Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420827.3079 | 216567.6884 | 204259.6195 | 373577.6825 | 20039.9459 | 353537.7366 |
Total P&L (%) | 420.8273 | 216.5677 | 204.2596 | 373.5777 | 20.0399 | 353.5377 |
Avg Daily Profit (%) | 0.2315 | 0.1191 | 0.1124 | 0.0856 | 0.01 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113639 | -109856 | -80796 | -959401 | -820052 | -571113 |
Profit Factor | 1.2312 | 1.263 | 1.205 | 1.0385 | 1.0046 | 1.0666 |
Total Trades | 910 | 455 | 455 | 910 | 455 | 455 |
Winning Trades | 441 | 197 | 244 | 441 | 197 | 244 |
Losing Trades | 469 | 258 | 211 | 469 | 258 | 211 |
Profitability (%) | 48.4615 | 43.2967 | 53.6264 | 48.4615 | 43.2967 | 53.6264 |
Ratio Avg Win / Avg Loss | 1.3094 | 1.654 | 1.042 | 1.1045 | 1.3156 | 0.9223 |
Largest Winning Trade | 99185 | 99185 | 54804 | 236320 | 236320 | 189406 |
Largest Losing Trade | -31325 | -21516 | -31325 | -146333 | -113402 | -146333 |
Avg Bars in Trades | 23 | 17 | 30 | 23 | 17 | 30 |
Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Losers | 19 | 14 | 25 | 19 | 14 | 25 |
Bars Traded | 21620 | 7795 | 13825 | 21620 | 7795 | 13825 |
Profit Streak | 0 | 17.8044 | 0 | 0 | 17.8044 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446500 | -32431 | -41190 | -251976 | -401209 | -228527 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21814, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1602972000000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759879095918, "expiration_time": 1765528588800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 420827.3078835489, 216567.6883719788, 204259.6195115694, 373577.682457725, 20039.9458560801, 353537.7366016443 ], [ 420.827308, 216.567688, 204.25962, 373.577682, 20.039946, 353.537737 ], [ 0.2315, 0.119135, 0.112365, 0.085586, 0.010048, 0.083206 ], [ 10, 10, 10, 10, 10, 10 ], [ -113639, -109856, -80796, -959401, -820052, -571113 ], [ 1.231231, 1.262957, 1.205006, 1.03854, 1.004572, 1.066581 ], [ 910, 455, 455, 910, 455, 455 ], [ 441, 197, 244, 441, 197, 244 ], [ 469, 258, 211, 469, 258, 211 ], [ 48.461538, 43.296703, 53.626374, 48.461538, 43.296703, 53.626374 ], [ 1.309404, 1.654025, 1.042034, 1.104479, 1.315632, 0.92233 ], [ 99185, 99185, 54804, 236320, 236320, 189406 ], [ -31325, -21516, -31325, -146333, -113402, -146333 ], [ 23, 17, 30, 23, 17, 30 ], [ 28, 21, 34, 28, 21, 34 ], [ 19, 14, 25, 19, 14, 25 ], [ 21620, 7795, 13825, 21620, 7795, 13825 ], [ 0, 17.804351, 0, 0, 17.804351, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446500, -32431, -41190, -251976, -401209, -228527 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21814, "evaluation_days": 1817.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1602972000000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759879095918, "expiration_time": 1765528588800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|