Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309010.9857 | 272464.4582 | 36546.5276 | 116498.3668 | 103691.7023 | 12806.6645 |
Total P&L (%) | 309.011 | 272.4645 | 36.5465 | 116.4984 | 103.6917 | 12.8067 |
Avg Daily Profit (%) | 0.2967 | 0.2616 | 0.0351 | 0.0742 | 0.0683 | 0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79304 | -72649 | -82662 | -266003 | -166856 | -150415 |
Profit Factor | 1.3307 | 1.5813 | 1.0785 | 1.0696 | 1.1177 | 1.0161 |
Total Trades | 623 | 312 | 311 | 623 | 312 | 311 |
Winning Trades | 273 | 126 | 147 | 273 | 126 | 147 |
Losing Trades | 350 | 186 | 164 | 350 | 186 | 164 |
Profitability (%) | 43.8202 | 40.3846 | 47.2669 | 43.8202 | 40.3846 | 47.2669 |
Ratio Avg Win / Avg Loss | 1.706 | 2.3342 | 1.2032 | 1.3713 | 1.65 | 1.1337 |
Largest Winning Trade | 279705 | 279705 | 27062 | 220596 | 220596 | 64134 |
Largest Losing Trade | -13346 | -10990 | -13346 | -40107 | -38972 | -40107 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 24694 | 11417 | 13277 | 24694 | 11417 | 13277 |
Profit Streak | 7.0693 | 8.1109 | 0 | 7.0693 | 8.1109 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409124 | 326582 | -282743 | -236346 | -193595 | -458605 |
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669924800000, "first_datapoint_time": 1670587200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759927184307, "expiration_time": 1766404800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 309010.98573164, 272464.4581534482, 36546.5275781909, 116498.3667770644, 103691.7023101068, 12806.664466958 ], [ 309.010986, 272.464458, 36.546528, 116.498367, 103.691702, 12.806664 ], [ 0.29665, 0.261565, 0.035085, 0.074179, 0.068321, 0.011569 ], [ 10, 10, 10, 10, 10, 10 ], [ -79304, -72649, -82662, -266003, -166856, -150415 ], [ 1.3307, 1.581257, 1.078483, 1.069588, 1.117747, 1.01614 ], [ 623, 312, 311, 623, 312, 311 ], [ 273, 126, 147, 273, 126, 147 ], [ 350, 186, 164, 350, 186, 164 ], [ 43.820225, 40.384615, 47.266881, 43.820225, 40.384615, 47.266881 ], [ 1.706026, 2.334236, 1.203205, 1.371267, 1.650008, 1.133653 ], [ 279705, 279705, 27062, 220596, 220596, 64134 ], [ -13346, -10990, -13346, -40107, -38972, -40107 ], [ 39, 36, 42, 39, 36, 42 ], [ 58, 53, 63, 58, 53, 63 ], [ 24, 25, 24, 24, 25, 24 ], [ 24694, 11417, 13277, 24694, 11417, 13277 ], [ 7.069263, 8.110929, 0, 7.069263, 8.110929, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 409124, 326582, -282743, -236346, -193595, -458605 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669924800000, "first_datapoint_time": 1670587200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759927184307, "expiration_time": 1766404800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|