Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205455.6301 | -46499.2536 | 251954.8837 | 198704.0315 | -182752.547 | 381456.5785 |
Total P&L (%) | 205.4556 | -46.4993 | 251.9549 | 198.704 | -182.7525 | 381.4566 |
Avg Daily Profit (%) | 0.1344 | -0.0304 | 0.1648 | 0.0716 | 0 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54229 | -83199 | -34493 | -256034 | -211821 | -125490 |
Profit Factor | 1.6599 | 0.7673 | 3.2593 | 1.2394 | 0.621 | 2.0965 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 56.25 | 46.875 | 65.625 | 56.25 | 46.875 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2911 | 0.8696 | 1.7072 | 0.964 | 0.7038 | 1.0981 |
Largest Winning Trade | 59977 | 59977 | 57165 | 201772 | 92609 | 201772 |
Largest Losing Trade | -22741 | -22741 | -20094 | -104416 | -65351 | -104416 |
Avg Bars in Trades | 44 | 28 | 61 | 44 | 28 | 61 |
Avg Bars in Winners | 62 | 38 | 80 | 62 | 38 | 80 |
Avg Bars in Losers | 21 | 20 | 24 | 21 | 20 | 24 |
Bars Traded | 2872 | 920 | 1952 | 2872 | 920 | 1952 |
Profit Streak | 0 | 0 | 50.3504 | 0 | 0 | 50.3504 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154240 | -581747 | 595232 | -241958 | -581747 | -49779 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633262400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759091075000, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 205455.6301141352, -46499.2535965244, 251954.8837106597, 198704.0314695861, -182752.5470345143, 381456.5785041006 ], [ 205.45563, -46.499254, 251.954884, 198.704031, -182.752547, 381.456579 ], [ 0.134417, -0.030421, 0.164838, 0.071618, 0, 0.102876 ], [ 10, 10, 10, 10, 10, 10 ], [ -54229, -83199, -34493, -256034, -211821, -125490 ], [ 1.659941, 0.767276, 3.259285, 1.239366, 0.621024, 2.09646 ], [ 64, 32, 32, 64, 32, 32 ], [ 36, 15, 21, 36, 15, 21 ], [ 28, 17, 11, 28, 17, 11 ], [ 56.25, 46.875, 65.625, 56.25, 46.875, 65.625 ], [ 1.291065, 0.86958, 1.707244, 0.963952, 0.703827, 1.098146 ], [ 59977, 59977, 57165, 201772, 92609, 201772 ], [ -22741, -22741, -20094, -104416, -65351, -104416 ], [ 44, 28, 61, 44, 28, 61 ], [ 62, 38, 80, 62, 38, 80 ], [ 21, 20, 24, 21, 20, 24 ], [ 2872, 920, 1952, 2872, 920, 1952 ], [ 0, 0, 50.350405, 0, 0, 50.350405 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154240, -581747, 595232, -241958, -581747, -49779 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1528.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633262400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759091075000, "expiration_time": 1763022672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|