Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499423.0587 | 294380.0896 | 205042.9691 | 444621.7792 | 73867.3211 | 370754.458 |
Total P&L (%) | 499.4231 | 294.3801 | 205.043 | 444.6218 | 73.8673 | 370.7545 |
Avg Daily Profit (%) | 0.2748 | 0.162 | 0.1128 | 0.0933 | 0.0304 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94906 | -110341 | -76405 | -813247 | -762166 | -742042 |
Profit Factor | 1.6635 | 1.8128 | 1.525 | 1.1273 | 1.0437 | 1.2058 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 51.3333 | 44 | 58.6667 | 51.3333 | 44 | 58.6667 |
Ratio Avg Win / Avg Loss | 1.5771 | 2.3072 | 1.0745 | 1.0687 | 1.3283 | 0.8495 |
Largest Winning Trade | 113180 | 113180 | 71479 | 402572 | 241484 | 402572 |
Largest Losing Trade | -69959 | -30264 | -69959 | -472574 | -204419 | -472574 |
Avg Bars in Trades | 143 | 110 | 177 | 143 | 110 | 177 |
Avg Bars in Winners | 176 | 122 | 217 | 176 | 122 | 217 |
Avg Bars in Losers | 109 | 100 | 120 | 109 | 100 | 120 |
Bars Traded | 21563 | 8280 | 13283 | 21563 | 8280 | 13283 |
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 | 445329 | -48556 | -96469 | -147927 | -383982 | -136815 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21808, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604282400000, "last_datapoint_time": 1759831200000, "evaluation_time": 1759834370751, "expiration_time": 1765483833600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
{ "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": [ [ 499423.0587077478, 294380.0896039363, 205042.969103811, 444621.7791556354, 73867.3211188777, 370754.4580367579 ], [ 499.423059, 294.38009, 205.042969, 444.621779, 73.867321, 370.754458 ], [ 0.274811, 0.161985, 0.112826, 0.093308, 0.030441, 0.08528 ], [ 10, 10, 10, 10, 10, 10 ], [ -94906, -110341, -76405, -813247, -762166, -742042 ], [ 1.663499, 1.81281, 1.52503, 1.127306, 1.043686, 1.205782 ], [ 150, 75, 75, 150, 75, 75 ], [ 77, 33, 44, 77, 33, 44 ], [ 73, 42, 31, 73, 42, 31 ], [ 51.333333, 44, 58.666667, 51.333333, 44, 58.666667 ], [ 1.577083, 2.307213, 1.074453, 1.068744, 1.328328, 0.849528 ], [ 113180, 113180, 71479, 402572, 241484, 402572 ], [ -69959, -30264, -69959, -472574, -204419, -472574 ], [ 143, 110, 177, 143, 110, 177 ], [ 176, 122, 217, 176, 122, 217 ], [ 109, 100, 120, 109, 100, 120 ], [ 21563, 8280, 13283, 21563, 8280, 13283 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445329, -48556, -96469, -147927, -383982, -136815 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21808, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604282400000, "last_datapoint_time": 1759831200000, "evaluation_time": 1759834370751, "expiration_time": 1765483833600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
# | 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) |
---|