Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775456.018 | 773889.0173 | 1567.0007 | 427413.6995 | 355103.9066 | 72309.7928 |
Total P&L (%) | 775.456 | 773.889 | 1.567 | 427.4137 | 355.1039 | 72.3098 |
Avg Daily Profit (%) | 0.3099 | 0.3092 | 0.0006 | 0.0665 | 0.0606 | 0.0217 |
Buy And Hold Return (%) | 268.1089 | 268.1089 | 268.1089 | 268.1089 | 268.1089 | 268.1089 |
Max Trade Drawdown | -156226 | -81172 | -112918 | -1616308 | -1238254 | -798310 |
Profit Factor | 2.2412 | 3.9086 | 1.0044 | 1.083 | 1.1303 | 1.0299 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 43.4783 | 41.3043 | 45.6522 | 43.4783 | 41.3043 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.9136 | 5.5543 | 1.1957 | 1.4079 | 1.6062 | 1.226 |
Largest Winning Trade | 540250 | 540250 | 44143 | 1026476 | 1026476 | 378488 |
Largest Losing Trade | -46085 | -37151 | -46085 | -430957 | -430957 | -376469 |
Avg Bars in Trades | 104 | 109 | 99 | 104 | 109 | 99 |
Avg Bars in Winners | 149 | 151 | 148 | 149 | 151 | 148 |
Avg Bars in Losers | 68 | 79 | 57 | 68 | 79 | 57 |
Bars Traded | 9581 | 5026 | 4555 | 9581 | 5026 | 4555 |
Profit Streak | 86.3712 | 88.3712 | 0 | 86.3712 | 88.3712 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298915 | 360159 | -575088 | -244703 | -255747 | -518889 |
{ "trading_pair": "ETC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10010, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543104000000, "first_datapoint_time": 1546063200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759330472212, "expiration_time": 1765806480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 65, "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": [ [ 775456.0179668722, 773889.0172824218, 1567.0006844507, 427413.6994780749, 355103.9066365171, 72309.7928415582 ], [ 775.456018, 773.889017, 1.567001, 427.413699, 355.103907, 72.309793 ], [ 0.309873, 0.309246, 0.000626, 0.066468, 0.060572, 0.021746 ], [ 268.108896, 268.108896, 268.108896, 268.108896, 268.108896, 268.108896 ], [ -156226, -81172, -112918, -1616308, -1238254, -798310 ], [ 2.241231, 3.90855, 1.004369, 1.08303, 1.130265, 1.029859 ], [ 92, 46, 46, 92, 46, 46 ], [ 40, 19, 21, 40, 19, 21 ], [ 52, 27, 25, 52, 27, 25 ], [ 43.478261, 41.304348, 45.652174, 43.478261, 41.304348, 45.652174 ], [ 2.9136, 5.554255, 1.195677, 1.407939, 1.606167, 1.226023 ], [ 540250, 540250, 44143, 1026476, 1026476, 378488 ], [ -46085, -37151, -46085, -430957, -430957, -376469 ], [ 104, 109, 99, 104, 109, 99 ], [ 149, 151, 148, 149, 151, 148 ], [ 68, 79, 57, 68, 79, 57 ], [ 9581, 5026, 4555, 9581, 5026, 4555 ], [ 86.371206, 88.371206, 0, 86.371206, 88.371206, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 298915, 360159, -575088, -244703, -255747, -518889 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10010, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543104000000, "first_datapoint_time": 1546063200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759330472212, "expiration_time": 1765806480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 65, "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) |
---|