Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632778.0771 | 376809.8995 | 255968.1776 | 2153377.2465 | -342487.7783 | 2495865.0248 |
Total P&L (%) | 632.7781 | 376.8099 | 255.9682 | 2153.3772 | -342.4878 | 2495.865 |
Avg Daily Profit (%) | 0.3507 | 0.2088 | 0.1419 | 0.1728 | 0 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82449 | -70462 | -41094 | -1206591 | -1639192 | -615156 |
Profit Factor | 2.1982 | 2.1686 | 2.2447 | 1.2731 | 0.9308 | 1.8506 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 38 | 26 | 50 | 38 | 26 | 50 |
Ratio Avg Win / Avg Loss | 3.5865 | 6.172 | 2.2447 | 2.0772 | 2.6492 | 1.8506 |
Largest Winning Trade | 279211 | 279211 | 71220 | 1293315 | 1293315 | 885775 |
Largest Losing Trade | -35066 | -23318 | -35066 | -465063 | -415168 | -465063 |
Avg Bars in Trades | 213 | 176 | 250 | 213 | 176 | 250 |
Avg Bars in Winners | 380 | 377 | 381 | 380 | 377 | 381 |
Avg Bars in Losers | 111 | 106 | 119 | 111 | 106 | 119 |
Bars Traded | 21384 | 8847 | 12537 | 21384 | 8847 | 12537 |
Profit Streak | 0 | 0 | 47.055 | 0 | 0 | 47.055 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327882 | -193918 | -178896 | 159677 | -783740 | -168112 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604239200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758950351533, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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": [ [ 632778.0771087899, 376809.8994965447, 255968.1776122449, 2153377.2464733757, -342487.7783367559, 2495865.024810131 ], [ 632.778077, 376.809899, 255.968178, 2153.377246, -342.487778, 2495.865025 ], [ 0.350667, 0.208817, 0.14185, 0.172774, 0, 0.180629 ], [ 10, 10, 10, 10, 10, 10 ], [ -82449, -70462, -41094, -1206591, -1639192, -615156 ], [ 2.198205, 2.168557, 2.244693, 1.273144, 0.930803, 1.850604 ], [ 100, 50, 50, 100, 50, 50 ], [ 38, 13, 25, 38, 13, 25 ], [ 62, 37, 25, 62, 37, 25 ], [ 38, 26, 50, 38, 26, 50 ], [ 3.586545, 6.172048, 2.244693, 2.077235, 2.649208, 1.850604 ], [ 279211, 279211, 71220, 1293315, 1293315, 885775 ], [ -35066, -23318, -35066, -465063, -415168, -465063 ], [ 213, 176, 250, 213, 176, 250 ], [ 380, 377, 381, 380, 377, 381 ], [ 111, 106, 119, 111, 106, 119 ], [ 21384, 8847, 12537, 21384, 8847, 12537 ], [ 0, 0, 47.054995, 0, 0, 47.054995 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327882, -193918, -178896, 159677, -783740, -168112 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604239200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758950351533, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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) |
---|