Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310791.3321 | 165506.0007 | 145285.3314 | 190457.688 | 31487.4279 | 158970.2601 |
Total P&L (%) | 310.7913 | 165.506 | 145.2853 | 190.4577 | 31.4874 | 158.9703 |
Avg Daily Profit (%) | 0.1585 | 0.0844 | 0.0741 | 0.0544 | 0.014 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114081 | -83776 | -68363 | -498733 | -357608 | -296972 |
Profit Factor | 1.5362 | 1.6515 | 1.4462 | 1.1167 | 1.043 | 1.1767 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 62.1849 | 65 | 59.322 | 62.1849 | 65 | 59.322 |
Ratio Avg Win / Avg Loss | 0.9342 | 0.8893 | 0.9917 | 0.6791 | 0.5616 | 0.8069 |
Largest Winning Trade | 57030 | 57030 | 52771 | 131673 | 66647 | 131673 |
Largest Losing Trade | -57584 | -45032 | -57584 | -232406 | -232406 | -191076 |
Avg Bars in Trades | 191 | 177 | 204 | 191 | 177 | 204 |
Avg Bars in Winners | 142 | 126 | 160 | 142 | 126 | 160 |
Avg Bars in Losers | 271 | 272 | 269 | 271 | 272 | 269 |
Bars Traded | 22737 | 10654 | 12083 | 22737 | 10654 | 12083 |
Profit Streak | 157.3554 | 206.1054 | 0 | 157.3554 | 206.1054 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345550 | -245800 | -270185 | -211594 | -517905 | -331409 |
{ "trading_pair": "EOS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23532, "evaluation_days": 1961, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580414400000, "last_datapoint_time": 1748224800000, "evaluation_time": 1758983510429, "expiration_time": 1754324294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.64518 } } }
{ "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": [ [ 310791.3321357336, 165506.0007149848, 145285.3314207487, 190457.6879898207, 31487.427898259, 158970.2600915615 ], [ 310.791332, 165.506001, 145.285331, 190.457688, 31.487428, 158.97026 ], [ 0.158486, 0.084399, 0.074087, 0.054389, 0.01396, 0.048535 ], [ 10, 10, 10, 10, 10, 10 ], [ -114081, -83776, -68363, -498733, -357608, -296972 ], [ 1.536157, 1.651514, 1.446165, 1.116741, 1.043033, 1.176681 ], [ 119, 60, 59, 119, 60, 59 ], [ 74, 39, 35, 74, 39, 35 ], [ 45, 21, 24, 45, 21, 24 ], [ 62.184874, 65, 59.322034, 62.184874, 65, 59.322034 ], [ 0.93415, 0.889277, 0.991656, 0.679099, 0.561633, 0.806867 ], [ 57030, 57030, 52771, 131673, 66647, 131673 ], [ -57584, -45032, -57584, -232406, -232406, -191076 ], [ 191, 177, 204, 191, 177, 204 ], [ 142, 126, 160, 142, 126, 160 ], [ 271, 272, 269, 271, 272, 269 ], [ 22737, 10654, 12083, 22737, 10654, 12083 ], [ 157.355445, 206.105445, 0, 157.355445, 206.105445, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345550, -245800, -270185, -211594, -517905, -331409 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23532, "evaluation_days": 1961, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580414400000, "last_datapoint_time": 1748224800000, "evaluation_time": 1758983510429, "expiration_time": 1754324294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.64518 } } }
# | 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) |
---|