Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802122.7029 | 480872.5995 | 321250.1034 | 5278764.1187 | -2553909.9294 | 7832674.0481 |
Total P&L (%) | 802.1227 | 480.8726 | 321.2501 | 5278.7641 | -2553.9099 | 7832.674 |
Avg Daily Profit (%) | 0.4427 | 0.2654 | 0.1773 | 0.2202 | 0 | 0.2417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112579 | -95062 | -44177 | -11844615 | -11250531 | -4321248 |
Profit Factor | 1.8592 | 1.8903 | 1.8165 | 1.1254 | 0.8936 | 1.4331 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 111 | 44 | 67 | 111 | 44 | 67 |
Losing Trades | 216 | 120 | 96 | 216 | 120 | 96 |
Profitability (%) | 33.945 | 26.8293 | 41.1043 | 33.945 | 26.8293 | 41.1043 |
Ratio Avg Win / Avg Loss | 3.618 | 5.1555 | 2.6028 | 2.19 | 2.4372 | 2.0534 |
Largest Winning Trade | 338922 | 338922 | 51504 | 5371167 | 5371167 | 3088068 |
Largest Losing Trade | -16911 | -16252 | -16911 | -1698234 | -1678648 | -1698234 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 30 | 37 | 26 | 30 | 37 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5403 | 2744 | 2660 | 5403 | 2744 | 2660 |
Profit Streak | 0 | 0 | 13.8376 | 0 | 0 | 13.8376 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337841 | -9402 | 309178 | -77520 | -599171 | 292228 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759320370676, "expiration_time": 1764002304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 802122.7028629926, 480872.5995071146, 321250.103355878, 5278764.118725041, -2553909.929381523, 7832674.048106553 ], [ 802.122703, 480.8726, 321.250103, 5278.764119, -2553.909929, 7832.674048 ], [ 0.442673, 0.265382, 0.17729, 0.220167, 0, 0.241659 ], [ 10, 10, 10, 10, 10, 10 ], [ -112579, -95062, -44177, -11844615, -11250531, -4321248 ], [ 1.859233, 1.890334, 1.816539, 1.125401, 0.893635, 1.433125 ], [ 327, 164, 163, 327, 164, 163 ], [ 111, 44, 67, 111, 44, 67 ], [ 216, 120, 96, 216, 120, 96 ], [ 33.944954, 26.829268, 41.104294, 33.944954, 26.829268, 41.104294 ], [ 3.617968, 5.155455, 2.602802, 2.18997, 2.437187, 2.053433 ], [ 338922, 338922, 51504, 5371167, 5371167, 3088068 ], [ -16911, -16252, -16911, -1698234, -1678648, -1698234 ], [ 16, 16, 16, 16, 16, 16 ], [ 30, 37, 26, 30, 37, 26 ], [ 9, 8, 9, 9, 8, 9 ], [ 5403, 2744, 2660, 5403, 2744, 2660 ], [ 0, 0, 13.837623, 0, 0, 13.837624 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337841, -9402, 309178, -77520, -599171, 292228 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759320370676, "expiration_time": 1764002304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|