Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370142.1106 | 290277.3958 | 79864.7148 | -73008.4301 | 57561.6959 | -130570.126 |
Total P&L (%) | 370.1421 | 290.2774 | 79.8647 | -73.0084 | 57.5617 | -130.5701 |
Avg Daily Profit (%) | 0.1926 | 0.1511 | 0.0416 | -0.0681 | 0.0237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269027 | -110474 | -210341 | -3963891 | -1071396 | -3542847 |
Profit Factor | 1.2891 | 1.5646 | 1.1042 | 0.9913 | 1.0219 | 0.9774 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 246 | 110 | 136 | 246 | 110 | 136 |
Losing Trades | 218 | 122 | 96 | 218 | 122 | 96 |
Profitability (%) | 53.0172 | 47.4138 | 58.6207 | 53.0172 | 47.4138 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1424 | 1.7353 | 0.7795 | 0.8785 | 1.1333 | 0.6899 |
Largest Winning Trade | 129839 | 129839 | 48216 | 1242516 | 295325 | 1242516 |
Largest Losing Trade | -87926 | -44651 | -87926 | -3108659 | -377565 | -3108659 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Losers | 20 | 15 | 27 | 20 | 15 | 27 |
Bars Traded | 11273 | 4743 | 6530 | 11273 | 4743 | 6530 |
Profit Streak | 3.6332 | 0 | 6.9665 | 3.6332 | 0 | 6.9665 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363970 | 358044 | -241293 | -578243 | -358626 | -577154 |
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11529, "evaluation_days": 1921.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1596297600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759072309180, "expiration_time": 1764041328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 201 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.69967 } } }
{ "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": [ [ 370142.1105547236, 290277.3957761101, 79864.7147786136, -73008.4301001273, 57561.6958550196, -130570.1259551471 ], [ 370.142111, 290.277396, 79.864715, -73.00843, 57.561696, -130.570126 ], [ 0.192632, 0.151068, 0.041564, -0.068134, 0.023664, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -269027, -110474, -210341, -3963891, -1071396, -3542847 ], [ 1.289117, 1.564648, 1.10424, 0.991322, 1.021867, 0.977411 ], [ 464, 232, 232, 464, 232, 232 ], [ 246, 110, 136, 246, 110, 136 ], [ 218, 122, 96, 218, 122, 96 ], [ 53.017241, 47.413793, 58.62069, 53.017241, 47.413793, 58.62069 ], [ 1.142388, 1.735336, 0.779463, 0.878488, 1.133343, 0.689937 ], [ 129839, 129839, 48216, 1242516, 295325, 1242516 ], [ -87926, -44651, -87926, -3108659, -377565, -3108659 ], [ 24, 20, 28, 24, 20, 28 ], [ 27, 25, 28, 27, 25, 28 ], [ 20, 15, 27, 20, 15, 27 ], [ 11273, 4743, 6530, 11273, 4743, 6530 ], [ 3.633208, 0, 6.966541, 3.633208, 0, 6.966541 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363970, 358044, -241293, -578243, -358626, -577154 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11529, "evaluation_days": 1921.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1596297600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759072309180, "expiration_time": 1764041328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 201 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.69967 } } }
# | 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) |
---|