Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609431.9162 | 350560.5026 | 258871.4137 | 1615329.2823 | -46705.0162 | 1662034.2985 |
Total P&L (%) | 609.4319 | 350.5605 | 258.8714 | 1615.3293 | -46.705 | 1662.0343 |
Avg Daily Profit (%) | 0.3363 | 0.1934 | 0.1428 | 0.157 | -0.0347 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63703 | -62006 | -45184 | -1421508 | -1544197 | -705581 |
Profit Factor | 1.8095 | 1.8151 | 1.8021 | 1.173 | 0.991 | 1.4014 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 73 | 26 | 47 | 73 | 26 | 47 |
Losing Trades | 110 | 66 | 44 | 110 | 66 | 44 |
Profitability (%) | 39.8907 | 28.2609 | 51.6484 | 39.8907 | 28.2609 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.7266 | 4.6075 | 1.687 | 1.7675 | 2.5156 | 1.3119 |
Largest Winning Trade | 250499 | 250499 | 55176 | 927151 | 927151 | 692877 |
Largest Losing Trade | -24968 | -16386 | -24968 | -522358 | -278789 | -522358 |
Avg Bars in Trades | 117 | 103 | 131 | 117 | 103 | 131 |
Avg Bars in Winners | 194 | 197 | 193 | 194 | 197 | 193 |
Avg Bars in Losers | 65 | 66 | 65 | 65 | 66 | 65 |
Bars Traded | 21476 | 9497 | 11979 | 21476 | 9497 | 11979 |
Profit Streak | 0 | 0 | 84.4281 | 0 | 0 | 84.4281 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347835 | -4742 | 84211 | -24428 | -593751 | 347513 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21747, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603821600000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759392984258, "expiration_time": 1765028822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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": [ [ 609431.9162176121, 350560.5025585419, 258871.4136590697, 1615329.282296585, -46705.016184623, 1662034.2984812094 ], [ 609.431916, 350.560503, 258.871414, 1615.329282, -46.705016, 1662.034298 ], [ 0.336285, 0.193439, 0.142845, 0.156955, -0.03472, 0.15844 ], [ 10, 10, 10, 10, 10, 10 ], [ -63703, -62006, -45184, -1421508, -1544197, -705581 ], [ 1.809488, 1.815062, 1.802059, 1.172992, 0.991013, 1.401379 ], [ 183, 92, 91, 183, 92, 91 ], [ 73, 26, 47, 73, 26, 47 ], [ 110, 66, 44, 110, 66, 44 ], [ 39.89071, 28.26087, 51.648352, 39.89071, 28.26087, 51.648352 ], [ 2.726625, 4.607466, 1.687034, 1.767522, 2.515648, 1.311929 ], [ 250499, 250499, 55176, 927151, 927151, 692877 ], [ -24968, -16386, -24968, -522358, -278789, -522358 ], [ 117, 103, 131, 117, 103, 131 ], [ 194, 197, 193, 194, 197, 193 ], [ 65, 66, 65, 65, 66, 65 ], [ 21476, 9497, 11979, 21476, 9497, 11979 ], [ 0, 0, 84.428058, 0, 0, 84.428059 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347835, -4742, 84211, -24428, -593751, 347513 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21747, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603821600000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759392984258, "expiration_time": 1765028822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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) |
---|