Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221627.6092 | -3500.883 | 225128.4922 | -36311.6853 | -126239.307 | 89927.6216 |
Total P&L (%) | 221.6276 | -3.5009 | 225.1285 | -36.3117 | -126.2393 | 89.9276 |
Avg Daily Profit (%) | 0.145 | -0.0023 | 0.1473 | -0.0295 | 0 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104755 | -118283 | -77833 | -317393 | -186050 | -247449 |
Profit Factor | 1.2587 | 0.9933 | 1.6672 | 0.975 | 0.8401 | 1.1356 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 69.5876 | 62.8866 | 76.2887 | 69.5876 | 62.8866 | 76.2887 |
Ratio Avg Win / Avg Loss | 0.5501 | 0.5862 | 0.5182 | 0.4261 | 0.4958 | 0.353 |
Largest Winning Trade | 35403 | 35403 | 25305 | 56936 | 29493 | 56936 |
Largest Losing Trade | -77833 | -59300 | -77833 | -182416 | -94680 | -182416 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 2885 | 1511 | 1374 | 2885 | 1511 | 1374 |
Profit Streak | 21.7313 | 21.7313 | 41.7313 | 21.7313 | 21.7313 | 41.7313 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 143537 | -578575 | 325750 | -575478 | -578575 | -204746 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633608000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080785041, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 221627.6091553277, -3500.8830001915, 225128.4921555193, -36311.6853488155, -126239.3069720648, 89927.6216232491 ], [ 221.627609, -3.500883, 225.128492, -36.311685, -126.239307, 89.927622 ], [ 0.144997, -0.00229, 0.147287, -0.029513, 0, 0.041976 ], [ 10, 10, 10, 10, 10, 10 ], [ -104755, -118283, -77833, -317393, -186050, -247449 ], [ 1.25865, 0.99326, 1.667165, 0.974997, 0.840052, 1.135631 ], [ 194, 97, 97, 194, 97, 97 ], [ 135, 61, 74, 135, 61, 74 ], [ 59, 36, 23, 59, 36, 23 ], [ 69.587629, 62.886598, 76.28866, 69.587629, 62.886598, 76.28866 ], [ 0.550077, 0.586186, 0.518173, 0.42611, 0.495768, 0.352967 ], [ 35403, 35403, 25305, 56936, 29493, 56936 ], [ -77833, -59300, -77833, -182416, -94680, -182416 ], [ 14, 15, 14, 14, 15, 14 ], [ 8, 8, 8, 8, 8, 8 ], [ 29, 28, 31, 29, 28, 31 ], [ 2885, 1511, 1374, 2885, 1511, 1374 ], [ 21.731308, 21.731308, 41.731308, 21.731308, 21.731308, 41.731308 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 143537, -578575, 325750, -575478, -578575, -204746 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633608000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080785041, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|