Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778015.044 | 445056.8444 | 332958.1996 | 8582016.0704 | 1909148.9021 | 6672867.1683 |
Total P&L (%) | 778.015 | 445.0568 | 332.9582 | 8582.0161 | 1909.1489 | 6672.8672 |
Avg Daily Profit (%) | 0.4282 | 0.2449 | 0.1832 | 0.246 | 0.1653 | 0.2323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61188 | -97238 | -38466 | -5859455 | -6946839 | -3371930 |
Profit Factor | 2.307 | 2.18 | 2.5267 | 1.2736 | 1.1042 | 1.5119 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 64 | 23 | 41 | 64 | 23 | 41 |
Losing Trades | 79 | 48 | 31 | 79 | 48 | 31 |
Profitability (%) | 44.7552 | 32.3944 | 56.9444 | 44.7552 | 32.3944 | 56.9444 |
Ratio Avg Win / Avg Loss | 2.8477 | 4.5495 | 1.9104 | 1.5721 | 2.3043 | 1.1431 |
Largest Winning Trade | 264342 | 264342 | 52532 | 3493617 | 3493617 | 2574426 |
Largest Losing Trade | -33866 | -33866 | -20835 | -2271253 | -1688326 | -2271253 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 33 | 38 | 30 | 33 | 38 | 30 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 3550 | 1835 | 1715 | 3550 | 1835 | 1715 |
Profit Streak | 48.3715 | 48.3715 | 149.8715 | 48.3715 | 48.3715 | 149.8715 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518926 | -80812 | -64295 | 341936 | -190070 | -66897 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740895070, "expiration_time": 1764418464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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": [ [ 778015.0440047436, 445056.8443781947, 332958.1996265493, 8582016.07037944, 1909148.9020653297, 6672867.168314107 ], [ 778.015044, 445.056844, 332.9582, 8582.01607, 1909.148902, 6672.867168 ], [ 0.428187, 0.24494, 0.183246, 0.245973, 0.16526, 0.232273 ], [ 10, 10, 10, 10, 10, 10 ], [ -61188, -97238, -38466, -5859455, -6946839, -3371930 ], [ 2.306998, 2.179975, 2.526672, 1.273609, 1.104155, 1.511872 ], [ 143, 71, 72, 143, 71, 72 ], [ 64, 23, 41, 64, 23, 41 ], [ 79, 48, 31, 79, 48, 31 ], [ 44.755245, 32.394366, 56.944444, 44.755245, 32.394366, 56.944444 ], [ 2.8477, 4.549513, 1.910411, 1.572111, 2.304324, 1.143123 ], [ 264342, 264342, 52532, 3493617, 3493617, 2574426 ], [ -33866, -33866, -20835, -2271253, -1688326, -2271253 ], [ 24, 25, 23, 24, 25, 23 ], [ 33, 38, 30, 33, 38, 30 ], [ 17, 19, 14, 17, 19, 14 ], [ 3550, 1835, 1715, 3550, 1835, 1715 ], [ 48.371471, 48.371471, 149.871471, 48.371471, 48.371471, 149.871471 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 518926, -80812, -64295, 341936, -190070, -66897 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740895070, "expiration_time": 1764418464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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) |
---|