Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758931.6173 | 395940.919 | 362990.6983 | 15353767.4341 | 4455929.5424 | 10897837.8917 |
Total P&L (%) | 758.9316 | 395.9409 | 362.9907 | 15353.7674 | 4455.9295 | 10897.8379 |
Avg Daily Profit (%) | 0.4177 | 0.2179 | 0.1998 | 0.2778 | 0.2104 | 0.259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59657 | -83895 | -84350 | -4722834 | -3502742 | -4519319 |
Profit Factor | 1.7724 | 1.7921 | 1.7521 | 1.3375 | 1.1913 | 1.4911 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Profitability (%) | 32.574 | 32.4201 | 32.7273 | 32.574 | 32.4201 | 32.7273 |
Ratio Avg Win / Avg Loss | 3.6688 | 3.7355 | 3.6015 | 2.7686 | 2.4832 | 3.065 |
Largest Winning Trade | 97525 | 97525 | 52748 | 3245673 | 2650541 | 3245673 |
Largest Losing Trade | -18667 | -18667 | -13875 | -912639 | -899931 | -912639 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 5364 | 2775 | 2589 | 5364 | 2775 | 2589 |
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 | 325972 | 187376 | 183509 | 213206 | -6859 | 182206 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604592000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759747139559, "expiration_time": 1764447264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } } }
{ "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": [ [ 758931.6173468119, 395940.9190016616, 362990.6983451507, 15353767.43411053, 4455929.542402939, 10897837.891707592 ], [ 758.931617, 395.940919, 362.990698, 15353.767434, 4455.929542, 10897.837892 ], [ 0.417684, 0.217909, 0.199775, 0.27779, 0.210403, 0.259019 ], [ 10, 10, 10, 10, 10, 10 ], [ -59657, -83895, -84350, -4722834, -3502742, -4519319 ], [ 1.772427, 1.792052, 1.7521, 1.33753, 1.191271, 1.491068 ], [ 439, 219, 220, 439, 219, 220 ], [ 143, 71, 72, 143, 71, 72 ], [ 296, 148, 148, 296, 148, 148 ], [ 32.574032, 32.420091, 32.727273, 32.574032, 32.420091, 32.727273 ], [ 3.6688, 3.735544, 3.60154, 2.768594, 2.483212, 3.064973 ], [ 97525, 97525, 52748, 3245673, 2650541, 3245673 ], [ -18667, -18667, -13875, -912639, -899931, -912639 ], [ 12, 12, 11, 12, 12, 11 ], [ 26, 27, 25, 26, 27, 25 ], [ 5, 5, 4, 5, 5, 4 ], [ 5364, 2775, 2589, 5364, 2775, 2589 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325972, 187376, 183509, 213206, -6859, 182206 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604592000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759747139559, "expiration_time": 1764447264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } } }
# | 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) |
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