Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504105.2905 | 271545.4037 | 232559.8868 | 801349.823 | 12085.1686 | 789264.6544 |
Total P&L (%) | 504.1053 | 271.5454 | 232.5599 | 801.3498 | 12.0852 | 789.2647 |
Avg Daily Profit (%) | 0.2793 | 0.1504 | 0.1288 | 0.1219 | 0.0063 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138360 | -106072 | -120365 | -3874359 | -2030940 | -3497966 |
Profit Factor | 1.5484 | 1.5874 | 1.509 | 1.0506 | 1.0015 | 1.0989 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 44.6237 | 40.8602 | 48.3871 | 44.6237 | 40.8602 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9215 | 2.2975 | 1.6096 | 1.3038 | 1.4496 | 1.1722 |
Largest Winning Trade | 83953 | 83953 | 49811 | 1102311 | 1102311 | 712338 |
Largest Losing Trade | -53361 | -30016 | -53361 | -1111413 | -800401 | -1111413 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 80 | 84 | 77 | 80 | 84 | 77 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 10689 | 5504 | 5185 | 10689 | 5504 | 5185 |
Profit Streak | 32.3646 | 32.3646 | 32.5313 | 32.3646 | 32.3646 | 32.5313 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407106 | 245850 | -18937 | -194838 | -507438 | -142985 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861901232, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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": [ [ 504105.290485263, 271545.4036969993, 232559.8867882646, 801349.8230459853, 12085.1686403197, 789264.6544056643 ], [ 504.10529, 271.545404, 232.559887, 801.349823, 12.085169, 789.264654 ], [ 0.279283, 0.150441, 0.128842, 0.121887, 0.006321, 0.121138 ], [ 10, 10, 10, 10, 10, 10 ], [ -138360, -106072, -120365, -3874359, -2030940, -3497966 ], [ 1.548418, 1.587385, 1.508992, 1.05062, 1.001539, 1.098915 ], [ 186, 93, 93, 186, 93, 93 ], [ 83, 38, 45, 83, 38, 45 ], [ 103, 55, 48, 103, 55, 48 ], [ 44.623656, 40.860215, 48.387097, 44.623656, 40.860215, 48.387097 ], [ 1.921531, 2.297531, 1.609591, 1.303782, 1.449596, 1.172176 ], [ 83953, 83953, 49811, 1102311, 1102311, 712338 ], [ -53361, -30016, -53361, -1111413, -800401, -1111413 ], [ 57, 59, 55, 57, 59, 55 ], [ 80, 84, 77, 80, 84, 77 ], [ 38, 41, 35, 38, 41, 35 ], [ 10689, 5504, 5185, 10689, 5504, 5185 ], [ 32.364598, 32.364598, 32.531264, 32.364598, 32.364598, 32.531264 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407106, 245850, -18937, -194838, -507438, -142985 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861901232, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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) |
---|