Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456763.9424 | 236521.8421 | 220242.1003 | 739300.1695 | 130756.3976 | 608543.7719 |
Total P&L (%) | 456.7639 | 236.5218 | 220.2421 | 739.3002 | 130.7564 | 608.5438 |
Avg Daily Profit (%) | 0.2512 | 0.1301 | 0.1211 | 0.1171 | 0.046 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87316 | -114104 | -81114 | -660807 | -559806 | -345202 |
Profit Factor | 1.3096 | 1.3348 | 1.2865 | 1.1205 | 1.0445 | 1.1905 |
Total Trades | 582 | 291 | 291 | 582 | 291 | 291 |
Winning Trades | 228 | 110 | 118 | 228 | 110 | 118 |
Losing Trades | 354 | 181 | 173 | 354 | 181 | 173 |
Profitability (%) | 39.1753 | 37.8007 | 40.5498 | 39.1753 | 37.8007 | 40.5498 |
Ratio Avg Win / Avg Loss | 2.0333 | 2.1964 | 1.8861 | 1.7397 | 1.7186 | 1.7453 |
Largest Winning Trade | 93271 | 93271 | 40867 | 214272 | 214272 | 204731 |
Largest Losing Trade | -33496 | -15358 | -33496 | -117442 | -96212 | -117442 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 7230 | 3369 | 3861 | 7230 | 3369 | 3861 |
Profit Streak | 0 | 17.7549 | 0 | 0 | 17.7549 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303181 | -20865 | -32598 | -124051 | -304912 | -61042 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759838820760, "expiration_time": 1764529056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "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": [ [ 456763.9424343309, 236521.8421152807, 220242.1003190501, 739300.1694694321, 130756.3975844263, 608543.7718850068 ], [ 456.763942, 236.521842, 220.2421, 739.300169, 130.756398, 608.543772 ], [ 0.251245, 0.1301, 0.121145, 0.117087, 0.046006, 0.107761 ], [ 10, 10, 10, 10, 10, 10 ], [ -87316, -114104, -81114, -660807, -559806, -345202 ], [ 1.309611, 1.334816, 1.286453, 1.120481, 1.044457, 1.190466 ], [ 582, 291, 291, 582, 291, 291 ], [ 228, 110, 118, 228, 110, 118 ], [ 354, 181, 173, 354, 181, 173 ], [ 39.175258, 37.800687, 40.549828, 39.175258, 37.800687, 40.549828 ], [ 2.033344, 2.196379, 1.886071, 1.739694, 1.718606, 1.745344 ], [ 93271, 93271, 40867, 214272, 214272, 204731 ], [ -33496, -15358, -33496, -117442, -96212, -117442 ], [ 12, 11, 13, 12, 11, 13 ], [ 18, 18, 19, 18, 18, 19 ], [ 8, 7, 9, 8, 7, 9 ], [ 7230, 3369, 3861, 7230, 3369, 3861 ], [ 0, 17.75487, 0, 0, 17.75487, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303181, -20865, -32598, -124051, -304912, -61042 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759838820760, "expiration_time": 1764529056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "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) |
---|