Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467916.7867 | 251164.8147 | 216751.972 | 589872.591 | -292798.9468 | 882671.5378 |
Total P&L (%) | 467.9168 | 251.1648 | 216.752 | 589.8726 | -292.7989 | 882.6715 |
Avg Daily Profit (%) | 0.2582 | 0.1386 | 0.1196 | 0.1066 | 0 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102323 | -95625 | -70827 | -1206471 | -1097089 | -880595 |
Profit Factor | 1.4481 | 1.4643 | 1.4308 | 1.0643 | 0.9389 | 1.2013 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 163 | 87 | 76 | 163 | 87 | 76 |
Profitability (%) | 38.4906 | 34.0909 | 42.8571 | 38.4906 | 34.0909 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3142 | 2.831 | 1.9077 | 1.7008 | 1.8152 | 1.6017 |
Largest Winning Trade | 85232 | 85232 | 55621 | 597634 | 597634 | 418087 |
Largest Losing Trade | -53235 | -20702 | -53235 | -354794 | -284598 | -354794 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 7175 | 3783 | 3392 | 7175 | 3783 | 3392 |
Profit Streak | 29.8482 | 37.0982 | 29.8482 | 29.8482 | 37.0982 | 29.8482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302778 | -11385 | -33501 | -200735 | -583569 | -25730 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7249, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759328481954, "expiration_time": 1764017352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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": [ [ 467916.7866996182, 251164.8147073746, 216751.971992244, 589872.591037758, -292798.9467959944, 882671.537833752 ], [ 467.916787, 251.164815, 216.751972, 589.872591, -292.798947, 882.671538 ], [ 0.258197, 0.138593, 0.119604, 0.106628, 0, 0.126172 ], [ 10, 10, 10, 10, 10, 10 ], [ -102323, -95625, -70827, -1206471, -1097089, -880595 ], [ 1.448137, 1.464307, 1.430753, 1.06428, 0.938886, 1.201266 ], [ 265, 132, 133, 265, 132, 133 ], [ 102, 45, 57, 102, 45, 57 ], [ 163, 87, 76, 163, 87, 76 ], [ 38.490566, 34.090909, 42.857143, 38.490566, 34.090909, 42.857143 ], [ 2.314179, 2.830994, 1.907671, 1.700761, 1.81518, 1.601687 ], [ 85232, 85232, 55621, 597634, 597634, 418087 ], [ -53235, -20702, -53235, -354794, -284598, -354794 ], [ 27, 28, 25, 27, 28, 25 ], [ 40, 43, 38, 40, 43, 38 ], [ 18, 20, 15, 18, 20, 15 ], [ 7175, 3783, 3392, 7175, 3783, 3392 ], [ 29.848171, 37.098171, 29.848171, 29.848171, 37.098171, 29.848171 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302778, -11385, -33501, -200735, -583569, -25730 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7249, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759328481954, "expiration_time": 1764017352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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) |
---|