Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360811.351 | 216736.9777 | 144074.3733 | 103836.0703 | 22280.7591 | 81555.3112 |
Total P&L (%) | 360.8114 | 216.737 | 144.0744 | 103.8361 | 22.2808 | 81.5553 |
Avg Daily Profit (%) | 0.1999 | 0.1201 | 0.0798 | 0.0395 | 0.0111 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177278 | -115827 | -103299 | -1251272 | -903351 | -347921 |
Profit Factor | 1.2232 | 1.2654 | 1.1801 | 1.0176 | 1.0072 | 1.0291 |
Total Trades | 507 | 254 | 253 | 507 | 254 | 253 |
Winning Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Losing Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Profitability (%) | 43.1953 | 43.3071 | 43.083 | 43.1953 | 43.3071 | 43.083 |
Ratio Avg Win / Avg Loss | 1.6086 | 1.6566 | 1.559 | 1.3382 | 1.3185 | 1.3595 |
Largest Winning Trade | 84960 | 84960 | 50757 | 229993 | 195560 | 229993 |
Largest Losing Trade | -51257 | -25191 | -51257 | -289245 | -289245 | -153174 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 10766 | 5309 | 5457 | 10766 | 5309 | 5457 |
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 | 310554 | -33272 | -109378 | -341075 | -397476 | -338917 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759026230694, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.16587 } } }
{ "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": [ [ 360811.3509803497, 216736.9776884211, 144074.3732919286, 103836.0702743073, 22280.7590782359, 81555.3111960727 ], [ 360.811351, 216.736978, 144.074373, 103.83607, 22.280759, 81.555311 ], [ 0.199895, 0.120076, 0.07982, 0.039462, 0.011145, 0.033046 ], [ 10, 10, 10, 10, 10, 10 ], [ -177278, -115827, -103299, -1251272, -903351, -347921 ], [ 1.223174, 1.265425, 1.180056, 1.017601, 1.007197, 1.02909 ], [ 507, 254, 253, 507, 254, 253 ], [ 219, 110, 109, 219, 110, 109 ], [ 288, 144, 144, 288, 144, 144 ], [ 43.195266, 43.307087, 43.083004, 43.195266, 43.307087, 43.083004 ], [ 1.608557, 1.656557, 1.558973, 1.338215, 1.318512, 1.359531 ], [ 84960, 84960, 50757, 229993, 195560, 229993 ], [ -51257, -25191, -51257, -289245, -289245, -153174 ], [ 21, 20, 21, 21, 20, 21 ], [ 27, 27, 27, 27, 27, 27 ], [ 16, 16, 16, 16, 16, 16 ], [ 10766, 5309, 5457, 10766, 5309, 5457 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310554, -33272, -109378, -341075, -397476, -338917 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759026230694, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.16587 } } }
# | 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) |
---|