Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378050.8739 | 1232555.892 | 145494.9819 | 48060226.6514 | 86558617.5177 | -38498390.8663 |
Total P&L (%) | 1378.0509 | 1232.5559 | 145.495 | 48060.2267 | 86558.6175 | -38498.3909 |
Avg Daily Profit (%) | 0.5506 | 0.4925 | 0.0581 | 0.2471 | 0.2707 | 0 |
Buy And Hold Return (%) | 2494.1628 | 2494.1628 | 2494.1628 | 2494.1628 | 2494.1628 | 2494.1628 |
Max Trade Drawdown | -104138 | -137158 | -91945 | -118737120 | -62147210 | -80214246 |
Profit Factor | 2.6993 | 4.2411 | 1.3378 | 1.1465 | 1.5481 | 0.7736 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 46.114 | 47.4227 | 44.7917 | 46.114 | 47.4227 | 44.7917 |
Ratio Avg Win / Avg Loss | 3.1542 | 4.7021 | 1.649 | 1.3398 | 1.7164 | 0.9535 |
Largest Winning Trade | 624897 | 624897 | 46542 | 76703888 | 76703888 | 24909755 |
Largest Losing Trade | -27180 | -20668 | -27180 | -26395572 | -26395572 | -24885667 |
Avg Bars in Trades | 76 | 69 | 84 | 76 | 69 | 84 |
Avg Bars in Winners | 123 | 106 | 140 | 123 | 106 | 140 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 14801 | 6722 | 8079 | 14801 | 6722 | 8079 |
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 | -150094 | -149299 | -281966 | -51398 | 361987 | -583101 |
{ "trading_pair": "ADA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543060800000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759362225278, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "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": [ [ 1378050.8739294948, 1232555.892041535, 145494.9818879599, 48060226.651443355, 86558617.51774977, -38498390.86630639 ], [ 1378.050874, 1232.555892, 145.494982, 48060.226651, 86558.617518, -38498.390866 ], [ 0.550632, 0.492496, 0.058136, 0.247126, 0.270659, 0 ], [ 2494.162826, 2494.162826, 2494.162826, 2494.162826, 2494.162826, 2494.162826 ], [ -104138, -137158, -91945, -118737120, -62147210, -80214246 ], [ 2.699298, 4.241103, 1.337839, 1.146535, 1.548115, 0.773614 ], [ 193, 97, 96, 193, 97, 96 ], [ 89, 46, 43, 89, 46, 43 ], [ 104, 51, 53, 104, 51, 53 ], [ 46.11399, 47.42268, 44.791667, 46.11399, 47.42268, 44.791667 ], [ 3.154236, 4.702093, 1.648964, 1.339772, 1.716388, 0.953525 ], [ 624897, 624897, 46542, 76703888, 76703888, 24909755 ], [ -27180, -20668, -27180, -26395572, -26395572, -24885667 ], [ 76, 69, 84, 76, 69, 84 ], [ 123, 106, 140, 123, 106, 140 ], [ 37, 35, 38, 37, 35, 38 ], [ 14801, 6722, 8079, 14801, 6722, 8079 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150094, -149299, -281966, -51398, 361987, -583101 ] ] }
{ "trading_pair": "ADA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543060800000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759362225278, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "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) |
---|