Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468933.7014 | 292132.5434 | 176801.158 | 1093591.2379 | 126415.3208 | 967175.917 |
Total P&L (%) | 468.9337 | 292.1325 | 176.8012 | 1093.5912 | 126.4153 | 967.1759 |
Avg Daily Profit (%) | 0.2443 | 0.1522 | 0.0921 | 0.1292 | 0.0426 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92919 | -57732 | -93423 | -2108577 | -1358882 | -957098 |
Profit Factor | 1.5404 | 1.6841 | 1.4011 | 1.1772 | 1.0368 | 1.3531 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Losing Trades | 167 | 81 | 86 | 167 | 81 | 86 |
Profitability (%) | 47.6489 | 49.375 | 45.912 | 47.6489 | 49.375 | 45.912 |
Ratio Avg Win / Avg Loss | 1.6924 | 1.7268 | 1.6507 | 1.2934 | 1.0631 | 1.594 |
Largest Winning Trade | 130494 | 130494 | 52432 | 678064 | 678064 | 633931 |
Largest Losing Trade | -45236 | -24293 | -45236 | -802201 | -802201 | -394580 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 17 | 13 | 22 | 17 | 13 | 22 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5494 | 2454 | 3040 | 5494 | 2454 | 3040 |
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 | 421029 | 385937 | -69227 | -44633 | -315726 | -27358 |
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5759, "evaluation_days": 1919.67, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758900844092, "expiration_time": 1763849376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 43 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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": [ [ 468933.7013930706, 292132.5433944691, 176801.1579986013, 1093591.2378913106, 126415.3208497174, 967175.9170415916 ], [ 468.933701, 292.132543, 176.801158, 1093.591238, 126.415321, 967.175917 ], [ 0.244278, 0.152179, 0.0921, 0.129249, 0.042579, 0.12341 ], [ 10, 10, 10, 10, 10, 10 ], [ -92919, -57732, -93423, -2108577, -1358882, -957098 ], [ 1.540406, 1.684142, 1.401148, 1.1772, 1.036834, 1.353055 ], [ 319, 160, 159, 319, 160, 159 ], [ 152, 79, 73, 152, 79, 73 ], [ 167, 81, 86, 167, 81, 86 ], [ 47.648903, 49.375, 45.91195, 47.648903, 49.375, 45.91195 ], [ 1.692419, 1.726779, 1.650667, 1.293371, 1.063083, 1.59401 ], [ 130494, 130494, 52432, 678064, 678064, 633931 ], [ -45236, -24293, -45236, -802201, -802201, -394580 ], [ 17, 15, 19, 17, 15, 19 ], [ 17, 13, 22, 17, 13, 22 ], [ 16, 17, 16, 16, 17, 16 ], [ 5494, 2454, 3040, 5494, 2454, 3040 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421029, 385937, -69227, -44633, -315726, -27358 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5759, "evaluation_days": 1919.67, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758900844092, "expiration_time": 1763849376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 43 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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) |
---|