Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630060.9314 | 382179.2008 | 247881.7306 | 3084133.0234 | -360783.3796 | 3444916.4029 |
Total P&L (%) | 630.0609 | 382.1792 | 247.8817 | 3084.133 | -360.7834 | 3444.9164 |
Avg Daily Profit (%) | 0.347 | 0.2105 | 0.1365 | 0.1908 | 0 | 0.1967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80990 | -72869 | -40251 | -4011784 | -4599683 | -1835099 |
Profit Factor | 2.5144 | 2.8029 | 2.2147 | 1.215 | 0.9558 | 1.5571 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.7059 | 41.8605 | 47.619 | 44.7059 | 41.8605 | 47.619 |
Ratio Avg Win / Avg Loss | 3.1099 | 3.8929 | 2.4362 | 1.5028 | 1.3275 | 1.7129 |
Largest Winning Trade | 232444 | 232444 | 76349 | 2056741 | 2056741 | 1592754 |
Largest Losing Trade | -34385 | -32669 | -34385 | -1312393 | -1312393 | -782624 |
Avg Bars in Trades | 124 | 72 | 177 | 124 | 72 | 177 |
Avg Bars in Winners | 211 | 103 | 308 | 211 | 103 | 308 |
Avg Bars in Losers | 54 | 50 | 59 | 54 | 50 | 59 |
Bars Traded | 10570 | 3104 | 7466 | 10570 | 3104 | 7466 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441207 | 358058 | -7426 | 244915 | -582225 | 356166 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10893, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606017600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759632710213, "expiration_time": 1764328176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 1.08901 } } }
{ "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": [ [ 630060.9313988324, 382179.2008087832, 247881.7305900486, 3084133.0233642096, -360783.3795787449, 3444916.402942953 ], [ 630.060931, 382.179201, 247.881731, 3084.133023, -360.78338, 3444.916403 ], [ 0.347045, 0.210509, 0.136536, 0.190805, 0, 0.196729 ], [ 10, 10, 10, 10, 10, 10 ], [ -80990, -72869, -40251, -4011784, -4599683, -1835099 ], [ 2.514399, 2.802881, 2.214724, 1.215041, 0.95578, 1.557138 ], [ 85, 43, 42, 85, 43, 42 ], [ 38, 18, 20, 38, 18, 20 ], [ 47, 25, 22, 47, 25, 22 ], [ 44.705882, 41.860465, 47.619048, 44.705882, 41.860465, 47.619048 ], [ 3.109915, 3.89289, 2.436196, 1.502814, 1.327472, 1.712852 ], [ 232444, 232444, 76349, 2056741, 2056741, 1592754 ], [ -34385, -32669, -34385, -1312393, -1312393, -782624 ], [ 124, 72, 177, 124, 72, 177 ], [ 211, 103, 308, 211, 103, 308 ], [ 54, 50, 59, 54, 50, 59 ], [ 10570, 3104, 7466, 10570, 3104, 7466 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441207, 358058, -7426, 244915, -582225, 356166 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10893, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606017600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759632710213, "expiration_time": 1764328176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 1.08901 } } }
# | 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) |
---|