Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660949.8072 | 413231.0444 | 247718.7628 | 1122925.2756 | 189722.7153 | 933202.5603 |
Total P&L (%) | 660.9498 | 413.231 | 247.7188 | 1122.9253 | 189.7227 | 933.2026 |
Avg Daily Profit (%) | 0.3663 | 0.229 | 0.1373 | 0.1389 | 0.059 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98823 | -110510 | -56956 | -1539238 | -1099803 | -1224944 |
Profit Factor | 1.7708 | 1.8344 | 1.6838 | 1.1132 | 1.0353 | 1.2053 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 133 | 57 | 76 | 133 | 57 | 76 |
Losing Trades | 160 | 90 | 70 | 160 | 90 | 70 |
Profitability (%) | 45.3925 | 38.7755 | 52.0548 | 45.3925 | 38.7755 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.1302 | 2.8964 | 1.5508 | 1.3392 | 1.6347 | 1.1102 |
Largest Winning Trade | 320474 | 320474 | 54182 | 753209 | 753209 | 410067 |
Largest Losing Trade | -56956 | -27197 | -56956 | -1138704 | -314806 | -1138704 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 96 | 85 | 104 | 96 | 85 | 104 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 21440 | 9745 | 11695 | 21440 | 9745 | 11695 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452066 | 245506 | -6480 | -103527 | -299303 | -20124 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603944000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852466154, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 162 } }, "second_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.37837 } } }
{ "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": [ [ 660949.8072127812, 413231.0444321314, 247718.7627806494, 1122925.275572873, 189722.7153082949, 933202.5602645781 ], [ 660.949807, 413.231044, 247.718763, 1122.925276, 189.722715, 933.20256 ], [ 0.366279, 0.229, 0.137278, 0.138851, 0.058967, 0.129496 ], [ 10, 10, 10, 10, 10, 10 ], [ -98823, -110510, -56956, -1539238, -1099803, -1224944 ], [ 1.770761, 1.834415, 1.68375, 1.113195, 1.035297, 1.205317 ], [ 293, 147, 146, 293, 147, 146 ], [ 133, 57, 76, 133, 57, 76 ], [ 160, 90, 70, 160, 90, 70 ], [ 45.392491, 38.77551, 52.054795, 45.392491, 38.77551, 52.054795 ], [ 2.130239, 2.896445, 1.550822, 1.339183, 1.634679, 1.11016 ], [ 320474, 320474, 54182, 753209, 753209, 410067 ], [ -56956, -27197, -56956, -1138704, -314806, -1138704 ], [ 73, 66, 80, 73, 66, 80 ], [ 96, 85, 104, 96, 85, 104 ], [ 53, 53, 53, 53, 53, 53 ], [ 21440, 9745, 11695, 21440, 9745, 11695 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452066, 245506, -6480, -103527, -299303, -20124 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603944000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852466154, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 162 } }, "second_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.37837 } } }
# | 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) |
---|