Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344883.6059 | 189485.2948 | 155398.3111 | 76350.6234 | -59276.1711 | 135626.7945 |
Total P&L (%) | 344.8836 | 189.4853 | 155.3983 | 76.3506 | -59.2762 | 135.6268 |
Avg Daily Profit (%) | 0.191 | 0.1049 | 0.0861 | 0.0314 | -0.0497 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125261 | -124445 | -83991 | -584835 | -443110 | -290709 |
Profit Factor | 1.4929 | 1.5005 | 1.484 | 1.0355 | 0.951 | 1.1439 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 51.5625 | 43.75 | 59.375 | 51.5625 | 43.75 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4024 | 1.9292 | 1.0153 | 0.9727 | 1.2227 | 0.7826 |
Largest Winning Trade | 113180 | 113180 | 56334 | 157675 | 157675 | 100115 |
Largest Losing Trade | -68241 | -44880 | -68241 | -235250 | -130924 | -235250 |
Avg Bars in Trades | 27 | 16 | 37 | 27 | 16 | 37 |
Avg Bars in Winners | 31 | 15 | 42 | 31 | 15 | 42 |
Avg Bars in Losers | 22 | 17 | 29 | 22 | 17 | 29 |
Bars Traded | 3487 | 1079 | 2408 | 3487 | 1079 | 2408 |
Profit Streak | 10.8745 | 36.3745 | 10.8745 | 10.8745 | 36.3745 | 10.8745 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385980 | -191074 | -214160 | -332144 | -719731 | -330771 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833956666, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "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": [ [ 344883.60593101, 189485.2948065039, 155398.3111245064, 76350.6233847632, -59276.1711032519, 135626.7944880147 ], [ 344.883606, 189.485295, 155.398311, 76.350623, -59.276171, 135.626794 ], [ 0.191018, 0.104949, 0.086069, 0.031426, -0.049744, 0.047482 ], [ 10, 10, 10, 10, 10, 10 ], [ -125261, -124445, -83991, -584835, -443110, -290709 ], [ 1.492911, 1.500493, 1.483971, 1.035491, 0.95095, 1.143855 ], [ 128, 64, 64, 128, 64, 64 ], [ 66, 28, 38, 66, 28, 38 ], [ 62, 36, 26, 62, 36, 26 ], [ 51.5625, 43.75, 59.375, 51.5625, 43.75, 59.375 ], [ 1.402432, 1.929205, 1.015349, 0.972734, 1.22265, 0.782638 ], [ 113180, 113180, 56334, 157675, 157675, 100115 ], [ -68241, -44880, -68241, -235250, -130924, -235250 ], [ 27, 16, 37, 27, 16, 37 ], [ 31, 15, 42, 31, 15, 42 ], [ 22, 17, 29, 22, 17, 29 ], [ 3487, 1079, 2408, 3487, 1079, 2408 ], [ 10.874498, 36.374498, 10.874498, 10.874498, 36.374498, 10.874498 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385980, -191074, -214160, -332144, -719731, -330771 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833956666, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "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) |
---|