Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467645.1898 | 478702.121 | -11056.9312 | 14788.8703 | 254530.9728 | -239742.1026 |
Total P&L (%) | 467.6452 | 478.7021 | -11.0569 | 14.7889 | 254.531 | -239.7421 |
Avg Daily Profit (%) | 0.2245 | 0.2298 | -0.0053 | 0.0066 | 0.0608 | 0 |
Buy And Hold Return (%) | 71.8304 | 71.8304 | 71.8304 | 71.8304 | 71.8304 | 71.8304 |
Max Trade Drawdown | -120336 | -63365 | -99067 | -568171 | -213144 | -378456 |
Profit Factor | 1.9128 | 3.1309 | 0.9616 | 1.0116 | 1.5085 | 0.6891 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.1429 | 48.5714 | 45.7143 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1447 | 3.3151 | 1.1419 | 1.1343 | 1.5972 | 0.8183 |
Largest Winning Trade | 431940 | 431940 | 37453 | 403939 | 403939 | 143498 |
Largest Losing Trade | -79455 | -26394 | -79455 | -358535 | -91469 | -358535 |
Avg Bars in Trades | 346 | 311 | 382 | 346 | 311 | 382 |
Avg Bars in Winners | 526 | 444 | 614 | 526 | 444 | 614 |
Avg Bars in Losers | 186 | 186 | 186 | 186 | 186 | 186 |
Bars Traded | 24267 | 10896 | 13371 | 24267 | 10896 | 13371 |
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 | -88752 | 470491 | -580787 | -657379 | -112505 | -582454 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580032800000, "first_datapoint_time": 1581192000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105485895, "expiration_time": 1766577600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.20663 } } }
{ "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": [ [ 467645.1898368616, 478702.1210039683, -11056.9311671068, 14788.8702519079, 254530.9728053251, -239742.1025534173 ], [ 467.64519, 478.702121, -11.056931, 14.78887, 254.530973, -239.742103 ], [ 0.22447, 0.229777, -0.005307, 0.006621, 0.060769, 0 ], [ 71.830386, 71.830386, 71.830386, 71.830386, 71.830386, 71.830386 ], [ -120336, -63365, -99067, -568171, -213144, -378456 ], [ 1.912822, 3.130886, 0.961562, 1.01163, 1.508498, 0.689067 ], [ 70, 35, 35, 70, 35, 35 ], [ 33, 17, 16, 33, 17, 16 ], [ 37, 18, 19, 37, 18, 19 ], [ 47.142857, 48.571429, 45.714286, 47.142857, 48.571429, 45.714286 ], [ 2.144679, 3.315056, 1.141855, 1.134252, 1.597233, 0.818267 ], [ 431940, 431940, 37453, 403939, 403939, 143498 ], [ -79455, -26394, -79455, -358535, -91469, -358535 ], [ 346, 311, 382, 346, 311, 382 ], [ 526, 444, 614, 526, 444, 614 ], [ 186, 186, 186, 186, 186, 186 ], [ 24267, 10896, 13371, 24267, 10896, 13371 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88752, 470491, -580787, -657379, -112505, -582454 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580032800000, "first_datapoint_time": 1581192000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105485895, "expiration_time": 1766577600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.20663 } } }
# | 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) |
---|