Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753210.8096 | 458910.2396 | 294300.5701 | 3788450.0558 | -538579.9473 | 4327030.0031 |
Total P&L (%) | 753.2108 | 458.9102 | 294.3006 | 3788.4501 | -538.5799 | 4327.03 |
Avg Daily Profit (%) | 0.4174 | 0.2543 | 0.1631 | 0.2031 | 0 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99374 | -105952 | -48339 | -6025986 | -4328717 | -2141494 |
Profit Factor | 2.0915 | 2.0883 | 2.0963 | 1.1917 | 0.9545 | 1.5466 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 46.5969 | 41.6667 | 51.5789 | 46.5969 | 41.6667 | 51.5789 |
Ratio Avg Win / Avg Loss | 2.3969 | 2.9237 | 1.968 | 1.3657 | 1.3364 | 1.4519 |
Largest Winning Trade | 313478 | 313478 | 51924 | 2321838 | 2321838 | 1736453 |
Largest Losing Trade | -28853 | -24532 | -28853 | -1832550 | -1832550 | -1092965 |
Avg Bars in Trades | 112 | 130 | 93 | 112 | 130 | 93 |
Avg Bars in Winners | 137 | 151 | 125 | 137 | 151 | 125 |
Avg Bars in Losers | 90 | 114 | 60 | 90 | 114 | 60 |
Bars Traded | 21395 | 12503 | 8892 | 21395 | 12503 | 8892 |
Profit Streak | 34.1892 | 34.1892 | 47.5225 | 34.1892 | 34.1892 | 47.5225 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523534 | 326121 | 423212 | -944 | -582108 | 366485 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603742400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758954743126, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.70856 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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": [ [ 753210.8096161751, 458910.2395557074, 294300.5700604678, 3788450.055778415, -538579.9472758487, 4327030.003054261 ], [ 753.21081, 458.91024, 294.30057, 3788.450056, -538.579947, 4327.030003 ], [ 0.417407, 0.254314, 0.163093, 0.203065, 0, 0.210269 ], [ 10, 10, 10, 10, 10, 10 ], [ -99374, -105952, -48339, -6025986, -4328717, -2141494 ], [ 2.091452, 2.088335, 2.096348, 1.191681, 0.95454, 1.546552 ], [ 191, 96, 95, 191, 96, 95 ], [ 89, 40, 49, 89, 40, 49 ], [ 102, 56, 46, 102, 56, 46 ], [ 46.596859, 41.666667, 51.578947, 46.596859, 41.666667, 51.578947 ], [ 2.396945, 2.923669, 1.968, 1.365747, 1.336356, 1.451865 ], [ 313478, 313478, 51924, 2321838, 2321838, 1736453 ], [ -28853, -24532, -28853, -1832550, -1832550, -1092965 ], [ 112, 130, 93, 112, 130, 93 ], [ 137, 151, 125, 137, 151, 125 ], [ 90, 114, 60, 90, 114, 60 ], [ 21395, 12503, 8892, 21395, 12503, 8892 ], [ 34.189156, 34.189156, 47.52249, 34.189157, 34.189157, 47.52249 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 523534, 326121, 423212, -944, -582108, 366485 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603742400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758954743126, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.70856 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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) |
---|