Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614497.5265 | 379769.8072 | 234727.7193 | 761112.4932 | 52472.3842 | 708640.1089 |
Total P&L (%) | 614.4975 | 379.7698 | 234.7277 | 761.1125 | 52.4724 | 708.6401 |
Avg Daily Profit (%) | 0.339 | 0.2095 | 0.1295 | 0.1188 | 0.0233 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132012 | -77038 | -81999 | -2875460 | -1049132 | -2348422 |
Profit Factor | 1.8619 | 1.9644 | 1.7355 | 1.0808 | 1.0113 | 1.1481 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 110 | 46 | 64 | 110 | 46 | 64 |
Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
Profitability (%) | 49.5496 | 41.4414 | 57.6577 | 49.5496 | 41.4414 | 57.6577 |
Ratio Avg Win / Avg Loss | 1.8958 | 2.7758 | 1.2745 | 1.1004 | 1.429 | 0.8431 |
Largest Winning Trade | 306903 | 306903 | 71646 | 1067474 | 1067474 | 858021 |
Largest Losing Trade | -74189 | -27387 | -74189 | -2136119 | -483074 | -2136119 |
Avg Bars in Trades | 96 | 77 | 115 | 96 | 77 | 115 |
Avg Bars in Winners | 126 | 108 | 139 | 126 | 108 | 139 |
Avg Bars in Losers | 67 | 55 | 83 | 67 | 55 | 83 |
Bars Traded | 21424 | 8611 | 12813 | 21424 | 8611 | 12813 |
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 | 494864 | 282478 | -17236 | -164623 | -374616 | -97095 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21752, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604527200000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759431779272, "expiration_time": 1765066118400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 48 } } }
{ "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": [ [ 614497.5264927098, 379769.8072065489, 234727.7192861607, 761112.4931560046, 52472.3842073466, 708640.1089486573 ], [ 614.497526, 379.769807, 234.727719, 761.112493, 52.472384, 708.640109 ], [ 0.339001, 0.209509, 0.129493, 0.118849, 0.023273, 0.115376 ], [ 10, 10, 10, 10, 10, 10 ], [ -132012, -77038, -81999, -2875460, -1049132, -2348422 ], [ 1.861913, 1.964378, 1.735482, 1.080765, 1.011311, 1.148109 ], [ 222, 111, 111, 222, 111, 111 ], [ 110, 46, 64, 110, 46, 64 ], [ 112, 65, 47, 112, 65, 47 ], [ 49.54955, 41.441441, 57.657658, 49.54955, 41.441441, 57.657658 ], [ 1.895766, 2.775752, 1.274494, 1.100415, 1.429026, 0.843143 ], [ 306903, 306903, 71646, 1067474, 1067474, 858021 ], [ -74189, -27387, -74189, -2136119, -483074, -2136119 ], [ 96, 77, 115, 96, 77, 115 ], [ 126, 108, 139, 126, 108, 139 ], [ 67, 55, 83, 67, 55, 83 ], [ 21424, 8611, 12813, 21424, 8611, 12813 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494864, 282478, -17236, -164623, -374616, -97095 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21752, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604527200000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759431779272, "expiration_time": 1765066118400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 48 } } }
# | 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) |
---|