Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378015.8116 | 185267.898 | 192747.9136 | 333820.6305 | 103010.5705 | 230810.0601 |
Total P&L (%) | 378.0158 | 185.2679 | 192.7479 | 333.8206 | 103.0106 | 230.8101 |
Avg Daily Profit (%) | 0.2086 | 0.1022 | 0.1064 | 0.081 | 0.0391 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99959 | -93847 | -111689 | -797083 | -706512 | -965692 |
Profit Factor | 1.2843 | 1.2824 | 1.2861 | 1.042 | 1.0271 | 1.0557 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 190 | 92 | 98 | 190 | 92 | 98 |
Losing Trades | 282 | 144 | 138 | 282 | 144 | 138 |
Profitability (%) | 40.2542 | 38.9831 | 41.5254 | 40.2542 | 38.9831 | 41.5254 |
Ratio Avg Win / Avg Loss | 1.9061 | 2.0072 | 1.8111 | 1.5465 | 1.6076 | 1.4866 |
Largest Winning Trade | 87352 | 87352 | 39998 | 367873 | 367873 | 226270 |
Largest Losing Trade | -29204 | -21439 | -29204 | -206509 | -137795 | -206509 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3573 | 1817 | 1756 | 3573 | 1817 | 1756 |
Profit Streak | 11.7698 | 0 | 12.7698 | 11.7698 | 0 | 12.7698 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301511 | -58719 | -51592 | -258429 | -333661 | -265746 |
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{ "first_band": { "type": "hma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 2, "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": [ [ 378015.8116008496, 185267.8979981754, 192747.9136026739, 333820.6305182925, 103010.5704598637, 230810.0600584297 ], [ 378.015812, 185.267898, 192.747914, 333.820631, 103.01057, 230.81006 ], [ 0.208618, 0.102245, 0.106373, 0.081019, 0.039085, 0.066047 ], [ 10, 10, 10, 10, 10, 10 ], [ -99959, -93847, -111689, -797083, -706512, -965692 ], [ 1.284282, 1.282405, 1.28611, 1.041987, 1.027068, 1.055683 ], [ 472, 236, 236, 472, 236, 236 ], [ 190, 92, 98, 190, 92, 98 ], [ 282, 144, 138, 282, 144, 138 ], [ 40.254237, 38.983051, 41.525424, 40.254237, 38.983051, 41.525424 ], [ 1.906145, 2.007242, 1.811053, 1.546528, 1.607585, 1.486574 ], [ 87352, 87352, 39998, 367873, 367873, 226270 ], [ -29204, -21439, -29204, -206509, -137795, -206509 ], [ 7, 7, 7, 7, 7, 7 ], [ 10, 10, 10, 10, 10, 10 ], [ 5, 5, 5, 5, 5, 5 ], [ 3573, 1817, 1756, 3573, 1817, 1756 ], [ 11.769777, 0, 12.769777, 11.769777, 0, 12.769777 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301511, -58719, -51592, -258429, -333661, -265746 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759300108728, "expiration_time": 1763973504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 2, "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) |
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