Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494674.6449 | 280409.6282 | 214265.0167 | 613392.0751 | -684205.5181 | 1297597.5932 |
Total P&L (%) | 494.6746 | 280.4096 | 214.265 | 613.3921 | -684.2055 | 1297.5976 |
Avg Daily Profit (%) | 0.2721 | 0.1543 | 0.1179 | 0.1081 | 0 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143292 | -79598 | -64047 | -1649296 | -1131368 | -582623 |
Profit Factor | 1.8883 | 1.8126 | 2.0116 | 1.1208 | 0.7954 | 1.7491 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 42.9825 | 36.8421 | 49.1228 | 42.9825 | 36.8421 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.5049 | 3.1073 | 2.0834 | 1.4868 | 1.3635 | 1.8115 |
Largest Winning Trade | 262264 | 262264 | 67153 | 551371 | 551371 | 542653 |
Largest Losing Trade | -36166 | -36166 | -26042 | -535967 | -535967 | -228993 |
Avg Bars in Trades | 94 | 86 | 103 | 94 | 86 | 103 |
Avg Bars in Winners | 136 | 137 | 134 | 136 | 137 | 134 |
Avg Bars in Losers | 63 | 56 | 72 | 63 | 56 | 72 |
Bars Traded | 10783 | 4905 | 5878 | 10783 | 4905 | 5878 |
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 | 338253 | -174781 | -212221 | -138233 | -764561 | -175887 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10907, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603742400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759837803420, "expiration_time": 1764535824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 68, "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": [ [ 494674.6448639592, 280409.6281795577, 214265.0166844014, 613392.0751340772, -684205.5180831491, 1297597.5932172267 ], [ 494.674645, 280.409628, 214.265017, 613.392075, -684.205518, 1297.597593 ], [ 0.272124, 0.154255, 0.117869, 0.108147, 0, 0.145187 ], [ 10, 10, 10, 10, 10, 10 ], [ -143292, -79598, -64047, -1649296, -1131368, -582623 ], [ 1.888278, 1.812585, 2.011599, 1.120831, 0.795404, 1.749073 ], [ 114, 57, 57, 114, 57, 57 ], [ 49, 21, 28, 49, 21, 28 ], [ 65, 36, 29, 65, 36, 29 ], [ 42.982456, 36.842105, 49.122807, 42.982456, 36.842105, 49.122807 ], [ 2.504858, 3.107288, 2.083442, 1.486817, 1.363549, 1.811539 ], [ 262264, 262264, 67153, 551371, 551371, 542653 ], [ -36166, -36166, -26042, -535967, -535967, -228993 ], [ 94, 86, 103, 94, 86, 103 ], [ 136, 137, 134, 136, 137, 134 ], [ 63, 56, 72, 63, 56, 72 ], [ 10783, 4905, 5878, 10783, 4905, 5878 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338253, -174781, -212221, -138233, -764561, -175887 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10907, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603742400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759837803420, "expiration_time": 1764535824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 68, "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) |
---|