Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560178.1015 | 314512.5835 | 245665.518 | 2398790.4364 | 436129.0499 | 1962661.3865 |
Total P&L (%) | 560.1781 | 314.5126 | 245.6655 | 2398.7904 | 436.1291 | 1962.6614 |
Avg Daily Profit (%) | 0.3093 | 0.1737 | 0.1357 | 0.1779 | 0.0928 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104958 | -46125 | -98215 | -3147121 | -1671436 | -2901978 |
Profit Factor | 1.7064 | 2.0207 | 1.5067 | 1.1293 | 1.0619 | 1.1705 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Profitability (%) | 33.2103 | 34.5588 | 31.8519 | 33.2103 | 34.5588 | 31.8519 |
Ratio Avg Win / Avg Loss | 3.4318 | 3.8264 | 3.2237 | 2.2711 | 2.0108 | 2.5044 |
Largest Winning Trade | 100839 | 100839 | 74310 | 1519842 | 1179589 | 1519842 |
Largest Losing Trade | -24009 | -17286 | -24009 | -724725 | -724725 | -718157 |
Avg Bars in Trades | 12 | 5 | 20 | 12 | 5 | 20 |
Avg Bars in Winners | 29 | 9 | 51 | 29 | 9 | 51 |
Avg Bars in Losers | 4 | 2 | 6 | 4 | 2 | 6 |
Bars Traded | 3511 | 710 | 2801 | 3511 | 710 | 2801 |
Profit Streak | 46.7272 | 46.7272 | 48.2272 | 46.7272 | 46.7272 | 48.2272 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300972 | 211461 | -15893 | -73224 | -225823 | -30506 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210032630, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 1.16809 } }, "second_band": { "type": "hl2", "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": [ [ 560178.1015373622, 314512.5835243264, 245665.5180130363, 2398790.43643061, 436129.0499108197, 1962661.3865197892 ], [ 560.178102, 314.512584, 245.665518, 2398.790436, 436.12905, 1962.661387 ], [ 0.30932, 0.173668, 0.135652, 0.177872, 0.092766, 0.167262 ], [ 10, 10, 10, 10, 10, 10 ], [ -104958, -46125, -98215, -3147121, -1671436, -2901978 ], [ 1.706438, 2.020667, 1.506717, 1.129262, 1.061885, 1.170515 ], [ 271, 136, 135, 271, 136, 135 ], [ 90, 47, 43, 90, 47, 43 ], [ 181, 89, 92, 181, 89, 92 ], [ 33.210332, 34.558824, 31.851852, 33.210332, 34.558824, 31.851852 ], [ 3.431835, 3.826369, 3.223674, 2.271072, 2.010804, 2.504358 ], [ 100839, 100839, 74310, 1519842, 1179589, 1519842 ], [ -24009, -17286, -24009, -724725, -724725, -718157 ], [ 12, 5, 20, 12, 5, 20 ], [ 29, 9, 51, 29, 9, 51 ], [ 4, 2, 6, 4, 2, 6 ], [ 3511, 710, 2801, 3511, 710, 2801 ], [ 46.727229, 46.727229, 48.227229, 46.727229, 46.72723, 48.22723 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300972, 211461, -15893, -73224, -225823, -30506 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210032630, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 1.16809 } }, "second_band": { "type": "hl2", "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) |
---|