Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311675.9406 | 172739.0038 | 138936.9369 | 112192.0552 | 16335.0585 | 95856.9967 |
Total P&L (%) | 311.6759 | 172.739 | 138.9369 | 112.1921 | 16.3351 | 95.857 |
Avg Daily Profit (%) | 0.1724 | 0.0955 | 0.0768 | 0.0416 | 0.0084 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109334 | -134067 | -64178 | -609014 | -556377 | -432883 |
Profit Factor | 1.4997 | 1.5308 | 1.4658 | 1.0503 | 1.0146 | 1.086 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 47.7876 | 42.1053 | 53.5714 | 47.7876 | 42.1053 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6386 | 2.1049 | 1.2703 | 1.1475 | 1.3951 | 0.9412 |
Largest Winning Trade | 89462 | 89462 | 70953 | 317465 | 219952 | 317465 |
Largest Losing Trade | -48693 | -28621 | -48693 | -367763 | -199278 | -367763 |
Avg Bars in Trades | 46 | 21 | 71 | 46 | 21 | 71 |
Avg Bars in Winners | 70 | 22 | 110 | 70 | 22 | 110 |
Avg Bars in Losers | 23 | 20 | 28 | 23 | 20 | 28 |
Bars Traded | 5245 | 1217 | 4028 | 5245 | 1217 | 4028 |
Profit Streak | 0 | 0 | 48.6003 | 0 | 0 | 48.6003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332645 | -245683 | -268297 | -303123 | -578282 | -449836 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5425, "evaluation_days": 1808.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606838400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759011864336, "expiration_time": 1763676000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 125, "a": 0.84642 } }, "second_band": { "type": "bbl", "factors": { "length": 207, "offset": 0, "std": 4.68737 } } }
{ "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": [ [ 311675.940649816, 172739.0037505978, 138936.9368992181, 112192.0551873865, 16335.0584527123, 95856.9967346743 ], [ 311.675941, 172.739004, 138.936937, 112.192055, 16.335058, 95.856997 ], [ 0.172356, 0.095524, 0.076832, 0.041612, 0.008367, 0.03718 ], [ 10, 10, 10, 10, 10, 10 ], [ -109334, -134067, -64178, -609014, -556377, -432883 ], [ 1.499721, 1.530847, 1.465768, 1.050261, 1.014614, 1.086019 ], [ 113, 57, 56, 113, 57, 56 ], [ 54, 24, 30, 54, 24, 30 ], [ 59, 33, 26, 59, 33, 26 ], [ 47.787611, 42.105263, 53.571429, 47.787611, 42.105263, 53.571429 ], [ 1.638585, 2.104914, 1.270332, 1.147508, 1.395094, 0.941216 ], [ 89462, 89462, 70953, 317465, 219952, 317465 ], [ -48693, -28621, -48693, -367763, -199278, -367763 ], [ 46, 21, 71, 46, 21, 71 ], [ 70, 22, 110, 70, 22, 110 ], [ 23, 20, 28, 23, 20, 28 ], [ 5245, 1217, 4028, 5245, 1217, 4028 ], [ 0, 0, 48.600282, 0, 0, 48.600282 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332645, -245683, -268297, -303123, -578282, -449836 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5425, "evaluation_days": 1808.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606838400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759011864336, "expiration_time": 1763676000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 125, "a": 0.84642 } }, "second_band": { "type": "bbl", "factors": { "length": 207, "offset": 0, "std": 4.68737 } } }
# | 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) |
---|