Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308097.2494 | 250251.1073 | 57846.1421 | 278029.3935 | 112737.1319 | 165292.2617 |
Total P&L (%) | 308.0972 | 250.2511 | 57.8461 | 278.0294 | 112.7371 | 165.2923 |
Avg Daily Profit (%) | 0.5916 | 0.4805 | 0.1111 | 0.2557 | 0.145 | 0.1875 |
Buy And Hold Return (%) | 12.6425 | 12.6425 | 12.6425 | 12.6425 | 12.6425 | 12.6425 |
Max Trade Drawdown | -46807 | -48854 | -22038 | -157305 | -179049 | -64217 |
Profit Factor | 2.2526 | 2.7981 | 1.5416 | 1.4725 | 1.3185 | 1.7051 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 38.8889 | 28.8889 | 48.8889 | 38.8889 | 28.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.5398 | 6.8876 | 1.6117 | 2.314 | 3.2456 | 1.7826 |
Largest Winning Trade | 278229 | 278229 | 19126 | 227293 | 227293 | 59099 |
Largest Losing Trade | -11935 | -11935 | -10296 | -46566 | -46566 | -23322 |
Avg Bars in Trades | 267 | 233 | 301 | 267 | 233 | 301 |
Avg Bars in Winners | 456 | 446 | 461 | 456 | 446 | 461 |
Avg Bars in Losers | 147 | 146 | 147 | 147 | 146 | 147 |
Bars Traded | 24061 | 10504 | 13557 | 24061 | 10504 | 13557 |
Profit Streak | 16.3 | 0 | 16.8417 | 16.3 | 0 | 16.8417 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402528 | 78519 | -44121 | 225798 | -11283 | 373764 |
{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714719600000, "first_datapoint_time": 1715295600000, "last_datapoint_time": 1759717800000, "evaluation_time": 1759718520984, "expiration_time": 1766197800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 102 } }, "second_band": { "type": "vwma", "factors": { "length": 74, "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": [ [ 308097.2493777922, 250251.1072575661, 57846.142120226, 278029.3935475664, 112737.1318689581, 165292.2616786084 ], [ 308.097249, 250.251107, 57.846142, 278.029394, 112.737132, 165.292262 ], [ 0.591551, 0.480485, 0.111065, 0.25565, 0.145044, 0.187504 ], [ 12.642487, 12.642487, 12.642487, 12.642487, 12.642487, 12.642487 ], [ -46807, -48854, -22038, -157305, -179049, -64217 ], [ 2.252569, 2.798099, 1.541647, 1.472545, 1.318515, 1.705111 ], [ 90, 45, 45, 90, 45, 45 ], [ 35, 13, 22, 35, 13, 22 ], [ 55, 32, 23, 55, 32, 23 ], [ 38.888889, 28.888889, 48.888889, 38.888889, 28.888889, 48.888889 ], [ 3.539752, 6.887629, 1.611721, 2.313999, 3.245575, 1.782616 ], [ 278229, 278229, 19126, 227293, 227293, 59099 ], [ -11935, -11935, -10296, -46566, -46566, -23322 ], [ 267, 233, 301, 267, 233, 301 ], [ 456, 446, 461, 456, 446, 461 ], [ 147, 146, 147, 147, 146, 147 ], [ 24061, 10504, 13557, 24061, 10504, 13557 ], [ 16.300011, 0, 16.841678, 16.300011, 0, 16.841678 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402528, 78519, -44121, 225798, -11283, 373764 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714719600000, "first_datapoint_time": 1715295600000, "last_datapoint_time": 1759717800000, "evaluation_time": 1759718520984, "expiration_time": 1766197800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 102 } }, "second_band": { "type": "vwma", "factors": { "length": 74, "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) |
---|