Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506437.4212 | 327750.5547 | 178686.8665 | 1103759.9938 | 294764.1121 | 808995.8817 |
Total P&L (%) | 506.4374 | 327.7506 | 178.6869 | 1103.76 | 294.7641 | 808.9959 |
Avg Daily Profit (%) | 0.2641 | 0.1709 | 0.0932 | 0.1298 | 0.0716 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82838 | -105604 | -68632 | -1690682 | -1418586 | -629725 |
Profit Factor | 2.0128 | 2.2317 | 1.7638 | 1.2642 | 1.1189 | 1.4766 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 52.5641 | 48.7179 | 56.4103 | 52.5641 | 48.7179 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.8164 | 2.3491 | 1.363 | 1.1409 | 1.1777 | 1.141 |
Largest Winning Trade | 102156 | 102156 | 61695 | 995154 | 995154 | 599322 |
Largest Losing Trade | -49722 | -49722 | -40706 | -1367178 | -1367178 | -374704 |
Avg Bars in Trades | 95 | 108 | 82 | 95 | 108 | 82 |
Avg Bars in Winners | 93 | 103 | 84 | 93 | 103 | 84 |
Avg Bars in Losers | 98 | 113 | 80 | 98 | 113 | 80 |
Bars Traded | 7449 | 4239 | 3210 | 7449 | 4239 | 3210 |
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 | -26034 | 401109 | -65472 | -57852 | -187561 | -36810 |
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7670, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758943984903, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 202, "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": [ [ 506437.4211612089, 327750.5546540197, 178686.8665071895, 1103759.9937567604, 294764.1120563006, 808995.88170046 ], [ 506.437421, 327.750555, 178.686867, 1103.759994, 294.764112, 808.995882 ], [ 0.264113, 0.170926, 0.093187, 0.129838, 0.071635, 0.115173 ], [ 10, 10, 10, 10, 10, 10 ], [ -82838, -105604, -68632, -1690682, -1418586, -629725 ], [ 2.012808, 2.23168, 1.763839, 1.264222, 1.118852, 1.476634 ], [ 78, 39, 39, 78, 39, 39 ], [ 41, 19, 22, 41, 19, 22 ], [ 37, 20, 17, 37, 20, 17 ], [ 52.564103, 48.717949, 56.410256, 52.564103, 48.717949, 56.410256 ], [ 1.816436, 2.349137, 1.362966, 1.140883, 1.177739, 1.141035 ], [ 102156, 102156, 61695, 995154, 995154, 599322 ], [ -49722, -49722, -40706, -1367178, -1367178, -374704 ], [ 95, 108, 82, 95, 108, 82 ], [ 93, 103, 84, 93, 103, 84 ], [ 98, 113, 80, 98, 113, 80 ], [ 7449, 4239, 3210, 7449, 4239, 3210 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -26034, 401109, -65472, -57852, -187561, -36810 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7670, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758943984903, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 202, "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) |
---|