Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299119.0133 | 212030.8573 | 87088.156 | -4221.5383 | 19071.081 | -23292.6192 |
Total P&L (%) | 299.119 | 212.0309 | 87.0882 | -4.2215 | 19.0711 | -23.2926 |
Avg Daily Profit (%) | 0.1573 | 0.1115 | 0.0458 | -0.0023 | 0.0092 | -0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149364 | -131730 | -168238 | -98690 | -39935 | -113675 |
Profit Factor | 1.408 | 1.4785 | 1.3003 | 0.9867 | 1.1121 | 0.8417 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 47.2 | 41.9355 | 52.381 | 47.2 | 41.9355 | 52.381 |
Ratio Avg Win / Avg Loss | 1.575 | 2.0472 | 1.1821 | 1.1038 | 1.5399 | 0.7652 |
Largest Winning Trade | 149103 | 149103 | 35717 | 31531 | 31531 | 15942 |
Largest Losing Trade | -62933 | -62933 | -58298 | -33487 | -28271 | -33487 |
Avg Bars in Trades | 82 | 96 | 67 | 82 | 96 | 67 |
Avg Bars in Winners | 103 | 97 | 108 | 103 | 97 | 108 |
Avg Bars in Losers | 62 | 96 | 22 | 62 | 96 | 22 |
Bars Traded | 10271 | 6008 | 4263 | 10271 | 6008 | 4263 |
Profit Streak | 71.3019 | 0 | 196.6352 | 71.3019 | 0 | 196.6352 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320820 | -199452 | -277055 | -579310 | -441722 | -726173 |
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11410, "evaluation_days": 1901.67, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598731200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759547682488, "expiration_time": 1764465120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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": [ [ 299119.0132677899, 212030.8572718145, 87088.1559959755, -4221.5382816309, 19071.0809517074, -23292.6192333382 ], [ 299.119013, 212.030857, 87.088156, -4.221538, 19.071081, -23.292619 ], [ 0.157293, 0.111497, 0.045796, -0.002268, 0.009179, -0.013943 ], [ 10, 10, 10, 10, 10, 10 ], [ -149364, -131730, -168238, -98690, -39935, -113675 ], [ 1.407996, 1.47851, 1.300267, 0.986693, 1.112149, 0.841741 ], [ 125, 62, 63, 125, 62, 63 ], [ 59, 26, 33, 59, 26, 33 ], [ 66, 36, 30, 66, 36, 30 ], [ 47.2, 41.935484, 52.380952, 47.2, 41.935484, 52.380952 ], [ 1.575046, 2.047168, 1.182061, 1.103758, 1.539898, 0.76522 ], [ 149103, 149103, 35717, 31531, 31531, 15942 ], [ -62933, -62933, -58298, -33487, -28271, -33487 ], [ 82, 96, 67, 82, 96, 67 ], [ 103, 97, 108, 103, 97, 108 ], [ 62, 96, 22, 62, 96, 22 ], [ 10271, 6008, 4263, 10271, 6008, 4263 ], [ 71.301881, 0, 196.635214, 71.301881, 0, 196.635214 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320820, -199452, -277055, -579310, -441722, -726173 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11410, "evaluation_days": 1901.67, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598731200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759547682488, "expiration_time": 1764465120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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) |
---|