Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378008.3709 | 266751.1705 | 111257.2005 | -2467.5066 | 65718.5984 | -68186.1051 |
Total P&L (%) | 378.0084 | 266.7512 | 111.2572 | -2.4675 | 65.7186 | -68.1861 |
Avg Daily Profit (%) | 0.1966 | 0.1387 | 0.0579 | -0.0013 | 0.0263 | -0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221577 | -90109 | -197116 | -1674019 | -1263369 | -1282871 |
Profit Factor | 1.228 | 1.3571 | 1.1222 | 0.9998 | 1.0134 | 0.9874 |
Total Trades | 425 | 212 | 213 | 425 | 212 | 213 |
Winning Trades | 232 | 106 | 126 | 232 | 106 | 126 |
Losing Trades | 193 | 106 | 87 | 193 | 106 | 87 |
Profitability (%) | 54.5882 | 50 | 59.1549 | 54.5882 | 50 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.0216 | 1.3571 | 0.7748 | 0.8317 | 1.0134 | 0.6818 |
Largest Winning Trade | 52561 | 52561 | 39443 | 451577 | 451577 | 325824 |
Largest Losing Trade | -73598 | -40021 | -73598 | -538309 | -480711 | -538309 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 7657 | 3818 | 3839 | 7657 | 3818 | 3839 |
Profit Streak | 6.9485 | 0 | 11.4485 | 6.9485 | 0 | 11.4485 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396524 | -6563 | -200820 | -576999 | -362964 | -578121 |
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7691, "evaluation_days": 1922.75, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1593518400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759185954171, "expiration_time": 1764152568000, "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": 0.10442, "nb": 0.1, "nc": 0.62872 } } }
{ "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": [ [ 378008.3709388874, 266751.1704712919, 111257.2004675953, -2467.5066433736, 65718.5984396153, -68186.1050829891 ], [ 378.008371, 266.75117, 111.2572, -2.467507, 65.718598, -68.186105 ], [ 0.196598, 0.138734, 0.057864, -0.001299, 0.026274, -0.059546 ], [ 10, 10, 10, 10, 10, 10 ], [ -221577, -90109, -197116, -1674019, -1263369, -1282871 ], [ 1.228016, 1.357081, 1.122155, 0.999761, 1.013446, 0.987447 ], [ 425, 212, 213, 425, 212, 213 ], [ 232, 106, 126, 232, 106, 126 ], [ 193, 106, 87, 193, 106, 87 ], [ 54.588235, 50, 59.15493, 54.588235, 50, 59.15493 ], [ 1.021582, 1.357081, 0.774822, 0.831698, 1.013446, 0.681809 ], [ 52561, 52561, 39443, 451577, 451577, 325824 ], [ -73598, -40021, -73598, -538309, -480711, -538309 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 7657, 3818, 3839, 7657, 3818, 3839 ], [ 6.948543, 0, 11.448543, 6.948544, 0, 11.448544 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396524, -6563, -200820, -576999, -362964, -578121 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7691, "evaluation_days": 1922.75, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1593518400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759185954171, "expiration_time": 1764152568000, "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": 0.10442, "nb": 0.1, "nc": 0.62872 } } }
# | 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) |
---|