Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696763.3822 | 537992.6913 | 158770.6909 | 7977769.9379 | 5823793.1773 | 2153976.7606 |
Total P&L (%) | 696.7634 | 537.9927 | 158.7707 | 7977.7699 | 5823.7932 | 2153.9768 |
Avg Daily Profit (%) | 0.3272 | 0.2527 | 0.0746 | 0.2065 | 0.1919 | 0.1464 |
Buy And Hold Return (%) | 163.7701 | 163.7701 | 163.7701 | 163.7701 | 163.7701 | 163.7701 |
Max Trade Drawdown | -124851 | -65004 | -76645 | -2630848 | -1736551 | -2226122 |
Profit Factor | 1.9256 | 2.3386 | 1.4526 | 1.4378 | 1.6158 | 1.2458 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 129 | 55 | 74 | 129 | 55 | 74 |
Losing Trades | 206 | 113 | 93 | 206 | 113 | 93 |
Profitability (%) | 38.5075 | 32.7381 | 44.3114 | 38.5075 | 32.7381 | 44.3114 |
Ratio Avg Win / Avg Loss | 3.0751 | 4.8047 | 1.8255 | 2.2961 | 3.3198 | 1.5656 |
Largest Winning Trade | 155802 | 155802 | 47047 | 2016440 | 2016440 | 1166971 |
Largest Losing Trade | -13621 | -13621 | -10980 | -766135 | -517466 | -766135 |
Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Winners | 31 | 40 | 24 | 31 | 40 | 24 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 6333 | 3410 | 2923 | 6333 | 3410 | 2923 |
Profit Streak | 0 | 0 | 16.8435 | 0 | 0 | 16.8435 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300455 | 143026 | -258081 | 276849 | 176988 | 95178 |
{ "trading_pair": "BCH_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 2129.33, "actual_first_datapoint_time": 1574928000000, "first_datapoint_time": 1576108800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888880506, "expiration_time": 1764392832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 42, "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": [ [ 696763.3822338951, 537992.69130253, 158770.6909313653, 7977769.937891827, 5823793.177290546, 2153976.760601283 ], [ 696.763382, 537.992691, 158.770691, 7977.769938, 5823.793177, 2153.976761 ], [ 0.327222, 0.252658, 0.074564, 0.206461, 0.191867, 0.14641 ], [ 163.770099, 163.770099, 163.770099, 163.770099, 163.770099, 163.770099 ], [ -124851, -65004, -76645, -2630848, -1736551, -2226122 ], [ 1.925649, 2.33856, 1.452582, 1.437819, 1.615813, 1.245761 ], [ 335, 168, 167, 335, 168, 167 ], [ 129, 55, 74, 129, 55, 74 ], [ 206, 113, 93, 206, 113, 93 ], [ 38.507463, 32.738095, 44.311377, 38.507463, 32.738095, 44.311377 ], [ 3.075067, 4.804678, 1.825542, 2.296053, 3.319761, 1.565618 ], [ 155802, 155802, 47047, 2016440, 2016440, 1166971 ], [ -13621, -13621, -10980, -766135, -517466, -766135 ], [ 18, 20, 17, 18, 20, 17 ], [ 31, 40, 24, 31, 40, 24 ], [ 10, 10, 11, 10, 10, 11 ], [ 6333, 3410, 2923, 6333, 3410, 2923 ], [ 0, 0, 16.843524, 0, 0, 16.843524 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300455, 143026, -258081, 276849, 176988, 95178 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 2129.33, "actual_first_datapoint_time": 1574928000000, "first_datapoint_time": 1576108800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888880506, "expiration_time": 1764392832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 42, "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) |
---|