Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557675.9748 | 368774.2565 | 188901.7183 | 817444.7813 | 472554.8545 | 344889.9268 |
Total P&L (%) | 557.676 | 368.7743 | 188.9017 | 817.4448 | 472.5549 | 344.8899 |
Avg Daily Profit (%) | 0.2439 | 0.1613 | 0.0826 | 0.097 | 0.0763 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110958 | -138051 | -70155 | -1354937 | -999969 | -619561 |
Profit Factor | 1.3351 | 1.4458 | 1.2257 | 1.0858 | 1.0966 | 1.0744 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 216 | 104 | 112 | 216 | 104 | 112 |
Losing Trades | 316 | 162 | 154 | 316 | 162 | 154 |
Profitability (%) | 40.6015 | 39.0977 | 42.1053 | 40.6015 | 39.0977 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.9532 | 2.2521 | 1.6853 | 1.5885 | 1.7082 | 1.4773 |
Largest Winning Trade | 116073 | 116073 | 58680 | 521817 | 521817 | 188052 |
Largest Losing Trade | -38594 | -16672 | -38594 | -291943 | -198516 | -291943 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 9111 | 4502 | 4609 | 9111 | 4502 | 4609 |
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 | 332087 | 224999 | -83879 | -188733 | -207301 | -246402 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9147, "evaluation_days": 2286.75, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822765501, "expiration_time": 1764642456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "tema", "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": [ [ 557675.9747777053, 368774.2565245708, 188901.7182531346, 817444.7813050109, 472554.8545444062, 344889.9267606056 ], [ 557.675975, 368.774257, 188.901718, 817.444781, 472.554855, 344.889927 ], [ 0.243873, 0.161266, 0.082607, 0.096972, 0.076336, 0.065295 ], [ 10, 10, 10, 10, 10, 10 ], [ -110958, -138051, -70155, -1354937, -999969, -619561 ], [ 1.33507, 1.445805, 1.22565, 1.085794, 1.096605, 1.074389 ], [ 532, 266, 266, 532, 266, 266 ], [ 216, 104, 112, 216, 104, 112 ], [ 316, 162, 154, 316, 162, 154 ], [ 40.601504, 39.097744, 42.105263, 40.601504, 39.097744, 42.105263 ], [ 1.953158, 2.252119, 1.685269, 1.588477, 1.708173, 1.477284 ], [ 116073, 116073, 58680, 521817, 521817, 188052 ], [ -38594, -16672, -38594, -291943, -198516, -291943 ], [ 17, 16, 17, 17, 16, 17 ], [ 24, 23, 25, 24, 23, 25 ], [ 11, 12, 11, 11, 12, 11 ], [ 9111, 4502, 4609, 9111, 4502, 4609 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332087, 224999, -83879, -188733, -207301, -246402 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9147, "evaluation_days": 2286.75, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822765501, "expiration_time": 1764642456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "tema", "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) |
---|