Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706421.7227 | 433257.1263 | 273164.5964 | 2389974.6316 | 456216.0917 | 1933758.5399 |
Total P&L (%) | 706.4217 | 433.2571 | 273.1646 | 2389.9746 | 456.2161 | 1933.7585 |
Avg Daily Profit (%) | 0.3886 | 0.2383 | 0.1503 | 0.177 | 0.0944 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82031 | -84109 | -43557 | -1483756 | -1255046 | -1045806 |
Profit Factor | 1.9896 | 2.0917 | 1.8619 | 1.2391 | 1.0838 | 1.4249 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 70 | 27 | 43 | 70 | 27 | 43 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 40 | 31.0345 | 48.8636 | 40 | 31.0345 | 48.8636 |
Ratio Avg Win / Avg Loss | 2.9844 | 4.6481 | 1.9485 | 1.8587 | 2.4085 | 1.4911 |
Largest Winning Trade | 339794 | 339794 | 58081 | 827441 | 827441 | 598579 |
Largest Losing Trade | -34729 | -34096 | -34729 | -762169 | -394039 | -762169 |
Avg Bars in Trades | 123 | 120 | 126 | 123 | 120 | 126 |
Avg Bars in Winners | 186 | 204 | 174 | 186 | 204 | 174 |
Avg Bars in Losers | 81 | 83 | 79 | 81 | 83 | 79 |
Bars Traded | 21612 | 10513 | 11099 | 21612 | 10513 | 11099 |
Profit Streak | 49.4874 | 49.4874 | 151.8207 | 49.4874 | 49.4874 | 151.8207 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427470 | 172529 | 410811 | 255904 | -201259 | 333880 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21816, "evaluation_days": 1818, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759894909171, "expiration_time": 1765543507200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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": [ [ 706421.7227046633, 433257.1263297162, 273164.5963749466, 2389974.63158794, 456216.0917027449, 1933758.539885195 ], [ 706.421723, 433.257126, 273.164596, 2389.974632, 456.216092, 1933.75854 ], [ 0.388571, 0.238315, 0.150256, 0.176991, 0.094433, 0.16584 ], [ 10, 10, 10, 10, 10, 10 ], [ -82031, -84109, -43557, -1483756, -1255046, -1045806 ], [ 1.98963, 2.091651, 1.861877, 1.239109, 1.083805, 1.424853 ], [ 175, 87, 88, 175, 87, 88 ], [ 70, 27, 43, 70, 27, 43 ], [ 105, 60, 45, 105, 60, 45 ], [ 40, 31.034483, 48.863636, 40, 31.034483, 48.863636 ], [ 2.984445, 4.648113, 1.948476, 1.858663, 2.408456, 1.491126 ], [ 339794, 339794, 58081, 827441, 827441, 598579 ], [ -34729, -34096, -34729, -762169, -394039, -762169 ], [ 123, 120, 126, 123, 120, 126 ], [ 186, 204, 174, 186, 204, 174 ], [ 81, 83, 79, 81, 83, 79 ], [ 21612, 10513, 11099, 21612, 10513, 11099 ], [ 49.487375, 49.487375, 151.820708, 49.487375, 49.487375, 151.820708 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427470, 172529, 410811, 255904, -201259, 333880 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21816, "evaluation_days": 1818, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759894909171, "expiration_time": 1765543507200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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) |
---|