Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509735.7047 | 438912.7275 | 70822.9772 | 75957.1308 | -2025.6177 | 77982.7485 |
Total P&L (%) | 509.7357 | 438.9127 | 70.823 | 75.9571 | -2.0256 | 77.9827 |
Avg Daily Profit (%) | 0.222 | 0.1911 | 0.0308 | 0.0246 | -0.0009 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125668 | -176199 | -60894 | -332773 | -436731 | -110804 |
Profit Factor | 1.5867 | 1.8118 | 1.2159 | 1.0522 | 0.9978 | 1.1501 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 42.2535 | 30.9859 | 53.5211 | 42.2535 | 30.9859 | 53.5211 |
Ratio Avg Win / Avg Loss | 2.1685 | 4.0354 | 1.0559 | 1.438 | 2.2225 | 0.9988 |
Largest Winning Trade | 293112 | 293112 | 48283 | 203801 | 203801 | 75299 |
Largest Losing Trade | -30618 | -30618 | -27510 | -79192 | -79192 | -74432 |
Avg Bars in Trades | 95 | 121 | 69 | 95 | 121 | 69 |
Avg Bars in Winners | 126 | 193 | 88 | 126 | 193 | 88 |
Avg Bars in Losers | 71 | 88 | 46 | 71 | 88 | 46 |
Bars Traded | 13516 | 8617 | 4899 | 13516 | 8617 | 4899 |
Profit Streak | 0 | 0 | 58.4809 | 0 | 0 | 58.4809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307298 | -83370 | -237779 | -325733 | -672352 | -302089 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13779, "evaluation_days": 2296.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563652800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759606346197, "expiration_time": 1765546128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 163, "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": [ [ 509735.7047038253, 438912.7275172992, 70822.977186526, 75957.1308025161, -2025.6177129505, 77982.7485154664 ], [ 509.735705, 438.912728, 70.822977, 75.957131, -2.025618, 77.982749 ], [ 0.221962, 0.191122, 0.03084, 0.024609, -0.000891, 0.025107 ], [ 10, 10, 10, 10, 10, 10 ], [ -125668, -176199, -60894, -332773, -436731, -110804 ], [ 1.586739, 1.811811, 1.215856, 1.052204, 0.997835, 1.150089 ], [ 142, 71, 71, 142, 71, 71 ], [ 60, 22, 38, 60, 22, 38 ], [ 82, 49, 33, 82, 49, 33 ], [ 42.253521, 30.985915, 53.521127, 42.253521, 30.985915, 53.521127 ], [ 2.168543, 4.035397, 1.055875, 1.438012, 2.22245, 0.998762 ], [ 293112, 293112, 48283, 203801, 203801, 75299 ], [ -30618, -30618, -27510, -79192, -79192, -74432 ], [ 95, 121, 69, 95, 121, 69 ], [ 126, 193, 88, 126, 193, 88 ], [ 71, 88, 46, 71, 88, 46 ], [ 13516, 8617, 4899, 13516, 8617, 4899 ], [ 0, 0, 58.480859, 0, 0, 58.480859 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307298, -83370, -237779, -325733, -672352, -302089 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13779, "evaluation_days": 2296.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563652800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759606346197, "expiration_time": 1765546128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 163, "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) |
---|