Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298988.1447 | 251842.7948 | 47145.3499 | -19770.0249 | -107284.8507 | 87514.8258 |
Total P&L (%) | 298.9881 | 251.8428 | 47.1454 | -19.77 | -107.2849 | 87.5148 |
Avg Daily Profit (%) | 0.1555 | 0.131 | 0.0245 | -0.0115 | 0 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164103 | -173182 | -26251 | -1392883 | -1433644 | -113939 |
Profit Factor | 1.3589 | 1.3638 | 1.3347 | 0.9932 | 0.9584 | 1.2588 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 68.3417 | 69.697 | 67 | 68.3417 | 69.697 | 67 |
Ratio Avg Win / Avg Loss | 0.6295 | 0.593 | 0.6574 | 0.4601 | 0.4167 | 0.62 |
Largest Winning Trade | 47923 | 47923 | 8597 | 367296 | 367296 | 43720 |
Largest Losing Trade | -67142 | -67142 | -21585 | -940123 | -940123 | -68976 |
Avg Bars in Trades | 56 | 110 | 2 | 56 | 110 | 2 |
Avg Bars in Winners | 23 | 44 | 1 | 23 | 44 | 1 |
Avg Bars in Losers | 127 | 261 | 4 | 127 | 261 | 4 |
Bars Traded | 11180 | 10907 | 273 | 11180 | 10907 | 273 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339740 | -16824 | -160600 | -577358 | -578237 | -148568 |
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11537, "evaluation_days": 1922.83, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1593864000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759181987096, "expiration_time": 1764159984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83094, "nb": 0.19996, "nc": 0.01711 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 2.89211 } } }
{ "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": [ [ 298988.1447025271, 251842.7947679179, 47145.3499346093, -19770.0248852294, -107284.8506890908, 87514.8258038612 ], [ 298.988145, 251.842795, 47.14535, -19.770025, -107.284851, 87.514826 ], [ 0.155494, 0.130975, 0.024519, -0.011455, 0, 0.032701 ], [ 10, 10, 10, 10, 10, 10 ], [ -164103, -173182, -26251, -1392883, -1433644, -113939 ], [ 1.358892, 1.363818, 1.334685, 0.993229, 0.95844, 1.258773 ], [ 199, 99, 100, 199, 99, 100 ], [ 136, 69, 67, 136, 69, 67 ], [ 63, 30, 33, 63, 30, 33 ], [ 68.341709, 69.69697, 67, 68.341709, 69.69697, 67 ], [ 0.629487, 0.592964, 0.657382, 0.460099, 0.416713, 0.619993 ], [ 47923, 47923, 8597, 367296, 367296, 43720 ], [ -67142, -67142, -21585, -940123, -940123, -68976 ], [ 56, 110, 2, 56, 110, 2 ], [ 23, 44, 1, 23, 44, 1 ], [ 127, 261, 4, 127, 261, 4 ], [ 11180, 10907, 273, 11180, 10907, 273 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339740, -16824, -160600, -577358, -578237, -148568 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11537, "evaluation_days": 1922.83, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1593864000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759181987096, "expiration_time": 1764159984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83094, "nb": 0.19996, "nc": 0.01711 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 2.89211 } } }
# | 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) |
---|