Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947904.7463 | 768910.6442 | 178994.1021 | 22942682.2118 | 28808277.2683 | -5865595.0565 |
Total P&L (%) | 947.9047 | 768.9106 | 178.9941 | 22942.6822 | 28808.2773 | -5865.5951 |
Avg Daily Profit (%) | 0.3792 | 0.3076 | 0.0716 | 0.2178 | 0.2269 | 0 |
Buy And Hold Return (%) | 390.4343 | 390.4343 | 390.4343 | 390.4343 | 390.4343 | 390.4343 |
Max Trade Drawdown | -152780 | -82186 | -81558 | -83835838 | -31813923 | -59552553 |
Profit Factor | 1.7845 | 2.3537 | 1.2796 | 1.0863 | 1.2554 | 0.9617 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 214 | 110 | 104 | 214 | 110 | 104 |
Profitability (%) | 42.9333 | 41.4894 | 44.385 | 42.9333 | 41.4894 | 44.385 |
Ratio Avg Win / Avg Loss | 2.372 | 3.3193 | 1.6033 | 1.4438 | 1.7704 | 1.205 |
Largest Winning Trade | 243964 | 243964 | 50600 | 13621543 | 13301612 | 13621543 |
Largest Losing Trade | -31152 | -18742 | -31152 | -21918274 | -7797172 | -21918274 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 4940 | 2583 | 2357 | 4940 | 2583 | 2357 |
Profit Streak | 0 | 0 | 35.3417 | 0 | 0 | 35.3417 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302643 | 134775 | -262989 | -117966 | 237142 | -580050 |
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1544400000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917521162, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 39, "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": [ [ 947904.7462900393, 768910.644159514, 178994.1021305266, 22942682.21177597, 28808277.268264603, -5865595.0564886 ], [ 947.904746, 768.910644, 178.994102, 22942.682212, 28808.277268, -5865.595056 ], [ 0.379162, 0.307564, 0.071598, 0.217834, 0.226926, 0 ], [ 390.434333, 390.434333, 390.434333, 390.434333, 390.434333, 390.434333 ], [ -152780, -82186, -81558, -83835838, -31813923, -59552553 ], [ 1.784533, 2.353689, 1.279578, 1.086255, 1.255404, 0.961711 ], [ 375, 188, 187, 375, 188, 187 ], [ 161, 78, 83, 161, 78, 83 ], [ 214, 110, 104, 214, 110, 104 ], [ 42.933333, 41.489362, 44.385027, 42.933333, 41.489362, 44.385027 ], [ 2.371988, 3.319305, 1.603327, 1.443842, 1.770442, 1.205035 ], [ 243964, 243964, 50600, 13621543, 13301612, 13621543 ], [ -31152, -18742, -31152, -21918274, -7797172, -21918274 ], [ 13, 13, 12, 13, 13, 12 ], [ 18, 18, 18, 18, 18, 18 ], [ 9, 10, 7, 9, 10, 7 ], [ 4940, 2583, 2357, 4940, 2583, 2357 ], [ 0, 0, 35.34168, 0, 0, 35.34168 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302643, 134775, -262989, -117966, 237142, -580050 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1544400000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917521162, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 39, "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) |
---|