Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873374.0807 | 810836.8461 | 62537.2346 | 17055724.962 | 15632354.46 | 1423370.502 |
Total P&L (%) | 873.3741 | 810.8368 | 62.5372 | 17055.725 | 15632.3545 | 1423.3705 |
Avg Daily Profit (%) | 0.3492 | 0.3242 | 0.025 | 0.2059 | 0.2025 | 0.109 |
Buy And Hold Return (%) | 2904.5438 | 2904.5438 | 2904.5438 | 2904.5438 | 2904.5438 | 2904.5438 |
Max Trade Drawdown | -54477 | -34744 | -88244 | -4903804 | -378835 | -4903804 |
Profit Factor | 3.6086 | 9.2884 | 1.2639 | 3.117 | 16.9893 | 1.2011 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 32 | 17 | 49 | 32 | 17 |
Losing Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Profitability (%) | 53.2609 | 69.5652 | 36.9565 | 53.2609 | 69.5652 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.1667 | 4.0637 | 2.156 | 2.7354 | 7.4328 | 2.0489 |
Largest Winning Trade | 387515 | 387515 | 52934 | 5023402 | 5023402 | 4422410 |
Largest Losing Trade | -40116 | -21228 | -40116 | -4903804 | -372344 | -4903804 |
Avg Bars in Trades | 105 | 118 | 92 | 105 | 118 | 92 |
Avg Bars in Winners | 159 | 147 | 180 | 159 | 147 | 180 |
Avg Bars in Losers | 44 | 50 | 41 | 44 | 50 | 41 |
Bars Traded | 9698 | 5445 | 4253 | 9698 | 5445 | 4253 |
Profit Streak | 80.3158 | 782.5658 | 0 | 80.3158 | 782.5658 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148463 | -144117 | -329266 | 522665 | 703481 | -217286 |
{ "trading_pair": "ETH_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10003, "evaluation_days": 2500.75, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546192800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109683835, "expiration_time": 1765585944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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": [ [ 873374.0807491734, 810836.846149211, 62537.2345999623, 17055724.961976476, 15632354.459997514, 1423370.5019789618 ], [ 873.374081, 810.836846, 62.537235, 17055.724962, 15632.35446, 1423.370502 ], [ 0.349245, 0.324237, 0.025007, 0.205947, 0.202476, 0.108967 ], [ 2904.543805, 2904.543805, 2904.543805, 2904.543805, 2904.543805, 2904.543805 ], [ -54477, -34744, -88244, -4903804, -378835, -4903804 ], [ 3.608558, 9.288434, 1.263888, 3.117042, 16.989265, 1.201077 ], [ 92, 46, 46, 92, 46, 46 ], [ 49, 32, 17, 49, 32, 17 ], [ 43, 14, 29, 43, 14, 29 ], [ 53.26087, 69.565217, 36.956522, 53.26087, 69.565217, 36.956522 ], [ 3.166694, 4.06369, 2.156045, 2.735363, 7.432803, 2.048897 ], [ 387515, 387515, 52934, 5023402, 5023402, 4422410 ], [ -40116, -21228, -40116, -4903804, -372344, -4903804 ], [ 105, 118, 92, 105, 118, 92 ], [ 159, 147, 180, 159, 147, 180 ], [ 44, 50, 41, 44, 50, 41 ], [ 9698, 5445, 4253, 9698, 5445, 4253 ], [ 80.315785, 782.565785, 0, 80.315785, 782.565785, 0 ], [ 1, 9, 0, 1, 9, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148463, -144117, -329266, 522665, 703481, -217286 ] ] }
{ "trading_pair": "ETH_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10003, "evaluation_days": 2500.75, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546192800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109683835, "expiration_time": 1765585944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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) |
---|