Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638998.9609 | 440705.3335 | 198293.6274 | 825231.5382 | -502370.2744 | 1327601.8126 |
Total P&L (%) | 638.999 | 440.7053 | 198.2936 | 825.2315 | -502.3703 | 1327.6018 |
Avg Daily Profit (%) | 0.3517 | 0.2425 | 0.1091 | 0.1225 | 0 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85357 | -65709 | -58074 | -1826690 | -1072243 | -1597205 |
Profit Factor | 3.109 | 3.8062 | 2.3587 | 1.162 | 0.791 | 1.4934 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 3.9973 | 7.2665 | 2.0812 | 1.494 | 1.5101 | 1.3177 |
Largest Winning Trade | 489486 | 489486 | 68554 | 938220 | 522924 | 938220 |
Largest Losing Trade | -42599 | -14896 | -42599 | -1172305 | -296202 | -1172305 |
Avg Bars in Trades | 81 | 60 | 102 | 81 | 60 | 102 |
Avg Bars in Winners | 143 | 118 | 159 | 143 | 118 | 159 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 5207 | 1931 | 3276 | 5207 | 1931 | 3276 |
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 | -130933 | 316638 | -42431 | -217585 | -584108 | 161308 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606924800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759768456699, "expiration_time": 1764447264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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": [ [ 638998.9608515506, 440705.3334791641, 198293.6273723869, 825231.5381903453, -502370.2744262473, 1327601.8126165927 ], [ 638.998961, 440.705333, 198.293627, 825.231538, -502.370274, 1327.601813 ], [ 0.351678, 0.242546, 0.109132, 0.122523, 0, 0.146424 ], [ 10, 10, 10, 10, 10, 10 ], [ -85357, -65709, -58074, -1826690, -1072243, -1597205 ], [ 3.108986, 3.806241, 2.358697, 1.161978, 0.791023, 1.49339 ], [ 64, 32, 32, 64, 32, 32 ], [ 28, 11, 17, 28, 11, 17 ], [ 36, 21, 15, 36, 21, 15 ], [ 43.75, 34.375, 53.125, 43.75, 34.375, 53.125 ], [ 3.997267, 7.266459, 2.081203, 1.493971, 1.510134, 1.317697 ], [ 489486, 489486, 68554, 938220, 522924, 938220 ], [ -42599, -14896, -42599, -1172305, -296202, -1172305 ], [ 81, 60, 102, 81, 60, 102 ], [ 143, 118, 159, 143, 118, 159 ], [ 33, 30, 37, 33, 30, 37 ], [ 5207, 1931, 3276, 5207, 1931, 3276 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130933, 316638, -42431, -217585, -584108, 161308 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606924800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759768456699, "expiration_time": 1764447264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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) |
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