Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077830.3082 | 1128852.7828 | -51022.4746 | 52496.1569 | 294645.188 | -242149.031 |
Total P&L (%) | 1077.8303 | 1128.8528 | -51.0225 | 52.4962 | 294.6452 | -242.149 |
Avg Daily Profit (%) | 0.4304 | 0.4507 | -0.0204 | 0.0169 | 0.0548 | 0 |
Buy And Hold Return (%) | 416.3444 | 416.3444 | 416.3444 | 416.3444 | 416.3444 | 416.3444 |
Max Trade Drawdown | -117761 | -85542 | -57458 | -647412 | -450985 | -252471 |
Profit Factor | 2.6416 | 3.2263 | 0.6588 | 1.0285 | 1.2115 | 0.4593 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 31.9588 | 35.4167 | 28.5714 | 31.9588 | 35.4167 | 28.5714 |
Ratio Avg Win / Avg Loss | 5.6241 | 5.8833 | 1.6469 | 2.1897 | 2.2092 | 1.1482 |
Largest Winning Trade | 1001380 | 1001380 | 24085 | 714256 | 714256 | 42339 |
Largest Losing Trade | -52387 | -52387 | -16782 | -239708 | -239708 | -131838 |
Avg Bars in Trades | 50 | 99 | 2 | 50 | 99 | 2 |
Avg Bars in Winners | 102 | 183 | 4 | 102 | 183 | 4 |
Avg Bars in Losers | 26 | 53 | 1 | 26 | 53 | 1 |
Bars Traded | 4896 | 4771 | 125 | 4896 | 4771 | 125 |
Profit Streak | 0 | 192.63 | 0 | 0 | 192.63 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173189 | 301383 | -591978 | -530921 | -289432 | -593089 |
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1544702400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849635163, "expiration_time": 1766330064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 29, "offset": 0, "std": 2.67482 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.78234, "nb": 0.1, "nc": 0.21355 } } }
{ "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": [ [ 1077830.30815319, 1128852.782786253, -51022.4746330633, 52496.1569338341, 294645.1879720481, -242149.0310382142 ], [ 1077.830308, 1128.852783, -51.022475, 52.496157, 294.645188, -242.149031 ], [ 0.430357, 0.45073, -0.020372, 0.01685, 0.054829, 0 ], [ 416.344437, 416.344437, 416.344437, 416.344437, 416.344437, 416.344437 ], [ -117761, -85542, -57458, -647412, -450985, -252471 ], [ 2.641622, 3.226332, 0.658754, 1.028518, 1.211523, 0.459295 ], [ 97, 48, 49, 97, 48, 49 ], [ 31, 17, 14, 31, 17, 14 ], [ 66, 31, 35, 66, 31, 35 ], [ 31.958763, 35.416667, 28.571429, 31.958763, 35.416667, 28.571429 ], [ 5.624099, 5.883311, 1.646885, 2.189748, 2.209247, 1.148237 ], [ 1001380, 1001380, 24085, 714256, 714256, 42339 ], [ -52387, -52387, -16782, -239708, -239708, -131838 ], [ 50, 99, 2, 50, 99, 2 ], [ 102, 183, 4, 102, 183, 4 ], [ 26, 53, 1, 26, 53, 1 ], [ 4896, 4771, 125, 4896, 4771, 125 ], [ 0, 192.630037, 0, 0, 192.630037, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 173189, 301383, -591978, -530921, -289432, -593089 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1544702400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849635163, "expiration_time": 1766330064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 29, "offset": 0, "std": 2.67482 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.78234, "nb": 0.1, "nc": 0.21355 } } }
# | 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) |
---|