Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351635.4624 | 312606.7297 | 39028.7327 | -33253.8435 | 55530.8229 | -88784.6664 |
Total P&L (%) | 351.6355 | 312.6067 | 39.0287 | -33.2538 | 55.5308 | -88.7847 |
Avg Daily Profit (%) | 0.182 | 0.1618 | 0.0202 | -0.0209 | 0.0229 | -0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251484 | -219462 | -81012 | -317884 | -233903 | -146462 |
Profit Factor | 1.442 | 1.5262 | 1.1938 | 0.957 | 1.1009 | 0.6036 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 48.2517 | 49.2958 | 47.2222 | 48.2517 | 49.2958 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.5465 | 1.5698 | 1.3343 | 1.0264 | 1.1324 | 0.6746 |
Largest Winning Trade | 252405 | 252405 | 27370 | 234466 | 234466 | 34333 |
Largest Losing Trade | -60967 | -60967 | -15698 | -119363 | -119363 | -50751 |
Avg Bars in Trades | 156 | 282 | 32 | 156 | 282 | 32 |
Avg Bars in Winners | 139 | 238 | 39 | 139 | 238 | 39 |
Avg Bars in Losers | 171 | 325 | 25 | 171 | 325 | 25 |
Bars Traded | 22344 | 20032 | 2312 | 22344 | 20032 | 2312 |
Profit Streak | 0 | 66.7312 | 0 | 0 | 66.7312 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332231 | -76801 | -256038 | -579412 | -359452 | -661316 |
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23187, "evaluation_days": 1932.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594778400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760059971358, "expiration_time": 1766064470400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 46, "offset": 0, "std": 1.99046 } } }
{ "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": [ [ 351635.4623843368, 312606.7297102064, 39028.7326741304, -33253.8435257959, 55530.8228545348, -88784.6663803306 ], [ 351.635462, 312.60673, 39.028733, -33.253844, 55.530823, -88.784666 ], [ 0.181982, 0.161784, 0.020199, -0.02092, 0.022861, -0.113166 ], [ 10, 10, 10, 10, 10, 10 ], [ -251484, -219462, -81012, -317884, -233903, -146462 ], [ 1.442037, 1.526158, 1.193827, 0.957041, 1.100943, 0.60357 ], [ 143, 71, 72, 143, 71, 72 ], [ 69, 35, 34, 69, 35, 34 ], [ 74, 36, 38, 74, 36, 38 ], [ 48.251748, 49.295775, 47.222222, 48.251748, 49.295775, 47.222222 ], [ 1.546532, 1.569763, 1.334278, 1.026392, 1.132399, 0.674579 ], [ 252405, 252405, 27370, 234466, 234466, 34333 ], [ -60967, -60967, -15698, -119363, -119363, -50751 ], [ 156, 282, 32, 156, 282, 32 ], [ 139, 238, 39, 139, 238, 39 ], [ 171, 325, 25, 171, 325, 25 ], [ 22344, 20032, 2312, 22344, 20032, 2312 ], [ 0, 66.73115, 0, 0, 66.73115, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332231, -76801, -256038, -579412, -359452, -661316 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23187, "evaluation_days": 1932.25, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594778400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760059971358, "expiration_time": 1766064470400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 46, "offset": 0, "std": 1.99046 } } }
# | 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) |
---|