Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464936.3464 | 328028.6977 | 136907.6487 | 360608.9405 | 258207.0309 | 102401.9096 |
Total P&L (%) | 464.9363 | 328.0287 | 136.9076 | 360.6089 | 258.207 | 102.4019 |
Avg Daily Profit (%) | 0.2411 | 0.1701 | 0.071 | 0.0792 | 0.0662 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113501 | -112262 | -152852 | -431098 | -366397 | -259580 |
Profit Factor | 1.28 | 1.3825 | 1.1706 | 1.0993 | 1.1364 | 1.0589 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 199 | 88 | 111 | 199 | 88 | 111 |
Losing Trades | 307 | 165 | 142 | 307 | 165 | 142 |
Profitability (%) | 39.3281 | 34.7826 | 43.8735 | 39.3281 | 34.7826 | 43.8735 |
Ratio Avg Win / Avg Loss | 1.9747 | 2.5922 | 1.4975 | 1.6959 | 2.1308 | 1.3547 |
Largest Winning Trade | 106836 | 106836 | 44446 | 177815 | 177815 | 110976 |
Largest Losing Trade | -31560 | -17369 | -31560 | -71608 | -58967 | -71608 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 11457 | 5900 | 5557 | 11457 | 5900 | 5557 |
Profit Streak | 15.9086 | 15.9086 | 17.0753 | 15.9086 | 15.9086 | 17.0753 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319939 | 171775 | -131819 | -197471 | -178202 | -300521 |
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11570, "evaluation_days": 1928.33, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1594065600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657706183, "expiration_time": 1764649440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 17, "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": [ [ 464936.3464346069, 328028.6977164131, 136907.6487181935, 360608.9404899928, 258207.030908533, 102401.90958146 ], [ 464.936346, 328.028698, 136.907649, 360.60894, 258.207031, 102.40191 ], [ 0.241108, 0.17011, 0.070998, 0.079239, 0.06619, 0.036571 ], [ 10, 10, 10, 10, 10, 10 ], [ -113501, -112262, -152852, -431098, -366397, -259580 ], [ 1.28004, 1.382516, 1.17056, 1.099325, 1.136418, 1.058925 ], [ 506, 253, 253, 506, 253, 253 ], [ 199, 88, 111, 199, 88, 111 ], [ 307, 165, 142, 307, 165, 142 ], [ 39.328063, 34.782609, 43.873518, 39.328063, 34.782609, 43.873518 ], [ 1.974735, 2.592218, 1.497473, 1.695943, 2.130784, 1.35466 ], [ 106836, 106836, 44446, 177815, 177815, 110976 ], [ -31560, -17369, -31560, -71608, -58967, -71608 ], [ 22, 23, 21, 22, 23, 21 ], [ 34, 35, 34, 34, 35, 34 ], [ 14, 16, 12, 14, 16, 12 ], [ 11457, 5900, 5557, 11457, 5900, 5557 ], [ 15.908636, 15.908636, 17.075303, 15.908636, 15.908636, 17.075303 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319939, 171775, -131819, -197471, -178202, -300521 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11570, "evaluation_days": 1928.33, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1594065600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657706183, "expiration_time": 1764649440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 17, "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) |
---|