Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369490.1474 | 352729.4137 | 16760.7337 | -34678.8844 | 282208.5596 | -316887.4441 |
Total P&L (%) | 369.4901 | 352.7294 | 16.7607 | -34.6789 | 282.2086 | -316.8874 |
Avg Daily Profit (%) | 0.1603 | 0.1531 | 0.0073 | -0.0185 | 0.0582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295846 | -222418 | -226597 | -506220 | -182938 | -524392 |
Profit Factor | 1.3383 | 1.5785 | 1.0347 | 0.9768 | 1.4726 | 0.6474 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 48.7952 | 46.988 | 50.6024 | 48.7952 | 46.988 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.4044 | 1.7809 | 1.0101 | 1.0251 | 1.6614 | 0.6319 |
Largest Winning Trade | 248529 | 248529 | 58187 | 137711 | 109417 | 137711 |
Largest Losing Trade | -48338 | -40365 | -48338 | -117113 | -99686 | -117113 |
Avg Bars in Trades | 40 | 49 | 32 | 40 | 49 | 32 |
Avg Bars in Winners | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Losers | 31 | 38 | 24 | 31 | 38 | 24 |
Bars Traded | 6782 | 4067 | 2715 | 6782 | 4067 | 2715 |
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 | 288035 | 310081 | -374723 | -578710 | -114467 | -581031 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6914, "evaluation_days": 2304.67, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563696000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760279731975, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 55, "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": [ [ 369490.1474127716, 352729.4137117767, 16760.7337009948, -34678.8844447872, 282208.5596212544, -316887.4440660418 ], [ 369.490147, 352.729414, 16.760734, -34.678884, 282.20856, -316.887444 ], [ 0.160322, 0.15305, 0.007273, -0.018476, 0.058194, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -295846, -222418, -226597, -506220, -182938, -524392 ], [ 1.338306, 1.578502, 1.034741, 0.976815, 1.472583, 0.647353 ], [ 166, 83, 83, 166, 83, 83 ], [ 81, 39, 42, 81, 39, 42 ], [ 85, 44, 41, 85, 44, 41 ], [ 48.795181, 46.987952, 50.60241, 48.795181, 46.987952, 50.60241 ], [ 1.404395, 1.780874, 1.010104, 1.025053, 1.661376, 0.631939 ], [ 248529, 248529, 58187, 137711, 109417, 137711 ], [ -48338, -40365, -48338, -117113, -99686, -117113 ], [ 40, 49, 32, 40, 49, 32 ], [ 50, 60, 40, 50, 60, 40 ], [ 31, 38, 24, 31, 38, 24 ], [ 6782, 4067, 2715, 6782, 4067, 2715 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 288035, 310081, -374723, -578710, -114467, -581031 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6914, "evaluation_days": 2304.67, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563696000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760279731975, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 55, "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) |
---|