Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558471.7985 | 456956.8385 | 101514.96 | 2172207.3353 | 2744284.6687 | -572077.3333 |
Total P&L (%) | 558.4718 | 456.9568 | 101.515 | 2172.2073 | 2744.2847 | -572.0773 |
Avg Daily Profit (%) | 0.2615 | 0.2139 | 0.0475 | 0.1463 | 0.1569 | 0 |
Buy And Hold Return (%) | 183.4302 | 183.4302 | 183.4302 | 183.4302 | 183.4302 | 183.4302 |
Max Trade Drawdown | -97736 | -80817 | -78212 | -4384777 | -2594292 | -3219087 |
Profit Factor | 1.5862 | 1.934 | 1.219 | 1.1332 | 1.3274 | 0.9278 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 44.8718 | 44.2308 | 45.5128 | 44.8718 | 44.2308 | 45.5128 |
Ratio Avg Win / Avg Loss | 1.9487 | 2.4385 | 1.4594 | 1.3922 | 1.6737 | 1.1107 |
Largest Winning Trade | 152928 | 152928 | 38089 | 1209788 | 1209788 | 801831 |
Largest Losing Trade | -27604 | -27604 | -21415 | -1747501 | -1747501 | -686458 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4232 | 2287 | 1944 | 4232 | 2287 | 1944 |
Profit Streak | 11.4476 | 0 | 18.4476 | 11.4476 | 0 | 18.4476 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323394 | 219408 | -296270 | -70723 | 263788 | -579754 |
{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4272, "evaluation_days": 2136, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1575892800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759445070225, "expiration_time": 1764942912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.4306, "nb": 0.1, "nc": 0.61038 } } }
{ "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": [ [ 558471.7985484365, 456956.838519968, 101514.9600284683, 2172207.335339819, 2744284.668657718, -572077.3333178957 ], [ 558.471799, 456.956839, 101.51496, 2172.207335, 2744.284669, -572.077333 ], [ 0.261457, 0.213931, 0.047526, 0.146331, 0.15686, 0 ], [ 183.430163, 183.430163, 183.430163, 183.430163, 183.430163, 183.430163 ], [ -97736, -80817, -78212, -4384777, -2594292, -3219087 ], [ 1.586151, 1.933996, 1.219005, 1.133216, 1.327393, 0.927802 ], [ 312, 156, 156, 312, 156, 156 ], [ 140, 69, 71, 140, 69, 71 ], [ 172, 87, 85, 172, 87, 85 ], [ 44.871795, 44.230769, 45.512821, 44.871795, 44.230769, 45.512821 ], [ 1.948699, 2.438516, 1.459372, 1.392236, 1.673669, 1.110749 ], [ 152928, 152928, 38089, 1209788, 1209788, 801831 ], [ -27604, -27604, -21415, -1747501, -1747501, -686458 ], [ 13, 14, 12, 13, 14, 12 ], [ 19, 22, 16, 19, 22, 16 ], [ 8, 8, 8, 8, 8, 8 ], [ 4232, 2287, 1944, 4232, 2287, 1944 ], [ 11.447572, 0, 18.447572, 11.447572, 0, 18.447572 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323394, 219408, -296270, -70723, 263788, -579754 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4272, "evaluation_days": 2136, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1575892800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759445070225, "expiration_time": 1764942912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.4306, "nb": 0.1, "nc": 0.61038 } } }
# | 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) |
---|