Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364223.3454 | 244735.8644 | 119487.481 | 274435.778 | 47285.5414 | 227150.2366 |
Total P&L (%) | 364.2233 | 244.7359 | 119.4875 | 274.4358 | 47.2855 | 227.1502 |
Avg Daily Profit (%) | 0.1531 | 0.1029 | 0.0502 | 0.0555 | 0.0163 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98848 | -89520 | -74630 | -481715 | -421654 | -417597 |
Profit Factor | 1.2926 | 1.3895 | 1.1938 | 1.0656 | 1.0211 | 1.1168 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Profitability (%) | 44.8071 | 44.6429 | 44.9704 | 44.8071 | 44.6429 | 44.9704 |
Ratio Avg Win / Avg Loss | 1.5922 | 1.723 | 1.4608 | 1.3126 | 1.2662 | 1.3667 |
Largest Winning Trade | 84565 | 84565 | 48011 | 207015 | 207015 | 145240 |
Largest Losing Trade | -26702 | -26702 | -26156 | -124711 | -121792 | -124711 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 9372 | 5003 | 4369 | 9372 | 5003 | 4369 |
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 | 302059 | -55337 | -134561 | -267085 | -371435 | -219691 |
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544529600000, "last_datapoint_time": 1748217600000, "evaluation_time": 1760020737034, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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": [ [ 364223.3454011923, 244735.864391869, 119487.4810093231, 274435.7780027499, 47285.5414163157, 227150.2365864348 ], [ 364.223345, 244.735864, 119.487481, 274.435778, 47.285541, 227.150237 ], [ 0.153148, 0.102906, 0.050242, 0.055529, 0.016282, 0.049849 ], [ 10, 10, 10, 10, 10, 10 ], [ -98848, -89520, -74630, -481715, -421654, -417597 ], [ 1.292555, 1.389532, 1.193756, 1.065626, 1.021131, 1.116841 ], [ 337, 168, 169, 337, 168, 169 ], [ 151, 75, 76, 151, 75, 76 ], [ 186, 93, 93, 186, 93, 93 ], [ 44.807122, 44.642857, 44.970414, 44.807122, 44.642857, 44.970414 ], [ 1.592154, 1.72302, 1.46078, 1.312625, 1.266203, 1.366661 ], [ 84565, 84565, 48011, 207015, 207015, 145240 ], [ -26702, -26702, -26156, -124711, -121792, -124711 ], [ 27, 29, 25, 27, 29, 25 ], [ 38, 40, 36, 38, 40, 36 ], [ 18, 20, 17, 18, 20, 17 ], [ 9372, 5003, 4369, 9372, 5003, 4369 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302059, -55337, -134561, -267085, -371435, -219691 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544529600000, "last_datapoint_time": 1748217600000, "evaluation_time": 1760020737034, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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) |
---|