Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304081.5716 | 185274.4157 | 118807.1559 | 19916.2204 | -348914.4684 | 368830.6888 |
Total P&L (%) | 304.0816 | 185.2744 | 118.8072 | 19.9162 | -348.9145 | 368.8307 |
Avg Daily Profit (%) | 0.1684 | 0.1026 | 0.0658 | 0.0101 | 0 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140885 | -95172 | -116146 | -1279962 | -767929 | -957251 |
Profit Factor | 1.2992 | 1.3683 | 1.2315 | 1.0039 | 0.8595 | 1.1395 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 45.5253 | 43.4109 | 47.6563 | 45.5253 | 43.4109 | 47.6563 |
Ratio Avg Win / Avg Loss | 1.5546 | 1.7836 | 1.3527 | 1.2012 | 1.1204 | 1.2516 |
Largest Winning Trade | 117687 | 117687 | 71946 | 566140 | 259363 | 566140 |
Largest Losing Trade | -59574 | -25586 | -59574 | -791461 | -212023 | -791461 |
Avg Bars in Trades | 27 | 17 | 37 | 27 | 17 | 37 |
Avg Bars in Winners | 37 | 20 | 53 | 37 | 20 | 53 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 7066 | 2320 | 4746 | 7066 | 2320 | 4746 |
Profit Streak | 0 | 0 | 15.8629 | 0 | 0 | 15.8629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303258 | -56849 | -105938 | -402707 | -581607 | -146253 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759027355801, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "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": [ [ 304081.5716295336, 185274.4157250584, 118807.1559044755, 19916.220411485, -348914.4684267773, 368830.6888382619 ], [ 304.081572, 185.274416, 118.807156, 19.91622, -348.914468, 368.830689 ], [ 0.168443, 0.102631, 0.065812, 0.010061, 0, 0.085624 ], [ 10, 10, 10, 10, 10, 10 ], [ -140885, -95172, -116146, -1279962, -767929, -957251 ], [ 1.299236, 1.368271, 1.231548, 1.003885, 0.859495, 1.139511 ], [ 257, 129, 128, 257, 129, 128 ], [ 117, 56, 61, 117, 56, 61 ], [ 140, 73, 67, 140, 73, 67 ], [ 45.525292, 43.410853, 47.65625, 45.525292, 43.410853, 47.65625 ], [ 1.554642, 1.783639, 1.352684, 1.201229, 1.120413, 1.251594 ], [ 117687, 117687, 71946, 566140, 259363, 566140 ], [ -59574, -25586, -59574, -791461, -212023, -791461 ], [ 27, 17, 37, 27, 17, 37 ], [ 37, 20, 53, 37, 20, 53 ], [ 18, 15, 22, 18, 15, 22 ], [ 7066, 2320, 4746, 7066, 2320, 4746 ], [ 0, 0, 15.862914, 0, 0, 15.862914 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303258, -56849, -105938, -402707, -581607, -146253 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759027355801, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "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) |
---|