Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440099.1148 | 324711.9766 | 115387.1382 | 331078.5641 | 137047.8499 | 194030.7142 |
Total P&L (%) | 440.0991 | 324.712 | 115.3871 | 331.0786 | 137.0479 | 194.0307 |
Avg Daily Profit (%) | 0.1851 | 0.1366 | 0.0485 | 0.0615 | 0.0363 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112754 | -120584 | -73748 | -1285180 | -963315 | -507986 |
Profit Factor | 1.4788 | 1.6758 | 1.2631 | 1.0853 | 1.0616 | 1.1173 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 40.7407 | 40.7407 | 40.7407 | 40.7407 | 40.7407 | 40.7407 |
Ratio Avg Win / Avg Loss | 2.151 | 2.4375 | 1.8372 | 1.5787 | 1.5441 | 1.6252 |
Largest Winning Trade | 120322 | 120322 | 49114 | 429147 | 429147 | 276887 |
Largest Losing Trade | -36120 | -30209 | -36120 | -253337 | -253337 | -154918 |
Avg Bars in Trades | 86 | 91 | 81 | 86 | 91 | 81 |
Avg Bars in Winners | 119 | 121 | 118 | 119 | 121 | 118 |
Avg Bars in Losers | 63 | 70 | 55 | 63 | 70 | 55 |
Bars Traded | 13978 | 7403 | 6575 | 13978 | 7403 | 6575 |
Profit Streak | 197.7031 | 217.8697 | 197.7031 | 197.7031 | 217.8697 | 197.7031 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302040 | -22126 | -142097 | -237781 | -310671 | -237638 |
{ "trading_pair": "EOS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14266, "evaluation_days": 2377.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545235200000, "last_datapoint_time": 1748217600000, "evaluation_time": 1759467144114, "expiration_time": 1754380512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 116, "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": [ [ 440099.1147674442, 324711.9766085657, 115387.1381588787, 331078.5641460264, 137047.8499443946, 194030.7142016318 ], [ 440.099115, 324.711977, 115.387138, 331.078564, 137.04785, 194.030714 ], [ 0.185097, 0.136567, 0.04853, 0.061471, 0.036306, 0.04537 ], [ 10, 10, 10, 10, 10, 10 ], [ -112754, -120584, -73748, -1285180, -963315, -507986 ], [ 1.478839, 1.675786, 1.26308, 1.085337, 1.06157, 1.117325 ], [ 162, 81, 81, 162, 81, 81 ], [ 66, 33, 33, 66, 33, 33 ], [ 96, 48, 48, 96, 48, 48 ], [ 40.740741, 40.740741, 40.740741, 40.740741, 40.740741, 40.740741 ], [ 2.151039, 2.437507, 1.837208, 1.578671, 1.544102, 1.6252 ], [ 120322, 120322, 49114, 429147, 429147, 276887 ], [ -36120, -30209, -36120, -253337, -253337, -154918 ], [ 86, 91, 81, 86, 91, 81 ], [ 119, 121, 118, 119, 121, 118 ], [ 63, 70, 55, 63, 70, 55 ], [ 13978, 7403, 6575, 13978, 7403, 6575 ], [ 197.703057, 217.869723, 197.703057, 197.703057, 217.869724, 197.703057 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302040, -22126, -142097, -237781, -310671, -237638 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14266, "evaluation_days": 2377.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545235200000, "last_datapoint_time": 1748217600000, "evaluation_time": 1759467144114, "expiration_time": 1754380512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 116, "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) |
---|