Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554282.5053 | 474675.0155 | 79607.4899 | 1631703.6735 | 1737063.2131 | -105359.5396 |
Total P&L (%) | 554.2825 | 474.675 | 79.6075 | 1631.7037 | 1737.0632 | -105.3595 |
Avg Daily Profit (%) | 0.295 | 0.2526 | 0.0424 | 0.1519 | 0.155 | 0 |
Buy And Hold Return (%) | 211.5199 | 211.5199 | 211.5199 | 211.5199 | 211.5199 | 211.5199 |
Max Trade Drawdown | -60286 | -73530 | -87575 | -1092020 | -486410 | -999912 |
Profit Factor | 2.0306 | 2.9841 | 1.2666 | 1.3161 | 1.7735 | 0.9639 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 46.1538 | 40 | 52.1739 | 46.1538 | 40 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3691 | 4.4761 | 1.1611 | 1.5354 | 2.6603 | 0.8836 |
Largest Winning Trade | 156071 | 156071 | 51865 | 735631 | 609889 | 735631 |
Largest Losing Trade | -31609 | -25330 | -31609 | -418506 | -340788 | -418506 |
Avg Bars in Trades | 242 | 238 | 245 | 242 | 238 | 245 |
Avg Bars in Winners | 356 | 354 | 357 | 356 | 354 | 357 |
Avg Bars in Losers | 144 | 160 | 124 | 144 | 160 | 124 |
Bars Traded | 22037 | 10728 | 11309 | 22037 | 10728 | 11309 |
Profit Streak | 69.8487 | 0 | 84.3487 | 69.8487 | 0 | 84.3487 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308364 | 168685 | -301303 | 296096 | 258968 | -579864 |
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1596967200000, "last_datapoint_time": 1757901600000, "evaluation_time": 1760178124420, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 177, "offset": 0, "a": 0.52335 } }, "second_band": { "type": "ema", "factors": { "length": 203, "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": [ [ 554282.5053427432, 474675.0154747941, 79607.4898679492, 1631703.6734810085, 1737063.2130617609, -105359.5395807523 ], [ 554.282505, 474.675015, 79.60749, 1631.703673, 1737.063213, -105.35954 ], [ 0.294975, 0.25261, 0.042365, 0.151875, 0.155023, 0 ], [ 211.519898, 211.519898, 211.519898, 211.519898, 211.519898, 211.519898 ], [ -60286, -73530, -87575, -1092020, -486410, -999912 ], [ 2.03064, 2.984082, 1.266636, 1.316073, 1.773509, 0.963877 ], [ 91, 45, 46, 91, 45, 46 ], [ 42, 18, 24, 42, 18, 24 ], [ 49, 27, 22, 49, 27, 22 ], [ 46.153846, 40, 52.173913, 46.153846, 40, 52.173913 ], [ 2.36908, 4.476122, 1.161083, 1.535419, 2.660263, 0.883554 ], [ 156071, 156071, 51865, 735631, 609889, 735631 ], [ -31609, -25330, -31609, -418506, -340788, -418506 ], [ 242, 238, 245, 242, 238, 245 ], [ 356, 354, 357, 356, 354, 357 ], [ 144, 160, 124, 144, 160, 124 ], [ 22037, 10728, 11309, 22037, 10728, 11309 ], [ 69.848662, 0, 84.348662, 69.848662, 0, 84.348662 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308364, 168685, -301303, 296096, 258968, -579864 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1596967200000, "last_datapoint_time": 1757901600000, "evaluation_time": 1760178124420, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 177, "offset": 0, "a": 0.52335 } }, "second_band": { "type": "ema", "factors": { "length": 203, "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) |
---|