Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834309.5483 | 716733.3017 | 117576.2466 | 50019683.7267 | 43215889.9628 | 6803793.7638 |
Total P&L (%) | 834.3095 | 716.7333 | 117.5762 | 50019.6837 | 43215.89 | 6803.7938 |
Avg Daily Profit (%) | 0.3337 | 0.2867 | 0.047 | 0.249 | 0.2431 | 0.1695 |
Buy And Hold Return (%) | 3821.6558 | 3821.6558 | 3821.6558 | 3821.6558 | 3821.6558 | 3821.6558 |
Max Trade Drawdown | -27353 | -20716 | -41871 | -6997410 | -3392420 | -4631118 |
Profit Factor | 3.7486 | 6.6154 | 1.6684 | 2.8667 | 4.2537 | 1.5035 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Losing Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Profitability (%) | 41.0072 | 47.1429 | 34.7826 | 41.0072 | 47.1429 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.3928 | 7.4172 | 3.1283 | 4.124 | 4.7693 | 2.819 |
Largest Winning Trade | 149061 | 149061 | 58976 | 22320392 | 22320392 | 8495427 |
Largest Losing Trade | -18909 | -12515 | -18909 | -2801578 | -2801578 | -2546231 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4826 | 2719 | 2107 | 4826 | 2719 | 2107 |
Profit Streak | 0 | 0 | 85.5241 | 0 | 0 | 85.5241 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152848 | -244040 | -399631 | 388802 | -79915 | -105052 |
{ "trading_pair": "ETH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548979200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890078424, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 60 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 834309.5482827062, 716733.3017236583, 117576.2465590473, 50019683.726686165, 43215889.96284119, 6803793.7638449725 ], [ 834.309548, 716.733302, 117.576247, 50019.683727, 43215.889963, 6803.793764 ], [ 0.333724, 0.286693, 0.04703, 0.248989, 0.243139, 0.16953 ], [ 3821.655753, 3821.655753, 3821.655753, 3821.655753, 3821.655753, 3821.655753 ], [ -27353, -20716, -41871, -6997410, -3392420, -4631118 ], [ 3.748642, 6.615361, 1.668437, 2.866678, 4.253741, 1.503456 ], [ 139, 70, 69, 139, 70, 69 ], [ 57, 33, 24, 57, 33, 24 ], [ 82, 37, 45, 82, 37, 45 ], [ 41.007194, 47.142857, 34.782609, 41.007194, 47.142857, 34.782609 ], [ 5.392783, 7.417223, 3.12832, 4.123993, 4.769345, 2.818979 ], [ 149061, 149061, 58976, 22320392, 22320392, 8495427 ], [ -18909, -12515, -18909, -2801578, -2801578, -2546231 ], [ 34, 38, 30, 34, 38, 30 ], [ 72, 73, 70, 72, 73, 70 ], [ 8, 8, 9, 8, 8, 9 ], [ 4826, 2719, 2107, 4826, 2719, 2107 ], [ 0, 0, 85.524056, 0, 0, 85.524056 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152848, -244040, -399631, 388802, -79915, -105052 ] ] }
{ "trading_pair": "ETH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548979200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890078424, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 60 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|