Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423180.5353 | 296825.685 | 126354.8503 | 74470.8774 | -604036.4898 | 678507.3672 |
Total P&L (%) | 423.1805 | 296.8257 | 126.3549 | 74.4709 | -604.0365 | 678.5074 |
Avg Daily Profit (%) | 0.2344 | 0.1644 | 0.07 | 0.0308 | 0 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226944 | -136232 | -106939 | -2598667 | -1754465 | -1209540 |
Profit Factor | 1.4714 | 1.634 | 1.2941 | 1.0061 | 0.9005 | 1.1117 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 43.6214 | 40.1639 | 47.1074 | 43.6214 | 40.1639 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.9017 | 2.4344 | 1.4531 | 1.3004 | 1.3415 | 1.2482 |
Largest Winning Trade | 314787 | 314787 | 70215 | 862066 | 819594 | 862066 |
Largest Losing Trade | -31366 | -24703 | -31366 | -698260 | -386746 | -698260 |
Avg Bars in Trades | 43 | 29 | 57 | 43 | 29 | 57 |
Avg Bars in Winners | 70 | 43 | 92 | 70 | 43 | 92 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 10568 | 3653 | 6915 | 10568 | 3653 | 6915 |
Profit Streak | 0 | 0 | 15.8397 | 0 | 0 | 15.8397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322155 | 238809 | -100199 | -366676 | -582888 | -139172 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758845346924, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 423180.5353082684, 296825.6850197235, 126354.8502885452, 74470.877408835, -604036.489833311, 678507.3672421456 ], [ 423.180535, 296.825685, 126.35485, 74.470877, -604.03649, 678.507367 ], [ 0.234449, 0.164446, 0.070003, 0.030841, 0, 0.11376 ], [ 10, 10, 10, 10, 10, 10 ], [ -226944, -136232, -106939, -2598667, -1754465, -1209540 ], [ 1.471388, 1.634018, 1.294145, 1.006132, 0.900476, 1.111675 ], [ 243, 122, 121, 243, 122, 121 ], [ 106, 49, 57, 106, 49, 57 ], [ 137, 73, 64, 137, 73, 64 ], [ 43.621399, 40.163934, 47.107438, 43.621399, 40.163934, 47.107438 ], [ 1.901699, 2.434354, 1.453075, 1.300378, 1.341526, 1.248197 ], [ 314787, 314787, 70215, 862066, 819594, 862066 ], [ -31366, -24703, -31366, -698260, -386746, -698260 ], [ 43, 29, 57, 43, 29, 57 ], [ 70, 43, 92, 70, 43, 92 ], [ 22, 20, 25, 22, 20, 25 ], [ 10568, 3653, 6915, 10568, 3653, 6915 ], [ 0, 0, 15.839663, 0, 0, 15.839663 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322155, 238809, -100199, -366676, -582888, -139172 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758845346924, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|