Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404310.0262 | 363673.08 | 40636.9462 | -63783.1948 | 423253.0127 | -487036.2075 |
Total P&L (%) | 404.31 | 363.6731 | 40.6369 | -63.7832 | 423.253 | -487.0362 |
Avg Daily Profit (%) | 0.2102 | 0.1891 | 0.0211 | -0.0528 | 0.0861 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253956 | -89207 | -166883 | -1175535 | -392349 | -1002212 |
Profit Factor | 1.3426 | 1.6027 | 1.0705 | 0.9806 | 1.2956 | 0.7372 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 49.6241 | 44.3609 | 54.8872 | 49.6241 | 44.3609 | 54.8872 |
Ratio Avg Win / Avg Loss | 1.3629 | 2.0102 | 0.8798 | 0.9954 | 1.625 | 0.6059 |
Largest Winning Trade | 275597 | 275597 | 56808 | 408702 | 408702 | 145572 |
Largest Losing Trade | -80395 | -41949 | -80395 | -764684 | -332805 | -764684 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 13 | 15 | 10 | 13 | 15 | 10 |
Bars Traded | 3764 | 2108 | 1656 | 3764 | 2108 | 1656 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344715 | 304001 | -310783 | -579254 | -78990 | -580068 |
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3847, "evaluation_days": 1923.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1595116800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759216928752, "expiration_time": 1764176112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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": [ [ 404310.026217063, 363673.0800186599, 40636.9461984029, -63783.1948410759, 423253.0127073514, -487036.2075484272 ], [ 404.310026, 363.67308, 40.636946, -63.783195, 423.253013, -487.036208 ], [ 0.210195, 0.189068, 0.021127, -0.052788, 0.086073, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -253956, -89207, -166883, -1175535, -392349, -1002212 ], [ 1.342584, 1.602688, 1.070457, 0.980585, 1.295639, 0.737238 ], [ 266, 133, 133, 266, 133, 133 ], [ 132, 59, 73, 132, 59, 73 ], [ 134, 74, 60, 134, 74, 60 ], [ 49.62406, 44.360902, 54.887218, 49.62406, 44.360902, 54.887218 ], [ 1.362926, 2.010151, 0.879828, 0.995442, 1.625039, 0.605949 ], [ 275597, 275597, 56808, 408702, 408702, 145572 ], [ -80395, -41949, -80395, -764684, -332805, -764684 ], [ 14, 15, 12, 14, 15, 12 ], [ 14, 15, 14, 14, 15, 14 ], [ 13, 15, 10, 13, 15, 10 ], [ 3764, 2108, 1656, 3764, 2108, 1656 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344715, 304001, -310783, -579254, -78990, -580068 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3847, "evaluation_days": 1923.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1595116800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759216928752, "expiration_time": 1764176112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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) |
---|