Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739914.3867 | 495523.9363 | 244390.4504 | 2102506.7783 | -1689483.2255 | 3791990.0039 |
Total P&L (%) | 739.9144 | 495.5239 | 244.3905 | 2102.5068 | -1689.4832 | 3791.99 |
Avg Daily Profit (%) | 0.4098 | 0.2745 | 0.1354 | 0.1714 | 0 | 0.203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86218 | -77707 | -40723 | -4174514 | -3954210 | -1680672 |
Profit Factor | 3.1823 | 3.297 | 2.9818 | 1.1717 | 0.7848 | 1.8627 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 39.6552 | 31.0345 | 48.2759 | 39.6552 | 31.0345 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.8427 | 7.3266 | 3.1948 | 1.783 | 1.744 | 1.9957 |
Largest Winning Trade | 496919 | 496919 | 66824 | 1551284 | 1551284 | 1344022 |
Largest Losing Trade | -20439 | -20439 | -17639 | -976316 | -976316 | -932829 |
Avg Bars in Trades | 60 | 43 | 78 | 60 | 43 | 78 |
Avg Bars in Winners | 111 | 84 | 129 | 111 | 84 | 129 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 3531 | 1259 | 2272 | 3531 | 1259 | 2272 |
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 | -167887 | 256680 | -7358 | -206570 | -585430 | 391428 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758821806966, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 16, "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": [ [ 739914.3867137865, 495523.9363497664, 244390.4503640203, 2102506.77833773, -1689483.2255148394, 3791990.003852568 ], [ 739.914387, 495.523936, 244.39045, 2102.506778, -1689.483226, 3791.990004 ], [ 0.409811, 0.274452, 0.135359, 0.171411, 0, 0.203003 ], [ 10, 10, 10, 10, 10, 10 ], [ -86218, -77707, -40723, -4174514, -3954210, -1680672 ], [ 3.182341, 3.296969, 2.981812, 1.171684, 0.784799, 1.862662 ], [ 58, 29, 29, 58, 29, 29 ], [ 23, 9, 14, 23, 9, 14 ], [ 35, 20, 15, 35, 20, 15 ], [ 39.655172, 31.034483, 48.275862, 39.655172, 31.034483, 48.275862 ], [ 4.842693, 7.326598, 3.194798, 1.782997, 1.743997, 1.995709 ], [ 496919, 496919, 66824, 1551284, 1551284, 1344022 ], [ -20439, -20439, -17639, -976316, -976316, -932829 ], [ 60, 43, 78, 60, 43, 78 ], [ 111, 84, 129, 111, 84, 129 ], [ 27, 25, 30, 27, 25, 30 ], [ 3531, 1259, 2272, 3531, 1259, 2272 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167887, 256680, -7358, -206570, -585430, 391428 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758821806966, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 16, "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) |
---|