Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290097.3044 | 168448.6639 | 121648.6405 | 1067.9265 | -202463.6611 | 203531.5875 |
Total P&L (%) | 290.0973 | 168.4487 | 121.6486 | 1.0679 | -202.4637 | 203.5316 |
Avg Daily Profit (%) | 0.1602 | 0.093 | 0.0672 | 0.0006 | 0 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124591 | -123749 | -68825 | -420610 | -371274 | -238852 |
Profit Factor | 1.5223 | 1.5555 | 1.4822 | 1.0007 | 0.7563 | 1.3164 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 48.4848 | 38 | 59.1837 | 48.4848 | 38 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.6174 | 2.538 | 1.0222 | 1.0633 | 1.2339 | 0.9078 |
Largest Winning Trade | 283464 | 283464 | 53407 | 148398 | 148398 | 113182 |
Largest Losing Trade | -41263 | -36769 | -41263 | -206035 | -127989 | -206035 |
Avg Bars in Trades | 35 | 22 | 48 | 35 | 22 | 48 |
Avg Bars in Winners | 48 | 27 | 62 | 48 | 27 | 62 |
Avg Bars in Losers | 22 | 18 | 28 | 22 | 18 | 28 |
Bars Traded | 3497 | 1110 | 2387 | 3497 | 1110 | 2387 |
Profit Streak | 0 | 0 | 49.6976 | 0 | 0 | 49.6976 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342301 | -250475 | -99342 | -577856 | -763555 | -109815 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759207474055, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 95, "offset": 10 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 290097.3043826277, 168448.6639166051, 121648.6404660226, 1067.9264746163, -202463.661067585, 203531.5875422013 ], [ 290.097304, 168.448664, 121.64864, 1.067926, -202.463661, 203.531588 ], [ 0.160186, 0.093014, 0.067172, 0.000587, 0, 0.061328 ], [ 10, 10, 10, 10, 10, 10 ], [ -124591, -123749, -68825, -420610, -371274, -238852 ], [ 1.52225, 1.555529, 1.482247, 1.000725, 0.756255, 1.31635 ], [ 99, 50, 49, 99, 50, 49 ], [ 48, 19, 29, 48, 19, 29 ], [ 51, 31, 20, 51, 31, 20 ], [ 48.484848, 38, 59.183673, 48.484848, 38, 59.183673 ], [ 1.617391, 2.537968, 1.02224, 1.06327, 1.23389, 0.907828 ], [ 283464, 283464, 53407, 148398, 148398, 113182 ], [ -41263, -36769, -41263, -206035, -127989, -206035 ], [ 35, 22, 48, 35, 22, 48 ], [ 48, 27, 62, 48, 27, 62 ], [ 22, 18, 28, 22, 18, 28 ], [ 3497, 1110, 2387, 3497, 1110, 2387 ], [ 0, 0, 49.697616, 0, 0, 49.697616 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342301, -250475, -99342, -577856, -763555, -109815 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759207474055, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 95, "offset": 10 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|