Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393803.6515 | 238911.4534 | 154892.198 | 142077.7649 | -187616.3505 | 329694.1154 |
Total P&L (%) | 393.8037 | 238.9115 | 154.8922 | 142.0778 | -187.6164 | 329.6941 |
Avg Daily Profit (%) | 0.2166 | 0.1314 | 0.0852 | 0.0486 | 0 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136462 | -131317 | -63124 | -649852 | -568708 | -226650 |
Profit Factor | 1.4333 | 1.4565 | 1.4018 | 1.0472 | 0.8955 | 1.2713 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 44.1606 | 39.4161 | 48.9051 | 44.1606 | 39.4161 | 48.9051 |
Ratio Avg Win / Avg Loss | 1.8123 | 2.2387 | 1.4645 | 1.3241 | 1.3764 | 1.3282 |
Largest Winning Trade | 209819 | 209819 | 57320 | 228993 | 228993 | 156025 |
Largest Losing Trade | -43563 | -43563 | -30736 | -203248 | -203248 | -85139 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 27 | 35 | 18 | 27 | 35 | 18 |
Bars Traded | 10650 | 6064 | 4586 | 10650 | 6064 | 4586 |
Profit Streak | 15.8264 | 0 | 32.493 | 15.8264 | 0 | 32.493 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342521 | -19725 | -77606 | -296813 | -583418 | -85036 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10907, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759837799401, "expiration_time": 1764535824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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": [ [ 393803.6514701399, 238911.4534374241, 154892.1980327156, 142077.7648795198, -187616.3505335097, 329694.1154130292 ], [ 393.803651, 238.911453, 154.892198, 142.077765, -187.616351, 329.694115 ], [ 0.216634, 0.131427, 0.085207, 0.048646, 0, 0.080232 ], [ 10, 10, 10, 10, 10, 10 ], [ -136462, -131317, -63124, -649852, -568708, -226650 ], [ 1.433289, 1.456512, 1.401764, 1.047197, 0.895486, 1.271314 ], [ 274, 137, 137, 274, 137, 137 ], [ 121, 54, 67, 121, 54, 67 ], [ 153, 83, 70, 153, 83, 70 ], [ 44.160584, 39.416058, 48.905109, 44.160584, 39.416058, 48.905109 ], [ 1.812341, 2.238713, 1.46453, 1.324142, 1.376395, 1.328239 ], [ 209819, 209819, 57320, 228993, 228993, 156025 ], [ -43563, -43563, -30736, -203248, -203248, -85139 ], [ 38, 44, 33, 38, 44, 33 ], [ 53, 58, 49, 53, 58, 49 ], [ 27, 35, 18, 27, 35, 18 ], [ 10650, 6064, 4586, 10650, 6064, 4586 ], [ 15.826382, 0, 32.493049, 15.826382, 0, 32.493049 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342521, -19725, -77606, -296813, -583418, -85036 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10907, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759837799401, "expiration_time": 1764535824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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) |
---|