Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571060.5565 | 497525.6682 | 73534.8883 | 618682.4887 | 91094.766 | 527587.7227 |
Total P&L (%) | 571.0606 | 497.5257 | 73.5349 | 618.6825 | 91.0948 | 527.5877 |
Avg Daily Profit (%) | 0.2439 | 0.2125 | 0.0314 | 0.0843 | 0.0277 | 0.0785 |
Buy And Hold Return (%) | 15.0726 | 15.0726 | 15.0726 | 15.0726 | 15.0726 | 15.0726 |
Max Trade Drawdown | -74919 | -67567 | -102048 | -1053556 | -945173 | -537489 |
Profit Factor | 2.1719 | 3.002 | 1.3079 | 1.1778 | 1.0462 | 1.3494 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8428 | 2.8143 | 1.0002 | 0.9993 | 0.9808 | 1.0319 |
Largest Winning Trade | 301908 | 301908 | 42898 | 406344 | 406344 | 400293 |
Largest Losing Trade | -43794 | -43794 | -35814 | -450333 | -450333 | -427357 |
Avg Bars in Trades | 72 | 89 | 54 | 72 | 89 | 54 |
Avg Bars in Winners | 95 | 115 | 77 | 95 | 115 | 77 |
Avg Bars in Losers | 44 | 60 | 24 | 44 | 60 | 24 |
Bars Traded | 4396 | 2768 | 1628 | 4396 | 2768 | 1628 |
Profit Streak | 0 | 0 | 140.2007 | 0 | 0 | 140.2007 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152923 | 490719 | -150454 | -272128 | -327725 | -85574 |
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4682, "evaluation_days": 2341, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1564574400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758991741619, "expiration_time": 1764783072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 188, "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": [ [ 571060.5565054127, 497525.6682420744, 73534.8882633383, 618682.4886636607, 91094.765951085, 527587.7227125758 ], [ 571.060557, 497.525668, 73.534888, 618.682489, 91.094766, 527.587723 ], [ 0.243939, 0.212527, 0.031412, 0.084284, 0.027667, 0.078489 ], [ 15.072623, 15.072623, 15.072623, 15.072623, 15.072623, 15.072623 ], [ -74919, -67567, -102048, -1053556, -945173, -537489 ], [ 2.171862, 3.001952, 1.307948, 1.177768, 1.046231, 1.349428 ], [ 61, 31, 30, 61, 31, 30 ], [ 33, 16, 17, 33, 16, 17 ], [ 28, 15, 13, 28, 15, 13 ], [ 54.098361, 51.612903, 56.666667, 54.098361, 51.612903, 56.666667 ], [ 1.842792, 2.81433, 1.000195, 0.999318, 0.980842, 1.031916 ], [ 301908, 301908, 42898, 406344, 406344, 400293 ], [ -43794, -43794, -35814, -450333, -450333, -427357 ], [ 72, 89, 54, 72, 89, 54 ], [ 95, 115, 77, 95, 115, 77 ], [ 44, 60, 24, 44, 60, 24 ], [ 4396, 2768, 1628, 4396, 2768, 1628 ], [ 0, 0, 140.200713, 0, 0, 140.200713 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152923, 490719, -150454, -272128, -327725, -85574 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4682, "evaluation_days": 2341, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1564574400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758991741619, "expiration_time": 1764783072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 188, "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) |
---|