Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286267.8647 | 194559.0507 | 91708.814 | -39939.0713 | -70290.4524 | 30351.3811 |
Total P&L (%) | 286.2679 | 194.5591 | 91.7088 | -39.9391 | -70.2905 | 30.3514 |
Avg Daily Profit (%) | 0.1581 | 0.1075 | 0.0507 | -0.0282 | -0.067 | 0.0146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163487 | -149540 | -103816 | -225730 | -233166 | -159509 |
Profit Factor | 1.3073 | 1.4094 | 1.201 | 0.9553 | 0.8434 | 1.0682 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 50.8197 | 44.5652 | 57.1429 | 50.8197 | 44.5652 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2652 | 1.7531 | 0.9008 | 0.9245 | 1.0492 | 0.8012 |
Largest Winning Trade | 159639 | 159639 | 69911 | 98917 | 95779 | 98917 |
Largest Losing Trade | -64128 | -30845 | -64128 | -90634 | -53135 | -90634 |
Avg Bars in Trades | 113 | 84 | 143 | 113 | 84 | 143 |
Avg Bars in Winners | 118 | 83 | 146 | 118 | 83 | 146 |
Avg Bars in Losers | 109 | 85 | 140 | 109 | 85 | 140 |
Bars Traded | 20842 | 7767 | 13075 | 20842 | 7767 | 13075 |
Profit Streak | 5.2562 | 5.2562 | 19.5895 | 5.2562 | 5.2562 | 19.5895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346939 | -49345 | -126271 | -578532 | -580821 | -322348 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21722, "evaluation_days": 1810.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604325600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219732486, "expiration_time": 1764842342400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 76, "offset": 0, "a": 0.84862 } } }
{ "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": [ [ 286267.8646929684, 194559.0506947166, 91708.8139982516, -39939.0712592747, -70290.4523506093, 30351.3810913346 ], [ 286.267865, 194.559051, 91.708814, -39.939071, -70.290452, 30.351381 ], [ 0.158144, 0.107481, 0.050663, -0.02816, -0.067027, 0.014644 ], [ 10, 10, 10, 10, 10, 10 ], [ -163487, -149540, -103816, -225730, -233166, -159509 ], [ 1.307343, 1.409368, 1.201044, 0.955322, 0.843449, 1.068213 ], [ 183, 92, 91, 183, 92, 91 ], [ 93, 41, 52, 93, 41, 52 ], [ 90, 51, 39, 90, 51, 39 ], [ 50.819672, 44.565217, 57.142857, 50.819672, 44.565217, 57.142857 ], [ 1.26517, 1.753117, 0.900783, 0.924506, 1.049168, 0.80116 ], [ 159639, 159639, 69911, 98917, 95779, 98917 ], [ -64128, -30845, -64128, -90634, -53135, -90634 ], [ 113, 84, 143, 113, 84, 143 ], [ 118, 83, 146, 118, 83, 146 ], [ 109, 85, 140, 109, 85, 140 ], [ 20842, 7767, 13075, 20842, 7767, 13075 ], [ 5.256163, 5.256163, 19.589496, 5.256163, 5.256163, 19.589496 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346939, -49345, -126271, -578532, -580821, -322348 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21722, "evaluation_days": 1810.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604325600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219732486, "expiration_time": 1764842342400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 76, "offset": 0, "a": 0.84862 } } }
# | 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) |
---|