Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529620.2465 | 406139.6871 | 123480.5594 | 298610.72 | -85083.1482 | 383693.8682 |
Total P&L (%) | 529.6202 | 406.1397 | 123.4806 | 298.6107 | -85.0831 | 383.6939 |
Avg Daily Profit (%) | 0.2749 | 0.2108 | 0.0641 | 0.0718 | -0.0987 | 0.0819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120182 | -84646 | -85472 | -1092234 | -771271 | -592661 |
Profit Factor | 1.5205 | 1.7704 | 1.2518 | 1.0721 | 0.9623 | 1.2033 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 135 | 63 | 72 | 135 | 63 | 72 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 43.9739 | 40.9091 | 47.0588 | 43.9739 | 40.9091 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.9372 | 2.5573 | 1.4083 | 1.3659 | 1.3899 | 1.3537 |
Largest Winning Trade | 215220 | 215220 | 43889 | 474945 | 474945 | 223475 |
Largest Losing Trade | -35503 | -25627 | -35503 | -257694 | -197542 | -257694 |
Avg Bars in Trades | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Winners | 92 | 83 | 100 | 92 | 83 | 100 |
Avg Bars in Losers | 59 | 53 | 66 | 59 | 53 | 66 |
Bars Traded | 22733 | 10153 | 12581 | 22733 | 10153 | 12581 |
Profit Streak | 0 | 0 | 53.7755 | 0 | 0 | 53.7755 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377385 | 280332 | -107879 | -239008 | -582395 | -84494 |
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23115, "evaluation_days": 1926.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594216800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759538199039, "expiration_time": 1765527408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 159 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } } }
{ "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": [ [ 529620.2465016082, 406139.6870837086, 123480.5594178998, 298610.7200106212, -85083.1481503374, 383693.8681609582 ], [ 529.620247, 406.139687, 123.480559, 298.61072, -85.083148, 383.693868 ], [ 0.274949, 0.210845, 0.064104, 0.071814, -0.098728, 0.081865 ], [ 10, 10, 10, 10, 10, 10 ], [ -120182, -84646, -85472, -1092234, -771271, -592661 ], [ 1.520513, 1.770408, 1.251836, 1.072101, 0.962258, 1.203308 ], [ 307, 154, 153, 307, 154, 153 ], [ 135, 63, 72, 135, 63, 72 ], [ 172, 91, 81, 172, 91, 81 ], [ 43.973941, 40.909091, 47.058824, 43.973941, 40.909091, 47.058824 ], [ 1.937246, 2.557256, 1.408315, 1.365936, 1.389928, 1.353721 ], [ 215220, 215220, 43889, 474945, 474945, 223475 ], [ -35503, -25627, -35503, -257694, -197542, -257694 ], [ 74, 65, 82, 74, 65, 82 ], [ 92, 83, 100, 92, 83, 100 ], [ 59, 53, 66, 59, 53, 66 ], [ 22733, 10153, 12581, 22733, 10153, 12581 ], [ 0, 0, 53.775452, 0, 0, 53.775452 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377385, 280332, -107879, -239008, -582395, -84494 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23115, "evaluation_days": 1926.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594216800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759538199039, "expiration_time": 1765527408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 159 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } } }
# | 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) |
---|