Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530223.7848 | 413816.8615 | 116406.9233 | 383568.1613 | 464025.5148 | -80457.3535 |
Total P&L (%) | 530.2238 | 413.8169 | 116.4069 | 383.5682 | 464.0255 | -80.4574 |
Avg Daily Profit (%) | 0.2318 | 0.1809 | 0.0509 | 0.0689 | 0.0757 | -0.0714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154265 | -93955 | -147902 | -1554962 | -947410 | -1680237 |
Profit Factor | 1.3003 | 1.4956 | 1.1251 | 1.0352 | 1.0904 | 0.986 |
Total Trades | 493 | 247 | 246 | 493 | 247 | 246 |
Winning Trades | 237 | 110 | 127 | 237 | 110 | 127 |
Losing Trades | 256 | 137 | 119 | 256 | 137 | 119 |
Profitability (%) | 48.073 | 44.5344 | 51.626 | 48.073 | 44.5344 | 51.626 |
Ratio Avg Win / Avg Loss | 1.4046 | 1.8628 | 1.0542 | 1.1182 | 1.358 | 0.9239 |
Largest Winning Trade | 113490 | 113490 | 61196 | 435296 | 435296 | 323307 |
Largest Losing Trade | -50182 | -24260 | -50182 | -613957 | -186105 | -613957 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4487 | 2257 | 2230 | 4487 | 2257 | 2230 |
Profit Streak | 18.3273 | 24.3273 | 18.3273 | 18.3273 | 24.3273 | 18.3273 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431092 | 351599 | -206071 | -279100 | -213097 | -578994 |
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564185600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873080671, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.56456, "nc": 0.35507 } } }
{ "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": [ [ 530223.7847924373, 413816.8614779897, 116406.9233144472, 383568.1613480533, 464025.5148485646, -80457.3535005107 ], [ 530.223785, 413.816861, 116.406923, 383.568161, 464.025515, -80.457354 ], [ 0.231842, 0.180943, 0.050899, 0.068936, 0.07567, -0.071359 ], [ 10, 10, 10, 10, 10, 10 ], [ -154265, -93955, -147902, -1554962, -947410, -1680237 ], [ 1.300345, 1.495649, 1.125103, 1.035218, 1.090386, 0.986026 ], [ 493, 247, 246, 493, 247, 246 ], [ 237, 110, 127, 237, 110, 127 ], [ 256, 137, 119, 256, 137, 119 ], [ 48.073022, 44.534413, 51.626016, 48.073022, 44.534413, 51.626016 ], [ 1.404592, 1.862763, 1.054231, 1.11821, 1.358026, 0.923914 ], [ 113490, 113490, 61196, 435296, 435296, 323307 ], [ -50182, -24260, -50182, -613957, -186105, -613957 ], [ 9, 9, 9, 9, 9, 9 ], [ 10, 10, 10, 10, 10, 10 ], [ 7, 7, 7, 7, 7, 7 ], [ 4487, 2257, 2230, 4487, 2257, 2230 ], [ 18.327322, 24.327322, 18.327322, 18.327323, 24.327323, 18.327323 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431092, 351599, -206071, -279100, -213097, -578994 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564185600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873080671, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.56456, "nc": 0.35507 } } }
# | 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) |
---|