Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701705.2002 | 444183.89 | 257521.3102 | 1384425.1727 | 504075.7883 | 880349.3843 |
Total P&L (%) | 701.7052 | 444.1839 | 257.5213 | 1384.4252 | 504.0758 | 880.3494 |
Avg Daily Profit (%) | 0.3865 | 0.2447 | 0.1419 | 0.1487 | 0.0991 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123523 | -89702 | -71013 | -2829189 | -1610282 | -2033322 |
Profit Factor | 1.767 | 1.8573 | 1.649 | 1.108 | 1.0751 | 1.1441 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 49.2958 | 42.9907 | 55.6604 | 49.2958 | 42.9907 | 55.6604 |
Ratio Avg Win / Avg Loss | 1.8174 | 2.463 | 1.3136 | 1.1396 | 1.4257 | 0.9114 |
Largest Winning Trade | 292627 | 292627 | 57782 | 1273401 | 1273401 | 588173 |
Largest Losing Trade | -56247 | -32740 | -56247 | -1848785 | -642547 | -1848785 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 10706 | 5071 | 5635 | 10706 | 5071 | 5635 |
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 | 497652 | 307179 | -1187 | -95005 | -201144 | -87791 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10892, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759621083495, "expiration_time": 1764313344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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": [ [ 701705.2001639451, 444183.889970663, 257521.3101932824, 1384425.172677733, 504075.7883382369, 880349.384339498 ], [ 701.7052, 444.18389, 257.52131, 1384.425173, 504.075788, 880.349384 ], [ 0.386544, 0.244685, 0.141859, 0.148712, 0.099124, 0.125827 ], [ 10, 10, 10, 10, 10, 10 ], [ -123523, -89702, -71013, -2829189, -1610282, -2033322 ], [ 1.766959, 1.857347, 1.64895, 1.107989, 1.075093, 1.144146 ], [ 213, 107, 106, 213, 107, 106 ], [ 105, 46, 59, 105, 46, 59 ], [ 108, 61, 47, 108, 61, 47 ], [ 49.295775, 42.990654, 55.660377, 49.295775, 42.990654, 55.660377 ], [ 1.817443, 2.463003, 1.31357, 1.139646, 1.425667, 0.911439 ], [ 292627, 292627, 57782, 1273401, 1273401, 588173 ], [ -56247, -32740, -56247, -1848785, -642547, -1848785 ], [ 50, 47, 53, 50, 47, 53 ], [ 62, 57, 66, 62, 57, 66 ], [ 38, 39, 36, 38, 39, 36 ], [ 10706, 5071, 5635, 10706, 5071, 5635 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 497652, 307179, -1187, -95005, -201144, -87791 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10892, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759621083495, "expiration_time": 1764313344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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) |
---|