Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851859.2745 | 607767.5184 | 244091.756 | 2142876.8683 | -715587.0595 | 2858463.9278 |
Total P&L (%) | 851.8593 | 607.7675 | 244.0918 | 2142.8769 | -715.5871 | 2858.4639 |
Avg Daily Profit (%) | 0.4704 | 0.3356 | 0.1348 | 0.1719 | 0 | 0.1872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100328 | -64927 | -63838 | -2671805 | -1931085 | -2009134 |
Profit Factor | 3.0118 | 3.7915 | 2.1866 | 1.1849 | 0.8784 | 1.5011 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 48.1481 | 38.2353 | 58.209 | 48.1481 | 38.2353 | 58.209 |
Ratio Avg Win / Avg Loss | 3.2435 | 6.1248 | 1.5698 | 1.2761 | 1.4189 | 1.0777 |
Largest Winning Trade | 625335 | 625335 | 71878 | 1438969 | 910702 | 1438969 |
Largest Losing Trade | -29711 | -26411 | -29711 | -895253 | -895253 | -852961 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 41 | 35 | 45 | 41 | 35 | 45 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 3540 | 1347 | 2193 | 3540 | 1347 | 2193 |
Profit Streak | 0 | 0 | 12.7272 | 0 | 0 | 12.7272 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576601 | -97650 | -123939 | -9376 | -692866 | -105762 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 61 } }, "second_band": { "type": "swma", "factors": { "length": 12, "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": [ [ 851859.2744733528, 607767.5184421667, 244091.7560311865, 2142876.8683211794, -715587.0594604516, 2858463.9277816303 ], [ 851.859274, 607.767518, 244.091756, 2142.876868, -715.587059, 2858.463928 ], [ 0.470381, 0.335598, 0.134783, 0.171895, 0, 0.187213 ], [ 10, 10, 10, 10, 10, 10 ], [ -100328, -64927, -63838, -2671805, -1931085, -2009134 ], [ 3.011789, 3.791515, 2.186558, 1.184944, 0.878352, 1.501118 ], [ 135, 68, 67, 135, 68, 67 ], [ 65, 26, 39, 65, 26, 39 ], [ 70, 42, 28, 70, 42, 28 ], [ 48.148148, 38.235294, 58.208955, 48.148148, 38.235294, 58.208955 ], [ 3.243465, 6.124755, 1.569837, 1.276094, 1.418876, 1.077726 ], [ 625335, 625335, 71878, 1438969, 910702, 1438969 ], [ -29711, -26411, -29711, -895253, -895253, -852961 ], [ 26, 19, 32, 26, 19, 32 ], [ 41, 35, 45, 41, 35, 45 ], [ 12, 10, 15, 12, 10, 15 ], [ 3540, 1347, 2193, 3540, 1347, 2193 ], [ 0, 0, 12.727212, 0, 0, 12.727212 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 576601, -97650, -123939, -9376, -692866, -105762 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210031092, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 61 } }, "second_band": { "type": "swma", "factors": { "length": 12, "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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