Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353125.5544 | 325904.6371 | 27220.9174 | 17880.9324 | -41454.0917 | 59335.0241 |
Total P&L (%) | 353.1256 | 325.9046 | 27.2209 | 17.8809 | -41.4541 | 59.335 |
Avg Daily Profit (%) | 0.1695 | 0.1565 | 0.0131 | 0.0079 | -0.0257 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159222 | -186168 | -136614 | -676027 | -860389 | -391400 |
Profit Factor | 1.2387 | 1.419 | 1.0388 | 1.004 | 0.9829 | 1.0294 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Losing Trades | 215 | 111 | 104 | 215 | 111 | 104 |
Profitability (%) | 44.4444 | 42.487 | 46.3918 | 44.4444 | 42.487 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.5483 | 1.9208 | 1.2004 | 1.255 | 1.3305 | 1.1896 |
Largest Winning Trade | 129508 | 129508 | 48243 | 268809 | 268809 | 139785 |
Largest Losing Trade | -40295 | -37225 | -40295 | -184540 | -184540 | -167272 |
Avg Bars in Trades | 63 | 76 | 50 | 63 | 76 | 50 |
Avg Bars in Winners | 74 | 84 | 64 | 74 | 84 | 64 |
Avg Bars in Losers | 55 | 70 | 38 | 55 | 70 | 38 |
Bars Traded | 24572 | 14748 | 9824 | 24572 | 14748 | 9824 |
Profit Streak | 12.0688 | 0 | 51.3188 | 12.0688 | 0 | 51.3188 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311968 | 241352 | -356120 | -406186 | -581578 | -351365 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579528800000, "first_datapoint_time": 1580839200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759563543294, "expiration_time": 1766036304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 183, "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": [ [ 353125.554441753, 325904.6370542487, 27220.9173875041, 17880.9323986712, -41454.0917321633, 59335.0241308342 ], [ 353.125554, 325.904637, 27.220917, 17.880932, -41.454092, 59.335024 ], [ 0.169534, 0.156465, 0.013069, 0.007898, -0.025699, 0.022367 ], [ 10, 10, 10, 10, 10, 10 ], [ -159222, -186168, -136614, -676027, -860389, -391400 ], [ 1.238677, 1.418965, 1.038796, 1.00403, 0.982882, 1.029442 ], [ 387, 193, 194, 387, 193, 194 ], [ 172, 82, 90, 172, 82, 90 ], [ 215, 111, 104, 215, 111, 104 ], [ 44.444444, 42.487047, 46.391753, 44.444444, 42.487047, 46.391753 ], [ 1.548346, 1.920794, 1.200387, 1.255037, 1.330487, 1.189577 ], [ 129508, 129508, 48243, 268809, 268809, 139785 ], [ -40295, -37225, -40295, -184540, -184540, -167272 ], [ 63, 76, 50, 63, 76, 50 ], [ 74, 84, 64, 74, 84, 64 ], [ 55, 70, 38, 55, 70, 38 ], [ 24572, 14748, 9824, 24572, 14748, 9824 ], [ 12.068788, 0, 51.318788, 12.068788, 0, 51.318788 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311968, 241352, -356120, -406186, -581578, -351365 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579528800000, "first_datapoint_time": 1580839200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759563543294, "expiration_time": 1766036304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 183, "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) |
---|