Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435435.4754 | 446110.7275 | -10675.2521 | 69044.5129 | 192875.4662 | -123830.9533 |
Total P&L (%) | 435.4355 | 446.1107 | -10.6753 | 69.0445 | 192.8755 | -123.831 |
Avg Daily Profit (%) | 0.2091 | 0.2142 | -0.0051 | 0.0252 | 0.0516 | 0 |
Buy And Hold Return (%) | 104.3256 | 104.3256 | 104.3256 | 104.3256 | 104.3256 | 104.3256 |
Max Trade Drawdown | -160017 | -67750 | -178068 | -441596 | -270069 | -256548 |
Profit Factor | 1.2004 | 1.4078 | 0.9901 | 1.0145 | 1.081 | 0.9479 |
Total Trades | 1003 | 502 | 501 | 1003 | 502 | 501 |
Winning Trades | 497 | 244 | 253 | 497 | 244 | 253 |
Losing Trades | 506 | 258 | 248 | 506 | 258 | 248 |
Profitability (%) | 49.5513 | 48.6056 | 50.499 | 49.5513 | 48.6056 | 50.499 |
Ratio Avg Win / Avg Loss | 1.2222 | 1.4886 | 0.9705 | 1.0329 | 1.143 | 0.9292 |
Largest Winning Trade | 242105 | 242105 | 43487 | 110155 | 110155 | 81129 |
Largest Losing Trade | -32862 | -24054 | -32862 | -107599 | -68296 | -107599 |
Avg Bars in Trades | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 24732 | 12691 | 12041 | 24732 | 12691 | 12041 |
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 | 390879 | 299220 | -578373 | -523779 | -261502 | -578373 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580083200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758844067638, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "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": [ [ 435435.4754332281, 446110.7274978164, -10675.2520645883, 69044.5128583916, 192875.4661894731, -123830.9533310814 ], [ 435.435475, 446.110727, -10.675252, 69.044513, 192.875466, -123.830953 ], [ 0.209093, 0.214219, -0.005126, 0.025213, 0.051614, 0 ], [ 104.325628, 104.325628, 104.325628, 104.325628, 104.325628, 104.325628 ], [ -160017, -67750, -178068, -441596, -270069, -256548 ], [ 1.200418, 1.4078, 0.990104, 1.014512, 1.081006, 0.947896 ], [ 1003, 502, 501, 1003, 502, 501 ], [ 497, 244, 253, 497, 244, 253 ], [ 506, 258, 248, 506, 258, 248 ], [ 49.551346, 48.605578, 50.499002, 49.551346, 48.605578, 50.499002 ], [ 1.222156, 1.488576, 0.970536, 1.032884, 1.143031, 0.929163 ], [ 242105, 242105, 43487, 110155, 110155, 81129 ], [ -32862, -24054, -32862, -107599, -68296, -107599 ], [ 24, 25, 24, 24, 25, 24 ], [ 26, 25, 27, 26, 25, 27 ], [ 22, 24, 20, 22, 24, 20 ], [ 24732, 12691, 12041, 24732, 12691, 12041 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390879, 299220, -578373, -523779, -261502, -578373 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580083200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758844067638, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "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) |
---|