.019096, 1.173272, 0.87718 ], [ 73, 37, 36, 73, 37, 36 ], [ 28, 16, 12, 28, 16, 12 ], [ 45, 21, 24, 45, 21, 24 ], [ 38.356164, 43.243243, 33.333333, 38.356164, 43.243243, 33.333333 ], [ 2.607342, 2.992761, 1.999355, 1.637832, 1.53992, 1.75436 ], [ 240190, 240190, 57472, 339454, 339454, 203573 ], [ -34648, -26104, -34648, -128791, -96726, -128791 ], [ 115, 86, 146, 115, 86, 146 ], [ 203, 121, 313, 203, 121, 313 ], [ 61, 59, 63, 61, 59, 63 ], [ 8467, 3182, 5285, 8467, 3182, 5285 ], [ 13.28219, 27.28219, 0, 13.28219, 27.28219, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69877, 342434, -584483, -457971, -172505, -584483 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9164, "evaluation_days": 2291, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567274400000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759085181259, "expiration_time": 1765020672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 60 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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) |
---|