Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458966.9712 | 367068.2144 | 91898.7568 | 748798.0922 | 1155296.6143 | -406498.5221 |
Total P&L (%) | 458.967 | 367.0682 | 91.8988 | 748.7981 | 1155.2966 | -406.4985 |
Avg Daily Profit (%) | 0.2204 | 0.1762 | 0.0441 | 0.1027 | 0.1215 | 0 |
Buy And Hold Return (%) | 27.9361 | 27.9361 | 27.9361 | 27.9361 | 27.9361 | 27.9361 |
Max Trade Drawdown | -111250 | -52760 | -153775 | -2119724 | -976364 | -1600331 |
Profit Factor | 1.3293 | 1.5963 | 1.1181 | 1.0904 | 1.3173 | 0.9123 |
Total Trades | 645 | 322 | 323 | 645 | 322 | 323 |
Winning Trades | 309 | 148 | 161 | 309 | 148 | 161 |
Losing Trades | 336 | 174 | 162 | 336 | 174 | 162 |
Profitability (%) | 47.907 | 45.9627 | 49.8452 | 47.907 | 45.9627 | 49.8452 |
Ratio Avg Win / Avg Loss | 1.4454 | 1.8767 | 1.125 | 1.1857 | 1.5487 | 0.918 |
Largest Winning Trade | 119126 | 119126 | 51969 | 406396 | 406396 | 260110 |
Largest Losing Trade | -44739 | -21797 | -44739 | -654958 | -254522 | -654958 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 48 | 45 | 49 | 48 | 45 | 49 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 24679 | 11689 | 12990 | 24679 | 11689 | 12990 |
Profit Streak | 10.1905 | 0 | 12.0239 | 10.1905 | 0 | 12.0239 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405804 | 359346 | -225792 | -173232 | -29476 | -579081 |
{ "trading_pair": "BCH_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580968800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759206861381, "expiration_time": 1765683244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 458966.9712029436, 367068.2144087924, 91898.7567941518, 748798.092211328, 1155296.6142831673, -406498.5220718388 ], [ 458.966971, 367.068214, 91.898757, 748.798092, 1155.296614, -406.498522 ], [ 0.220357, 0.176235, 0.044122, 0.102733, 0.121541, 0 ], [ 27.936146, 27.936146, 27.936146, 27.936146, 27.936146, 27.936146 ], [ -111250, -52760, -153775, -2119724, -976364, -1600331 ], [ 1.329253, 1.596298, 1.118063, 1.090448, 1.317277, 0.912345 ], [ 645, 322, 323, 645, 322, 323 ], [ 309, 148, 161, 309, 148, 161 ], [ 336, 174, 162, 336, 174, 162 ], [ 47.906977, 45.962733, 49.845201, 47.906977, 45.962733, 49.845201 ], [ 1.445401, 1.876728, 1.125008, 1.18573, 1.54869, 0.918012 ], [ 119126, 119126, 51969, 406396, 406396, 260110 ], [ -44739, -21797, -44739, -654958, -254522, -654958 ], [ 38, 36, 40, 38, 36, 40 ], [ 48, 45, 49, 48, 45, 49 ], [ 29, 28, 30, 29, 28, 30 ], [ 24679, 11689, 12990, 24679, 11689, 12990 ], [ 10.190525, 0, 12.023858, 10.190525, 0, 12.023859 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405804, 359346, -225792, -173232, -29476, -579081 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580968800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759206861381, "expiration_time": 1765683244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|