Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759856.2687 | 531001.6371 | 228854.6316 | 1754053.4631 | -72073.5594 | 1826127.0224 |
Total P&L (%) | 759.8563 | 531.0016 | 228.8546 | 1754.0535 | -72.0736 | 1826.127 |
Avg Daily Profit (%) | 0.4194 | 0.2931 | 0.1263 | 0.1613 | -0.0704 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48565 | -61753 | -30101 | -889104 | -1092480 | -526472 |
Profit Factor | 3.1143 | 3.8622 | 2.3162 | 1.3553 | 0.9724 | 1.785 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 32.4074 | 22.2222 | 42.5926 | 32.4074 | 22.2222 | 42.5926 |
Ratio Avg Win / Avg Loss | 6.4955 | 13.5177 | 3.1219 | 2.8268 | 3.4034 | 2.4058 |
Largest Winning Trade | 546626 | 546626 | 68591 | 749995 | 659299 | 749995 |
Largest Losing Trade | -25841 | -22207 | -25841 | -306133 | -269113 | -306133 |
Avg Bars in Trades | 64 | 49 | 80 | 64 | 49 | 80 |
Avg Bars in Winners | 154 | 143 | 159 | 154 | 143 | 159 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 7019 | 2664 | 4355 | 7019 | 2664 | 4355 |
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 | 335130 | -206596 | -202909 | 96676 | -800390 | -171825 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282626339, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 1.95127 } } }
{ "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": [ [ 759856.2687087862, 531001.6370788374, 228854.6316299486, 1754053.463053279, -72073.5593540654, 1826127.0224073434 ], [ 759.856269, 531.001637, 228.854632, 1754.053463, -72.073559, 1826.127022 ], [ 0.419405, 0.293088, 0.126317, 0.161298, -0.070382, 0.163406 ], [ 10, 10, 10, 10, 10, 10 ], [ -48565, -61753, -30101, -889104, -1092480, -526472 ], [ 3.114266, 3.862211, 2.316215, 1.355302, 0.97239, 1.784965 ], [ 108, 54, 54, 108, 54, 54 ], [ 35, 12, 23, 35, 12, 23 ], [ 73, 42, 31, 73, 42, 31 ], [ 32.407407, 22.222222, 42.592593, 32.407407, 22.222222, 42.592593 ], [ 6.495469, 13.517739, 3.121854, 2.826772, 3.403365, 2.405823 ], [ 546626, 546626, 68591, 749995, 659299, 749995 ], [ -25841, -22207, -25841, -306133, -269113, -306133 ], [ 64, 49, 80, 64, 49, 80 ], [ 154, 143, 159, 154, 143, 159 ], [ 22, 22, 21, 22, 22, 21 ], [ 7019, 2664, 4355, 7019, 2664, 4355 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335130, -206596, -202909, 96676, -800390, -171825 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282626339, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 1.95127 } } }
# | 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) |
---|