Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264164.8059 | 74027.7129 | 190137.093 | 199405.7934 | 21662.5636 | 177743.2298 |
Total P&L (%) | 264.1648 | 74.0277 | 190.1371 | 199.4058 | 21.6626 | 177.7432 |
Avg Daily Profit (%) | 0.1754 | 0.0491 | 0.1262 | 0.0728 | 0.013 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71609 | -76971 | -55435 | -182180 | -169187 | -133217 |
Profit Factor | 1.5433 | 1.2689 | 1.9013 | 1.2593 | 1.0514 | 1.5111 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 45.098 | 43.1373 | 47.0588 | 45.098 | 43.1373 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8788 | 1.6727 | 2.1389 | 1.5331 | 1.386 | 1.7 |
Largest Winning Trade | 95000 | 95000 | 73180 | 86116 | 86116 | 81899 |
Largest Losing Trade | -28532 | -28532 | -23665 | -60358 | -58255 | -60358 |
Avg Bars in Trades | 85 | 63 | 108 | 85 | 63 | 108 |
Avg Bars in Winners | 127 | 78 | 171 | 127 | 78 | 171 |
Avg Bars in Losers | 51 | 51 | 52 | 51 | 51 | 52 |
Bars Traded | 8745 | 3216 | 5529 | 8745 | 3216 | 5529 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304461 | -309006 | -202114 | -96401 | -527901 | -281079 |
{ "trading_pair": "MINA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9039, "evaluation_days": 1506.5, "actual_first_datapoint_time": 1628568000000, "first_datapoint_time": 1630526400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758889419554, "expiration_time": 1762620048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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": [ [ 264164.8058907494, 74027.7129295625, 190137.092961187, 199405.7933887937, 21662.56355709, 177743.2298317036 ], [ 264.164806, 74.027713, 190.137093, 199.405793, 21.662564, 177.74323 ], [ 0.17535, 0.049139, 0.126211, 0.07282, 0.013017, 0.067831 ], [ 10, 10, 10, 10, 10, 10 ], [ -71609, -76971, -55435, -182180, -169187, -133217 ], [ 1.543284, 1.268929, 1.90126, 1.25933, 1.051437, 1.511083 ], [ 102, 51, 51, 102, 51, 51 ], [ 46, 22, 24, 46, 22, 24 ], [ 56, 29, 27, 56, 29, 27 ], [ 45.098039, 43.137255, 47.058824, 45.098039, 43.137255, 47.058824 ], [ 1.878781, 1.672679, 2.138917, 1.533097, 1.385985, 1.699968 ], [ 95000, 95000, 73180, 86116, 86116, 81899 ], [ -28532, -28532, -23665, -60358, -58255, -60358 ], [ 85, 63, 108, 85, 63, 108 ], [ 127, 78, 171, 127, 78, 171 ], [ 51, 51, 52, 51, 51, 52 ], [ 8745, 3216, 5529, 8745, 3216, 5529 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304461, -309006, -202114, -96401, -527901, -281079 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9039, "evaluation_days": 1506.5, "actual_first_datapoint_time": 1628568000000, "first_datapoint_time": 1630526400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758889419554, "expiration_time": 1762620048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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) |
---|