Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376806.005 | 262358.0169 | 114447.9882 | 204350.8626 | 109279.7068 | 95071.1558 |
Total P&L (%) | 376.806 | 262.358 | 114.448 | 204.3509 | 109.2797 | 95.0712 |
Avg Daily Profit (%) | 0.1965 | 0.1368 | 0.0597 | 0.0581 | 0.0385 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116833 | -147856 | -82043 | -432454 | -425033 | -269581 |
Profit Factor | 1.2587 | 1.3542 | 1.1598 | 1.0455 | 1.0486 | 1.0425 |
Total Trades | 517 | 259 | 258 | 517 | 259 | 258 |
Winning Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Losing Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Profitability (%) | 51.6441 | 51.7375 | 51.5504 | 51.6441 | 51.7375 | 51.5504 |
Ratio Avg Win / Avg Loss | 1.1785 | 1.2633 | 1.0901 | 0.979 | 0.9781 | 0.9798 |
Largest Winning Trade | 111187 | 111187 | 45940 | 227888 | 227888 | 99109 |
Largest Losing Trade | -23373 | -23373 | -20254 | -106695 | -67613 | -106695 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 11351 | 5046 | 6305 | 11351 | 5046 | 6305 |
Profit Streak | 0 | 0 | 8.4876 | 0 | 0 | 8.4876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382137 | -8657 | -155998 | -284296 | -308930 | -319823 |
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11505, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1594944000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758958927723, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 376806.0050189928, 262358.0168683158, 114447.9881506776, 204350.86261115, 109279.7068340615, 95071.1557770881 ], [ 376.806005, 262.358017, 114.447988, 204.350863, 109.279707, 95.071156 ], [ 0.196509, 0.136823, 0.059686, 0.058062, 0.038521, 0.034853 ], [ 10, 10, 10, 10, 10, 10 ], [ -116833, -147856, -82043, -432454, -425033, -269581 ], [ 1.25867, 1.354234, 1.159827, 1.045541, 1.048551, 1.042511 ], [ 517, 259, 258, 517, 259, 258 ], [ 267, 134, 133, 267, 134, 133 ], [ 250, 125, 125, 250, 125, 125 ], [ 51.644101, 51.737452, 51.550388, 51.644101, 51.737452, 51.550388 ], [ 1.17853, 1.263278, 1.090063, 0.978971, 0.978126, 0.979803 ], [ 111187, 111187, 45940, 227888, 227888, 99109 ], [ -23373, -23373, -20254, -106695, -67613, -106695 ], [ 21, 19, 24, 21, 19, 24 ], [ 25, 22, 29, 25, 22, 29 ], [ 17, 16, 19, 17, 16, 19 ], [ 11351, 5046, 6305, 11351, 5046, 6305 ], [ 0, 0, 8.487589, 0, 0, 8.487589 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382137, -8657, -155998, -284296, -308930, -319823 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11505, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1594944000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758958927723, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|