Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464942.7885 | 221872.6829 | 243070.1056 | 917032.4683 | 356835.0066 | 560197.4618 |
Total P&L (%) | 464.9428 | 221.8727 | 243.0701 | 917.0325 | 356.835 | 560.1975 |
Avg Daily Profit (%) | 0.2577 | 0.123 | 0.1347 | 0.1286 | 0.0842 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68581 | -124230 | -99145 | -852655 | -1017140 | -383366 |
Profit Factor | 1.294 | 1.2746 | 1.3142 | 1.1215 | 1.0928 | 1.1513 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 234 | 111 | 123 | 234 | 111 | 123 |
Losing Trades | 308 | 160 | 148 | 308 | 160 | 148 |
Profitability (%) | 43.1734 | 40.9594 | 45.3875 | 43.1734 | 40.9594 | 45.3875 |
Ratio Avg Win / Avg Loss | 1.7032 | 1.8373 | 1.5813 | 1.4761 | 1.5752 | 1.3852 |
Largest Winning Trade | 64768 | 64768 | 35240 | 365268 | 365268 | 332897 |
Largest Losing Trade | -31712 | -17268 | -31712 | -200562 | -156449 | -200562 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 21530 | 10777 | 10753 | 21530 | 10777 | 10753 |
Profit Streak | 7.3954 | 0 | 10.6454 | 7.3954 | 0 | 10.6454 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364650 | -30480 | -12205 | -106945 | -200510 | -107295 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603396800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972558733, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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": [ [ 464942.7885222504, 221872.6829248854, 243070.1055973652, 917032.4683151965, 356835.0065619872, 560197.4617532087 ], [ 464.942789, 221.872683, 243.070106, 917.032468, 356.835007, 560.197462 ], [ 0.257657, 0.122955, 0.134702, 0.128621, 0.084222, 0.104647 ], [ 10, 10, 10, 10, 10, 10 ], [ -68581, -124230, -99145, -852655, -1017140, -383366 ], [ 1.293957, 1.27461, 1.314161, 1.121472, 1.092791, 1.15125 ], [ 542, 271, 271, 542, 271, 271 ], [ 234, 111, 123, 234, 111, 123 ], [ 308, 160, 148, 308, 160, 148 ], [ 43.173432, 40.95941, 45.387454, 43.173432, 40.95941, 45.387454 ], [ 1.703157, 1.837275, 1.581266, 1.476125, 1.575195, 1.385244 ], [ 64768, 64768, 35240, 365268, 365268, 332897 ], [ -31712, -17268, -31712, -200562, -156449, -200562 ], [ 39, 39, 39, 39, 39, 39 ], [ 52, 52, 52, 52, 52, 52 ], [ 30, 31, 28, 30, 31, 28 ], [ 21530, 10777, 10753, 21530, 10777, 10753 ], [ 7.395355, 0, 10.645355, 7.395356, 0, 10.645356 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364650, -30480, -12205, -106945, -200510, -107295 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603396800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972558733, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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) |
---|