Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743979.1735 | 785045.8902 | -41066.7167 | 137209.5608 | 240660.8788 | -103451.318 |
Total P&L (%) | 743.9792 | 785.0459 | -41.0667 | 137.2096 | 240.6609 | -103.4513 |
Avg Daily Profit (%) | 0.2971 | 0.3135 | -0.0164 | 0.0345 | 0.049 | 0 |
Buy And Hold Return (%) | 373.0739 | 373.0739 | 373.0739 | 373.0739 | 373.0739 | 373.0739 |
Max Trade Drawdown | -117114 | -67549 | -118582 | -201084 | -127557 | -184932 |
Profit Factor | 2.2226 | 4.2471 | 0.888 | 1.1574 | 1.6409 | 0.7914 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.8718 | 46.1538 | 43.5897 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.7306 | 4.9549 | 1.1492 | 1.422 | 1.9144 | 1.0242 |
Largest Winning Trade | 648395 | 648395 | 55100 | 228185 | 228185 | 74889 |
Largest Losing Trade | -51610 | -24438 | -51610 | -72510 | -72510 | -69607 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 97 | 86 | 109 | 97 | 86 | 109 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 4668 | 2170 | 2498 | 4668 | 2170 | 2498 |
Profit Streak | 122.6068 | 184.1068 | 0 | 122.6068 | 184.1068 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34036 | 343915 | -581583 | -400133 | -290709 | -581583 |
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1551355200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847630798, "expiration_time": 1766330064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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": [ [ 743979.1734773959, 785045.8901969929, -41066.716719597, 137209.5607866322, 240660.8788345013, -103451.318047869 ], [ 743.979173, 785.04589, -41.066717, 137.209561, 240.660879, -103.451318 ], [ 0.297057, 0.313454, -0.016397, 0.034495, 0.048953, 0 ], [ 373.073913, 373.073913, 373.073913, 373.073913, 373.073913, 373.073913 ], [ -117114, -67549, -118582, -201084, -127557, -184932 ], [ 2.222576, 4.24706, 0.888029, 1.157446, 1.640921, 0.791419 ], [ 78, 39, 39, 78, 39, 39 ], [ 35, 18, 17, 35, 18, 17 ], [ 43, 21, 22, 43, 21, 22 ], [ 44.871795, 46.153846, 43.589744, 44.871795, 46.153846, 43.589744 ], [ 2.730593, 4.954903, 1.149214, 1.422006, 1.914408, 1.024189 ], [ 648395, 648395, 55100, 228185, 228185, 74889 ], [ -51610, -24438, -51610, -72510, -72510, -69607 ], [ 59, 55, 64, 59, 55, 64 ], [ 97, 86, 109, 97, 86, 109 ], [ 29, 29, 29, 29, 29, 29 ], [ 4668, 2170, 2498, 4668, 2170, 2498 ], [ 122.606838, 184.106838, 0, 122.606838, 184.106838, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34036, 343915, -581583, -400133, -290709, -581583 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1551355200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847630798, "expiration_time": 1766330064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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) |
---|