Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392846.2983 | 264701.2269 | 128145.0714 | 61284.5736 | -1000345.7802 | 1061630.3538 |
Total P&L (%) | 392.8463 | 264.7012 | 128.1451 | 61.2846 | -1000.3458 | 1061.6304 |
Avg Daily Profit (%) | 0.2176 | 0.1466 | 0.071 | 0.0265 | 0 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146946 | -188446 | -69074 | -1737348 | -2076812 | -383864 |
Profit Factor | 1.6072 | 1.67 | 1.5087 | 1.0155 | 0.651 | 1.9706 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 51 | 16 | 35 | 51 | 16 | 35 |
Losing Trades | 64 | 42 | 22 | 64 | 42 | 22 |
Profitability (%) | 44.3478 | 27.5862 | 61.4035 | 44.3478 | 27.5862 | 61.4035 |
Ratio Avg Win / Avg Loss | 2.0168 | 4.3837 | 0.9483 | 1.2743 | 1.7087 | 1.2387 |
Largest Winning Trade | 270424 | 270424 | 63003 | 713626 | 713626 | 389865 |
Largest Losing Trade | -54012 | -39360 | -54012 | -587746 | -587746 | -306901 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 79 | 106 | 66 | 79 | 106 | 66 |
Avg Bars in Losers | 43 | 49 | 31 | 43 | 49 | 31 |
Bars Traded | 6832 | 3803 | 3029 | 6832 | 3803 | 3029 |
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 | 321158 | -192887 | -277044 | -363473 | -776749 | -187079 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607688000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759033181747, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 392846.2982673175, 264701.226911779, 128145.0713555386, 61284.5735823699, -1000345.780188596, 1061630.3537709662 ], [ 392.846298, 264.701227, 128.145071, 61.284574, -1000.34578, 1061.630354 ], [ 0.217613, 0.146629, 0.070985, 0.026482, 0, 0.135941 ], [ 10, 10, 10, 10, 10, 10 ], [ -146946, -188446, -69074, -1737348, -2076812, -383864 ], [ 1.607154, 1.669964, 1.508652, 1.015477, 0.65095, 1.970636 ], [ 115, 58, 57, 115, 58, 57 ], [ 51, 16, 35, 51, 16, 35 ], [ 64, 42, 22, 64, 42, 22 ], [ 44.347826, 27.586207, 61.403509, 44.347826, 27.586207, 61.403509 ], [ 2.016821, 4.383654, 0.948295, 1.274324, 1.708744, 1.238685 ], [ 270424, 270424, 63003, 713626, 713626, 389865 ], [ -54012, -39360, -54012, -587746, -587746, -306901 ], [ 59, 65, 53, 59, 65, 53 ], [ 79, 106, 66, 79, 106, 66 ], [ 43, 49, 31, 43, 49, 31 ], [ 6832, 3803, 3029, 6832, 3803, 3029 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321158, -192887, -277044, -363473, -776749, -187079 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607688000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759033181747, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|