Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679484.024 | 425629.8887 | 253854.1353 | 1242259.24 | -605292.7427 | 1847551.9828 |
Total P&L (%) | 679.484 | 425.6299 | 253.8541 | 1242.2592 | -605.2927 | 1847.552 |
Avg Daily Profit (%) | 0.3738 | 0.2341 | 0.1396 | 0.143 | 0 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81227 | -76693 | -52210 | -2543693 | -1926039 | -1447529 |
Profit Factor | 1.6722 | 1.8037 | 1.5275 | 1.069 | 0.9325 | 1.2045 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 96 | 39 | 57 | 96 | 39 | 57 |
Losing Trades | 190 | 104 | 86 | 190 | 104 | 86 |
Profitability (%) | 33.5664 | 27.2727 | 39.8601 | 33.5664 | 27.2727 | 39.8601 |
Ratio Avg Win / Avg Loss | 3.3096 | 4.81 | 2.3047 | 2.1158 | 2.4866 | 1.8174 |
Largest Winning Trade | 369451 | 369451 | 57587 | 978860 | 978860 | 850409 |
Largest Losing Trade | -25963 | -25963 | -20415 | -554362 | -367099 | -554362 |
Avg Bars in Trades | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Winners | 132 | 130 | 134 | 132 | 130 | 134 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 21611 | 9502 | 12109 | 21611 | 9502 | 12109 |
Profit Streak | 17.5682 | 0 | 19.3182 | 17.5682 | 0 | 19.3182 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301073 | -8638 | -7585 | -149594 | -597973 | 171961 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21814, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603504800000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759880291774, "expiration_time": 1765528588800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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": [ [ 679484.0240001639, 425629.8887050316, 253854.1352951326, 1242259.240049874, -605292.7427236817, 1847551.9827735547 ], [ 679.484024, 425.629889, 253.854135, 1242.25924, -605.292743, 1847.551983 ], [ 0.373789, 0.234142, 0.139647, 0.142961, 0, 0.163469 ], [ 10, 10, 10, 10, 10, 10 ], [ -81227, -76693, -52210, -2543693, -1926039, -1447529 ], [ 1.672227, 1.803742, 1.527506, 1.069022, 0.93248, 1.204527 ], [ 286, 143, 143, 286, 143, 143 ], [ 96, 39, 57, 96, 39, 57 ], [ 190, 104, 86, 190, 104, 86 ], [ 33.566434, 27.272727, 39.86014, 33.566434, 27.272727, 39.86014 ], [ 3.309617, 4.809978, 2.304659, 2.115774, 2.486613, 1.817357 ], [ 369451, 369451, 57587, 978860, 978860, 850409 ], [ -25963, -25963, -20415, -554362, -367099, -554362 ], [ 75, 66, 84, 75, 66, 84 ], [ 132, 130, 134, 132, 130, 134 ], [ 46, 42, 51, 46, 42, 51 ], [ 21611, 9502, 12109, 21611, 9502, 12109 ], [ 17.568192, 0, 19.318192, 17.568192, 0, 19.318192 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301073, -8638, -7585, -149594, -597973, 171961 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21814, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603504800000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759880291774, "expiration_time": 1765528588800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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) |
---|